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Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

计算金融 · 定量金融 2018-10-17 Zvezdin Besarabov , Todor Kolev

Smart contracts are a new paradigm that emerged with the rise of the blockchain technology. They allow untrusting parties to arrange agreements. These agreements are encoded as a programming language code and deployed on a blockchain…

密码学与安全 · 计算机科学 2019-06-28 Juan Guarnizo , Pawel Szalachowski

We characterise the solutions to a continuous-time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads -- these are short-term deviations from the…

交易与市场微观结构 · 定量金融 2025-02-18 Emilio Barucci , Adrien Mathieu , Leandro Sánchez-Betancourt

Motivated by the great success and adoption of Bitcoin, a number of cryptocurrencies such as Litecoin, Dogecoin, and Ethereum are becoming increasingly popular. Although existing blockchain-based cryptocurrency schemes can ensure reasonable…

密码学与安全 · 计算机科学 2016-12-02 Jian Liu , Wenting Li , Ghassan O. Karame , N. Asokan

Social media platforms curate access to information and opportunities, and so play a critical role in shaping public discourse today. The opaque nature of the algorithms these platforms use to curate content raises societal questions. Prior…

计算机与社会 · 计算机科学 2023-03-08 Basileal Imana , Aleksandra Korolova , John Heidemann

Growing consumer awareness as well as manufacturers' internal quality requirements lead to novel demands on supply chain traceability. Existing centralized solutions suffer from isolated data storage and lacking trust when multiple parties…

计算机与社会 · 计算机科学 2018-10-24 Martin Westerkamp , Friedhelm Victor , Axel Küpper

We present a differentially private mechanism to display statistics (e.g., the moving average) of a stream of real valued observations where the bound on each observation is either too conservative or unknown in advance. This is…

密码学与安全 · 计算机科学 2018-11-09 Victor Perrier , Hassan Jameel Asghar , Dali Kaafar

The nature of available economic data has changed fundamentally in the last decade due to the economy's digitisation. With the prevalence of often black box data-driven machine learning methods, there is a necessity to develop interpretable…

计量经济学 · 经济学 2021-10-28 Pratha Khandelwal , Philip Nadler , Rossella Arcucci , William Knottenbelt , Yi-Ke Guo

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

风险管理 · 定量金融 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

机器学习 · 计算机科学 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

Elaborate protocols in Secure Multi-party Computation enable several participants to compute a public function of their own private inputs while ensuring that no undesired information leaks about the private inputs, and without resorting to…

密码学与安全 · 计算机科学 2019-01-04 Patrick Ah-Fat , Michael Huth

Internet of Things (IoT) data are increasingly viewed as a new form of massively distributed and large scale digital assets, which are continuously generated by millions of connected devices. The real value of such assets can only be…

分布式、并行与集群计算 · 计算机科学 2018-07-11 Paolo Missier , Shaimaa Bajoudah , Angelo Capossele , Andrea Gaglione , Michele Nati

Programmable blockchains have long been a hot research topic given their tremendous use in decentralized applications. Smart contracts, using blockchains as their underlying technology, inherit the desired properties such as verifiability,…

密码学与安全 · 计算机科学 2025-08-19 Zhaorun Lin

Cuttlefish addresses several limitations of existing consensus-less and consensus-minimized decentralized ledgers, including restricted programmability and the risk of deadlocked assets. The key insight of Cuttlefish is that consensus in…

密码学与安全 · 计算机科学 2023-09-25 Lefteris Kokoris-Kogias , Alberto Sonnino , George Danezis

Cybersecurity threats and vulnerabilities continue to grow in number and complexity, presenting an increasing challenge for organizations worldwide. Organizations use threat modelling and bug bounty programs to address these threats, which…

密码学与安全 · 计算机科学 2023-04-17 Serhan W. Bahar

A typical setup in many machine learning scenarios involves a server that holds a model and a user that possesses data, and the challenge is to perform inference while safeguarding the privacy of both parties. Private Inference has been…

信息论 · 计算机科学 2023-11-27 Zirui Deng , Vinayak Ramkumar , Rawad Bitar , Netanel Raviv

In recent years, the Decentralized Finance (DeFi) market has witnessed numerous attacks on the price oracle, leading to substantial economic losses. Despite the advent of truth discovery methods opening up new avenues for oracle…

计算机科学与博弈论 · 计算机科学 2024-02-23 Youquan Xian , Peng Liu , Dongcheng Li , Xueying Zeng

This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…

机器学习 · 计算机科学 2025-07-22 Zhuohuan Hu , Richard Yu , Zizhou Zhang , Haoran Zheng , Qianying Liu , Yining Zhou

Options are fundamental to blockchain-based financial services, offering essential tools for risk management and price speculation, which enhance liquidity, flexibility, and market efficiency in decentralized finance (DeFi). Despite the…

密码学与安全 · 计算机科学 2025-05-27 Zifan Peng , Yingjie Xue , Jingyu Liu

Bitcoin is a "crypto currency", a decentralized electronic payment scheme based on cryptography which has recently gained excessive popularity. Scientific research on bitcoin is less abundant. A paper at Financial Cryptography 2012…

密码学与安全 · 计算机科学 2014-04-11 Nicolas T. Courtois , Marek Grajek , Rahul Naik
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