相关论文: Correlations of Multi-input Monero Transactions

Cryptocurrencies are gaining more popularity due to their security, making counterfeits impossible. However, these digital currencies have been criticized for creating a large carbon footprint due to their algorithmic complexity and…

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

This paper outlines a method aiming to increase the efficiency of proof-of-work based blockchains using a ticket-based approach. To avoid the limitation of serially adding one block at a time to a blockchain, multiple semi-independent…

The Binary Vector Clock is a simple, yet space-efficient algorithm for generating a partial order of transactions in account-based blockchain systems. The Binary Vector Clock solves the problem of order dependency in systems such as…

While blockchains initially gained popularity in the realm of cryptocurrencies, their widespread adoption is expanding beyond conventional applications, driven by the imperative need for enhanced data security. Despite providing a secure…

Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…

Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics…

To improve transaction rates, many cryptocurrencies have implemented so-called ''Layer-2'' transaction protocols, where payments are routed across networks of private payment channels. However, for a given transaction, not every network…

We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

The use of blockchains is growing every day, and their utility has greatly expanded from sending and receiving crypto-coins to smart-contracts and decentralized autonomous organizations. Modern blockchains underpin a variety of…

The distribution of waiting times between successive tunneling events is an already established method to characterize current fluctuations in mesoscopic systems. Here, I investigate mechanisms generating correlations between subsequent…

We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

We address the question whether the sequence of areas between coalescing random walkers displays multiscaling and in the process calculate the second moment as well as the two point correlation function exactly. The scaling of higher order…

One of the fundamental applications for a practically useful system of money is remuneration. Information pertaining to the amount of compensation awarded to different individuals is often considered sensitive, commanding a certain degree…

Most public blockchain protocols, including the popular Bitcoin and Ethereum blockchains, do not formally specify the order in which miners should select transactions from the pool of pending (or uncommitted) transactions for inclusion in…

Being archetypal complex systems, financial markets exhibit rich set of dynamics in their interactions. In this paper, we focus on the recently evolved cryptocurrency market as an example of a complex system and analyse the evolution of…

Payment channel networks (PCNs) such as the Lightning Network offer an appealing solution to the scalability problem faced by many cryptocurrencies operating on a blockchain such as Bitcoin. However, PCNs also inherit the stringent…

With the proliferation of new blockchain-based cryptocurrencies/assets and platforms that make it possible to transact across them, it becomes important to consider not just whether the transfer of coins/assets can be tracked within their…

Modern cryptocurrency systems, such as Ethereum, permit complex financial transactions through scripts called smart contracts. These smart contracts are executed many, many times, always without real concurrency. First, all smart contracts…

Bitcoin and Ethereum transactions present one of the largest real-world complex networks that are publicly available for study, including a detailed picture of their time evolution. As such, they have received a considerable amount of…