相关论文: Correlations of Multi-input Monero Transactions

Based on the cryptocurrency market dynamics, this study presents a general methodology for analyzing evolving correlation structures in complex systems using the $q$-dependent detrended cross-correlation coefficient \rho(q,s). By extending…

As Law Enforcement Agencies advance in cryptocurrency forensics, criminal actors aiming to conceal illicit fund movements increasingly turn to "mixin" services or privacy-based cryptocurrencies. Monero stands out as a leading choice due to…

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible…

This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that…

The temporal aspect of blockchain transactions enables us to study the address's behavior and detect if it is involved in any illicit activity. However, due to the concept of change addresses (used to thwart replay attacks), temporal…

First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

Cryptoassets are growing rapidly worldwide. One of the large cap cryptoassets is XRP. In this article, we focus on analyzing transaction data for the 2017-2018 period that consist one of the significant XRP market price bursts. We construct…

This paper presents a comprehensive analysis of historical data across two popular blockchain networks: Ethereum and Solana. Our study focuses on two key aspects: transaction conflicts and the maximum theoretical parallelism within…

In this paper, we explore remarkable similarities between multi-transactional behaviors of smart contracts in cryptocurrencies such as Ethereum and classical problems of shared-memory concurrency. We examine two real-world examples from the…

Rapidly growing distributed ledger technologies (DLTs) have recently received attention among researchers in both industry and academia. While a lot of existing analysis (mainly) of the Bitcoin and Ethereum networks is available, the lack…

We study the probabilistic distribution of the confirmation time of Bitcoin transactions, conditional on the current memory pool (i.e., the queue of transactions awaiting confirmation). The results of this paper are particularly interesting…

The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…

Conflicting transactions within blockchain networks not only pose performance challenges but also introduce security vulnerabilities, potentially facilitating malicious attacks. In this paper, we explore the impact of conflicting…

Asymmetric relationship between price and volatility is a prominent feature of the financial market time series. This paper explores the price-volatility nexus in cryptocurrency markets and investigates the presence of asymmetric volatility…

It is widely accepted that Ethereum mining is highly centralized. Nonetheless, centralization has been mostly characterized by exclusively looking at the influence that independent miners or mining pools can have over the network. Moreover,…

For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…

As one of the most important and famous applications of blockchain technology, cryptocurrency has attracted extensive attention recently. Empowered by blockchain technology, all the transaction records of cryptocurrencies are irreversible…

This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to…

The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…

We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…