相关论文: Correlations of Multi-input Monero Transactions

In this paper, we analyze the Ethereum blockchain using the complex networks modeling framework. Accounts acting on the blockchain are represented as nodes, while the interactions among these accounts, recorded on the blockchain, are…

Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…

Blockchain is a technology uniquely suited to support massive number of transactions and smart contracts within the Internet of Things (IoT) ecosystem, thanks to the decentralized accounting mechanism. In a blockchain network, the states of…

Decentralization has been widely acknowledged as a core virtue of blockchains. However, in the past, there have been few measurement studies on measuring and comparing the actual level of decentralization between existing blockchains using…

While the literature features a number of proposals to defend against transaction manipulation attacks, existing proposals are still not integrated within large blockchains, such as Bitcoin, Ethereum, and Cardano. Instead, the user…

The value of an asset in a financial market is given in terms of another asset known as numeraire. The dynamics of the value is non-stationary and hence, to quantify the relationships between different assets, one requires convenient…

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Time-varying volatility is an inherent feature of most economic time-series, which causes standard correlation estimators to be inconsistent. The quadrant correlation estimator is consistent but very inefficient. We propose a novel…

Some blockchain networks employ a distributed consensus algorithm featuring Byzantine fault tolerance. Notably, certain public chains, such as Cosmos and Tezos, which operate on a proof-of-stake mechanism, have adopted this algorithm. While…

In recent years, blockchain has gained widespread attention as an emerging technology for decentralization, transparency, and immutability in advancing online activities over public networks. As an essential market process, auctions have…

Blockchain is gaining extensive attention due to its provision of secure and decentralized resource sharing manner. However, the incumbent blockchain systems also suffer from a number of challenges in operational maintenance, quality…

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…

We study the real economic activity in the Bitcoin blockchain that involves transactions from/to retail users rather than between organizations such as marketplaces, exchanges, or other services. We first introduce a heuristic method to…

A core enabler for blockchain or DLT interoperability is the ability to atomically exchange assets held by mutually untrusting owners on different ledgers. This atomic swap problem has been well-studied, with the Hash Time Locked Contract…

The cross-blockchain transaction remains one of the most challenging problems in blockchains. The root cause of the challenge lies in the nondeterministic nature of blockchains: A $n$-party transaction across multiple blockchains might be…

In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock market correlation matrices like the distribution of…

We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital currency exchange. We study how the structure of the Minimum Spanning Tree (MST) and…

Transaction fees represent a major incentive in many blockchain systems as a way to incentivize processing transactions. Unfortunately, they also introduce an enormous amount of incentive asymmetry compared to alternatives like fixed block…

The correlation between a random sequence and its transformed sequences is studied. In the case of a permutation operation or, in other word, the shuffling operation, it is shown that the correlation can be so small that the sequences can…

Blockchain systems are being used in a wide range of application domains. They can support trusted transactions in time critical applications. In this paper, we study how miners should pick up transactions from a transaction pool so as to…