相关论文: Bitcoin Coin Selection with Leverage

Using the generalized extreme value theory to characterize tail distributions, we address liquidation, leverage, and optimal margins for bitcoin long and short futures positions. The empirical analysis of perpetual bitcoin futures on BitMEX…

Binary codes are widely used to represent the data due to their small storage and efficient computation. However, there exists an ambiguity problem that lots of binary codes share the same Hamming distance to a query. To alleviate the…

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…

Bitcoin is a representative decentralized currency system. For the security of Bitcoin, fairness in the distribution of mining rewards plays a crucial role in preventing the concentration of computational power in a few miners. Here,…

Bitcoin is a cryptocurrency attracting a lot of interest both from the general public and researchers. There is an ongoing debate on the question of users' anonymity: while the Bitcoin protocol has been designed to ensure that the activity…

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

We study the Min-Weighted Sum Bin Packing problem, a variant of the classical Bin Packing problem in which items have a weight, and each item induces a cost equal to its weight multiplied by the index of the bin in which it is packed. This…

We develop quantum algorithms for pricing Asian and barrier options under the Heston model, a popular stochastic volatility model, and estimate their costs, in terms of T-count, T-depth and number of logical qubits, on instances under…

We propose a secure and efficient implementation of fungible tokens on Bitcoin. Our technique is based on a small extension of the Bitcoin script language, which allows the spending conditions in a transaction to depend on the neighbour…

We propose BlockLot, a blockchain based verifiable lottery. BlockLot provides transparent, immutable, fair, and verifiable lottery services enhanced by recent blockchain technologies such as append-only (replicated) distributed ledger and…

Mining for Bitcoins is a high-risk high-reward activity. Miners, seeking to reduce their variance and earn steadier rewards, collaborate in pooling strategies where they jointly mine for Bitcoins. Whenever some pool participant is…

I study a repeated auction in which payments are made with a blockchain token created and initially owned by the auction designer. Unlike the ``virtual money'' previously examined in mechanism design, such tokens can be saved and traded…

Mining is the important part of the blockchain used the proof of work (PoW) on its consensus, looking for the matching block through testing a number of hash calculations. In order to attract more hash computing power, the miner who finds…

Advancements in quantum computing are fuelling emerging applications across disciplines, including finance, where quantum and quantum-inspired algorithms can now make market predictions, detect fraud, and optimize portfolios. Expanding this…

We introduce an algorithm where the individual bits representing the weights of a neural network are learned. This method allows training weights with integer values on arbitrary bit-depths and naturally uncovers sparse networks, without…

Blockchains based on the celebrated Nakamoto consensus protocol have shown promise in several applications, including cryptocurrencies. However, these blockchains have inherent scalability limits caused by the protocol's consensus…

This work proposes a dual-functional blockchain framework named BagChain for bagging-based decentralized learning. BagChain integrates blockchain with distributed machine learning by replacing the computationally costly hash operations in…

In an age where sustainability is of paramount importance, the significance of both high-performance computing and intelligent algorithms cannot be understated. Yet, these domains often demand hefty computational power, translating to…

A decentralized online quantum cash system, called qBitcoin, is given. We design the system which has great benefits of quantization in the following sense. Firstly, quantum teleportation technology is used for coin transaction, which…