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The cryptocurrency market is a very huge market without effective supervision. It is of great importance for investors and regulators to recognize whether there are market manipulation and its manipulation patterns. This paper proposes an…

综合金融 · 定量金融 2019-02-07 Weili Chen , Jun Wu , Zibin Zheng , Chuan Chen , Yuren Zhou

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

统计金融 · 定量金融 2019-09-04 Samuel Asante Gyamerah

Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for the major…

风险管理 · 定量金融 2017-08-31 Stavros Stavroyiannis

In this brief, we conduct a complex-network analysis of the Bitcoin transaction network. In particular, we design a new sampling method, namely random walk with flying-back (RWFB), to conduct effective data sampling. We then conduct a…

社会与信息网络 · 计算机科学 2022-03-18 Bishenghui Tao , Hong-Ning Dai , Jiajing Wu , Ivan Wang-Hei Ho , Zibin Zheng , Chak Fong Cheang

There are a multitude of Blockchain-based physical infrastructure systems, operating on a crypto-currency enabled token economy, where infrastructure suppliers are rewarded with tokens for enabling, validating, managing and/or securing the…

分布式、并行与集群计算 · 计算机科学 2022-11-09 Oguzhan Akcin , Robert P. Streit , Benjamin Oommen , Sriram Vishwanath , Sandeep Chinchali

This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…

统计金融 · 定量金融 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

Bitcoins have emerged as a possible competitor to usual currencies, but other crypto-currencies have likewise appeared as competitors to the Bitcoin currency. The expanding market of crypto-currencies now involves capital equivalent to…

物理与社会 · 物理学 2014-03-26 Stefan Bornholdt , Kim Sneppen

Blockchains revolutionized centralized sectors like banking and finance by promoting decentralization and transparency. In a blockchain, information is transmitted through transactions issued by participants or applications. Miners…

密码学与安全 · 计算机科学 2024-05-30 Johnnatan Messias Peixoto Afonso

The Bitcoin transaction graph is a public data structure organized as transactions between addresses, each associated with a logical entity. In this work, we introduce a complete probabilistic model of the Bitcoin Blockchain. We first…

密码学与安全 · 计算机科学 2018-12-14 Marc Jourdan , Sebastien Blandin , Laura Wynter , Pralhad Deshpande

The number of users approaching the world of cryptocurrencies exploded in the last years, and consequently the daily interactions on their underlying distributed ledgers have intensified. In this paper, we analyze the flow of these digital…

网络与互联网体系结构 · 计算机科学 2021-10-29 Luca Serena , Stefano Ferretti , Gabriele D'Angelo

Bitcoin operates as a macroeconomic paradox: it combines a strictly predetermined, inelastic monetary issuance schedule with a stochastic, highly elastic demand for scarce block space. This paper empirically validates the Endogenous…

统计金融 · 定量金融 2025-12-10 Hamoon Soleimani

The use of cryptocurrencies has led to an increase in illicit activities such as money laundering, with traditional rule-based approaches becoming less effective in detecting and preventing such activities. In this paper, we propose a novel…

机器学习 · 计算机科学 2024-10-10 Hrushyang Adloori , Vaishnavi Dasanapu , Abhijith Chandra Mergu

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

计算机与社会 · 计算机科学 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

Mining fairness in blockchain refers to equality between the computational resources invested in mining and the block rewards received. There exists a dilemma wherein increasing the transaction processing capacity of a blockchain…

密码学与安全 · 计算机科学 2025-09-10 Akira Sakurai , Kazuyuki Shudo

Since its advent in 2009, Bitcoin, a cryptography-enabled peer-to-peer digital payment system, has been gaining increasing attention from both academia and industry. An effort designed to overcome a cluster of bottlenecks inherent in…

密码学与安全 · 计算机科学 2021-05-18 Ling Cheng , Feida Zhu , Huiwen Liu , Chunyan Miao

Natural forking in blockchain refers to a phenomenon that there are a set of blocks at one block height at the same time, implying that various nodes have different perspectives of the main chain. Natural forking might give rise to multiple…

密码学与安全 · 计算机科学 2021-05-21 Hongwei Shi , Shengling Wang , Qin Hu , Xiuzhen Cheng

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

密码学与安全 · 计算机科学 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

Modeling financial time series is challenging due to their high volatility and unexpected happenings on the market. Most financial models and algorithms trying to fill the lack of historical financial time series struggle to perform and are…

机器学习 · 统计学 2021-07-14 Rikli Samuel , Bigler Daniel Nico , Pfenninger Moritz , Osterrieder Joerg

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

计算金融 · 定量金融 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

Bitcoin draws the highest degree of attention among cryptocurrencies, while coin mining is one of the most important fashion of profiting in the Bitcoin ecosystem. This paper constructs fresh coin circulation networks by tracking the fresh…

综合金融 · 定量金融 2022-04-28 Zeng-Xian Lin , Xiao Fan Liu