相关论文: Towards Private On-Chain Algorithmic Trading
A coinjoin protocol aims to increase transactional privacy for Bitcoin and Bitcoin-like blockchains via collaborative transactions, by violating assumptions behind common analysis heuristics. Estimating the resulting privacy gain is a…
Machine learning is critical for innovation and efficiency in financial markets, offering predictive models and data-driven decision-making. However, challenges such as missing data, lack of transparency, untimely updates, insecurity, and…
Existing studies on crypto wash trading often use indirect statistical methods or leaked private data, both with inherent limitations. This paper leverages public on-chain NFT data for a more direct and granular estimation. Analyzing three…
Cryptocurrencies and blockchain technology provide an innovative model for reshaping digital services. Driven by the movement toward Web 3.0, recent systems started to provide distributed services, such as computation outsourcing or file…
Random numbers play a vital role in many decentralized applications (dApps), such as gaming and decentralized finance (DeFi) applications. Existing random number provision mechanisms can be roughly divided into two categories, on-chain, and…
Payment protocols developed to realize off-chain transactions in Payment channel network (PCN) assumes the underlying routing algorithm transfers the payment via a single path. However, a path may not have sufficient capacity to route a…
Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…
In this paper, we introduce a novel framework to model the exchange rate dynamics between two intrinsically linked cryptoassets, such as stablecoins pegged to the same fiat currency or a liquid staking token and its associated native token.…
The state-of-the-art techniques for processing cross-blockchain transactions take a simple centralized approach: when the assets on blockchain $X$, say $X$-coins, are exchanged with the assets on blockchain $Y$---the $Y$-coins, those…
Opening up data produced by the Internet of Things (IoT) and mobile devices for public utilization can maximize their economic value. Challenges remain in the trustworthiness of the data sources and the security of the trading process,…
Despite the success in various scenarios, blockchain systems, especially EVM-compatible ones that serially execute transactions, still face the significant challenge of limited throughput. Concurrent transaction execution is a promising…
Decentralized Finance (DeFi) is reshaping traditional finance by enabling direct transactions without intermediaries, creating a rich source of open financial data. Layer 2 (L2) solutions are emerging to enhance the scalability and…
Sealed-bid auctions ensure fair competition and efficient allocation but are often deployed on centralized infrastructure, enabling opaque manipulation. Public blockchains eliminate central control, yet their inherent transparency conflicts…
We propose a high level network architecture for an economic system that integrates money, governance and reputation. We introduce a method for issuing, and redeeming a digital coin using a mechanism to create a sustainable global economy…
Cryptocurrencies have become a popular and widely researched topic of interest in recent years for investors and scholars. In order to make informed investment decisions, it is essential to comprehend the factors that impact cryptocurrency…
Personal IoT data is a new economic asset that individuals can trade to generate revenue on the emerging data marketplaces. Typically, marketplaces are centralized systems that raise concerns of privacy, single point of failure, little…
Consensus is one of the key problems in blockchains. There are many articles analyzing the performance of threat models for blockchains. But the network stability seems lack of attention, which in fact affects the blockchain performance.…
We investigate the theoretical and empirical relationships between activity in on-chain markets and pricing in off-chain cryptocurrency markets (e.g., ETH/USD prices). The motivation is to develop methods for proxying off-chain market data…
Carbon footprint reduction can be achieved through various methods, including the adoption of renewable energy sources. The installation of such sources, like photovoltaic panels, while environmentally beneficial, is cost-prohibitive for…
We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and…