Blockchain Papers

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Jan 1, 2019·Procedia Computer Science
48 cites
Avoiding Insurance Fraud: A Blockchain-based Solution for the Vehicle Sector

Rui Roriz, José Luís Pereira

Blockchain is a relatively new technology originally created to store Bitcoin’s transaction records. The system is highly redundant and distributed, making it very difficult for fraudulent financial transactions. While cryptocurrencies might be the most well-known use case of blockchain technology, it is wrong to assume that this technology is restricted to the financial area. Indeed, many blockchain use cases are being developed today in different areas. Due to the complexity of certain processes, a new technology associated to blockchain has appeared – smart contracts. These digital contracts act like traditional contracts, with the major difference being their automaticity. In this article, we aim to discuss how blockchain and smart contracts may be used together in order to improve organizational operations. More specifically, we demonstrate how these technologies might be used to develop a solution that avoids certain types of fraud in the area of vehicle insurance.

Open access
Blockchain Technology Applications and Security
Crime, Illicit Activities, and Governance
Cybercrime and Law Enforcement Studies
Original source
Jan 1, 2019·SSRN Electronic Journal
2 cites
Another Look at Cryptocurrency Bubbles

Marc Gronwald

This paper deals with cryptocurrency bubbles. First, it points out that a number of recent papers on cryptocurrency bubbles are awed due to an insufficient consideration of the fundamental value of cryptocurrencies. As even fiat money is said to exhibit features of bubbles, the same applies to cryptocurrencies. Thus, any empirical investigation into either the presence of cryptocurrency bubbles or the fundamental value of cryptocurrencies is needless. Second, the paper conducts a short empirical analysis into the relationship of the prices of Etherum and Bitcoin. Evidence of explosive periods is found in the price of Etherum even if this price is expressed in terms of Bitcoin rather than US Dollars. These periods, however, are found to be in the first half of 2016 and 2017, respectively, but not during the price peak period of Bitcoin witnessed end of 2017 and beginning of 2018.

Open access
2 source records
Blockchain Technology Applications and Security
Complex Systems and Time Series Analysis
Market Dynamics and Volatility
Original source
Jan 1, 2019·Hrčak Portal of scientific journals of Croatia (University Computing Centre)
3 cites
TIME-SERIES ANALYSIS OF THE MOST COMMON CRYPTOCURRENCIES

Domagoj Sajter

This paper aims to gain and improve understanding of the three most common cryptocurrencies (Bitcoin, Ethereum and Ripple) by applying standard econometric tools upon their time-series data.Cryptocurrencies' returns are compared to six major stock indices: two American (S&P500 and Russell 2000), one European (Stoxx 600), one Japanese (Nikkei 225), one Chinese (Hong Kong Hang Seng) and a global index (S&P Global 1200).The findings indicate that observed cryptocurrencies could be regarded as a new asset class, a fully digital, sui-generis financial instruments, as they are not coherently connected to the stock market.However, allocating capital into cryptocurrencies remains in the domain of pure speculation due to their strong volatility.

Open access
Scientific Research and Philosophical Inquiry
Original source
Jan 1, 2019·University of North Carolina School of Law Scholarship Repository (University of North Carolina Hospitals)
4 cites
Cryptocurrency Mining: The Challenges It Faces and How Regulations Can Help

Killian Steer

The prevalence and importance of cryptocurrency has significantly increased since the introduction of Bitcoin just over ten years ago. Today, there are over 1,000 different cryptocurrencies, and recently the combined market capitalization of these cryptocurrencies peaked at over 750 billion dollars. A critical component of any cryptocurrency is the transaction verification through mining. However, cryptocurrency mining is facing significant challenges that must be solved in order for cryptocurrencies to continue their growth. Therefore, this recent development proposes regulations to address four specific challenges faced by cryptocurrency mining: energy consumption, miner consolidation, encryption security, and miner income volatility.

Open access
Blockchain Technology Applications and Security
Original source
Jan 1, 2019·SSRN Electronic Journal
1 cites
The Opacity of ‘Transparent’ Bitcoin Data

Anne Haubo Dyhrberg, Sean Foley, Jiří Švec, Benjamin M. Cole

No abstract is available for this record.

Open access
Blockchain Technology Applications and Security
Crime, Illicit Activities, and Governance
Original source
Jan 1, 2019·The William & Mary Law School Scholarship Repository (William & Mary)
4 cites
Cryptocurrency Hard Forks and Revenue Ruling 2019-24

Eric D. Chason

In a recent article appearing in the Virginia Tax Review, I analyzed the income tax issues that arose from hard forks of cryptocurrencies That article focused on the August 1, 2017 hard fork of the Bitcoin blockchain that resulted in the creation of Bitcoin Cash, a new cryptocurrency. The hard fork resulted in a windfall to owners of Bitcoin, who came to own one unit of Bitcoin Cash for each unit of Bitcoin owned at the time. After considering the difficulties of taxing the new units as income immediately, I argued that the Internal Revenue Service (“IRS”) should tax new units of Bitcoin Cash as “open transactions,” deferring income tax consequences until the owner sells or exchanges the units. As that article went to press, the IRS released Revenue Ruling 2019-24 (the “Ruling”), which describes the taxation of cryptocurrency hard forks. The Ruling seems to embrace an “immediate taxation” approach that my article considered but rejected. This essay evaluates the Ruling in light of my recent article. This essay will review some of the arguments against immediate taxation and in favor of open transaction. Perhaps more importantly, this essay will identify inconsistencies and oddities that appear in the Ruling. In particular, the Ruling, by its terms, does not seem to apply to Bitcoin Cash. Even if the IRS wants to apply immediate taxation, it should nevertheless release new guidance that applies more clearly to Bitcoin Cash.

Open access
Taxation and Compliance Studies
Corporate Taxation and Avoidance
Original source
Jan 1, 2019·E-resource repository of the University of Latvia (University of Latvia)
3 cites
A behavioural finance explanation of speculative bubbles: evidence from the bitcoin price development

Maximilian-Benedikt Koehn, Andrejs Cekuls

In 2008 a group of programmers, alias Satoshi Nakamoto, introduced bitcoin. Bitcoin is a cryptocurrency
\nor virtual money derived from mathematical cryptography and is conceived as an alternative to government authorised
\ncurrency. The founder anticipated, through bitcoin’s construction and his digital mining processes, that bitcoin prices
\nwould be relatively stable. However, the recent bitcoin price decline proves that bitcoin is extraordinarily volatile and is
\nnot that stable as hoped. Although some scientists have already shown that the fundamental value of bitcoin is zero, the
\nprice of bitcoin has reached over 19.000$ in December 2018. Since then, bitcoin prices dropped nearly 70% from their
\npeak value and showed in addition to that the typical trends of a speculative bubble.
\nHyman Minsky and Charles Kindleberger discussed three different patterns of speculative bubbles. One is when price
\nrises in an accelerating way and then crashes very sharply after reaching its peak. Another is when the price rises and is
\nfollowed by a more similar decline after reaching its peak. The third is when the price rises to a peak, which is then
\nfollowed by a period of gradual decline known as the period of financial distress, to be followed by a much sharper crash
\nat some later time. One of the key findings of this study is that all these three patterns occurred during 2017-18 for the
\nbitcoin price.
\nTherefore, the purpose of this paper is to analyse the historical bitcoin prices in context with the typical five-step
\ncharacteristics of a speculative bubble. Furthermore, each phase of a speculative bubble is explained by a behavioural
\nfinance approach and answer the price development of this cryptocurrency. The result is frightening, bitcoin can be seen
\nas a perfect textbook example of a speculative bubble.

Open access
Market Dynamics and Volatility
Financial Markets and Investment Strategies
Complex Systems and Time Series Analysis
Original source
Jan 1, 2019·Publications of the UdS (Saarland University)
1 cites
Cryptography for Bitcoin and friends

Tim Ruffing

Numerous cryptographic extensions to Bitcoin have been proposed since Satoshi Nakamoto introduced the revolutionary design in 2008. However, only few proposals have been adopted in Bitcoin and other prevalent cryptocurrencies, whose resistance to fundamental changes has proven to grow with their success. In this dissertation, we introduce four cryptographic techniques that advance the functionality and privacy provided by Bitcoin and similar cryptocurrencies without requiring fundamental changes in their design: First, we realize smart contracts that disincentivize parties in distributed systems from making contradicting statements by penalizing such behavior by the loss of funds in a cryptocurrency. Second, we propose CoinShuffle++, a coin mixing protocol which improves the anonymity of cryptocurrency users by combining their transactions and thereby making it harder for observers to trace those transactions. The core of CoinShuffle++ is DiceMix, a novel and efficient protocol for broadcasting messages anonymously without the help of any trusted third-party anonymity proxies and in the presence of malicious participants. Third, we combine coin mixing with the existing idea to hide payment values in homomorphic commitments to obtain the ValueShuffle protocol, which enables us to overcome major obstacles to the practical deployment of coin mixing protocols. Fourth, we show how to prepare the aforementioned homomorphic commitments for a safe transition to post-quantum cryptography.

Open access
Blockchain Technology Applications and Security
Original source
Jan 1, 2019·Chapman University Digital Commons (Chapman University)
2 cites
Bitcoin, the Commerce Clause, and Bayesian Stare Decisis

F. E. Guerra-Pujol

Part I briefly considers the taxation of bitcoin transactions to give the reader some sense of the constitutional Pandora’s box that was opened by South Dakota v. Wayfair. Part II then delves into one aspect of the Wayfair decision that has broad implications for the future. Specifically, when does technological change justify a departure from the Court's previous Commerce Clause decisions? Part III sketches a possible solution to the problem of horizontal precedent: the application of voting to questions of horizontal precedent, or Bayesian Stare Decisis. Part IV summarizes this proposal and concludes.

Open access
Legal and Constitutional Studies
Legal Systems and Judicial Processes
Legal Cases and Commentary
Original source
Jan 1, 2019·Iowa State University Digital Repository (Iowa State University)
2 cites
Knowing your bitcoin customer: A survey of bitcoin money laundering services and technical solutions for anti-money laundering compliance

Jesse Bryan Crawford

Cryptocurrencies are gaining significant attention and financial investment. Among the wave of new cryptocurrencies, the first cryptocurrency introduced, Bitcoin, remains the most notable and most heavily used.\nWhile Bitcoin is often perceived as an anonymous system, it is in fact only pseudonymous and a variety of methods are known to reidentify the holders of Bitcoin wallets. As a result, services have emerged which ``anonymize" Bitcoin by making it difficult to trace the origin of Bitcoin funds. These services are referred to as ``mixers" or ``tumblers," but are more generally methods of laundering Bitcoin funds.\nIn the United States, a system of anti-money-laundering (AML) regulations developed since the 1970s requires financial services organizations to take positive steps to identify their customers, prevent use of their services for money laundering, and detect and report customers which appear to be engaged in money laundering.\nThese AML regulations have been interpreted by the primary regulator, FinCEN, as fully applicable to Bitcoin. This creates a clear conflict with laundering services which are directly intended to prevent organizations identifying the possessor of funds.\nThis thesis explores the advancing state of both Bitcoin laundering services and Bitcoin anti-laundering services intended to assist in compliance with AML regulations. The current state of the art in both laundering and anti-laundering services is explored. Later, current research and avenues for improvement in these services are discussed.\nUltimately, the way forward for Bitcoin AML regulation is discussed. The current regulatory approach to Bitcoin is insufficient to mitigate laundering with Bitcoin and should be refocused.

Open access
Crime, Illicit Activities, and Governance
Blockchain Technology Applications and Security
Original source
Jan 1, 2019·SSRN Electronic Journal
3 cites
Beyond Bitcoin: Leveraging Blockchain to Benefit Business and Society

Marcia Narine Weldon, Rachel S. Epstein

Although many people equate blockchain with bitcoin, cryptocurrency, and smart contracts, the technology also has the potential to transform the way companies look at governance and enterprise risk management, and to assist governments and businesses in mitigating human rights impacts. This Article will discuss how state and non-state actors use the technology outside of the realm of cryptocurrency. Part I will provide an overview of blockchain technology. Part II will briefly describe how public and private actors use blockchain today to track food, address land grabs, protect refugee identity rights, combat bribery and corruption, eliminate voter fraud, and facilitate financial transactions for those without access to banks. Part III will discuss key corporate governance, compliance, and social responsibility initiatives that currently utilize blockchain or are exploring the possibilities for shareholder communications, internal audit, and cyber security. Part IV will delve into the business and human rights landscape and examine how blockchain can facilitate compliance. Specifically, we will focus on one of the more promising uses of distributed ledger technology – eliminating barriers to transparency in the human rights arena thereby satisfying various mandatory disclosure regimes and shareholder requests. Part V will pose questions that board members should ask when considering adopting the technology and will recommend that governments, rating agencies, sustainable stock exchanges, and institutional investors provide incentives for companies to invest in the technology, when appropriate. Given the increasing widespread use of the technology by both state and non-state actors and the potential disruptive capabilities, we conclude that firms that do not explore blockchain’s impact risk obsolescence or increased regulation.

Open access
2 source records
Blockchain Technology Applications and Security
Digital Transformation in Law
Securities Regulation and Market Practices
Original source
Jan 1, 2019·Journal of College of Sharia & Islamic Studies
4 cites
Cryptocurrency According to the Objectives of Islamic Law: Bitcoin as a Case Study

Mohammad Motlaq Assaf

أهداف البحث: يهدف البحث إلى التوصل لحكم العملات المشفرة في ضوء المقاصد الشرعية، وهناك أسئلة كثيرة حول العملات المشفرة، وحكم الاشتراك في مجمعات تعدينها، وحكم تداولها في عقود البيع والشراء والصرف؛ فجاء البحث ليجيب عنها في ضوء مقاصد الشريعة الإسلامية. منهج الدراسة: تم استخدام المنهج الوصفي مع الاستعانة بالمنهجين الاستنباطي والتحليلي، كما تم دراسة المسألة وفق الأسس العلمية لبحث فقه النوازل المعاصرة، واستشارة عدد من الخبراء؛ لفهم المسألة فهمًا صحيحًا مطابقًا للواقع. النتائج: تم التوصل إلى أن العملات المشفرة لا تتوافر فيها شروط النقد الشرعي؛ حيث تفتقد القبول العام والرواج بين الناس، ولا تصلح أن تكون مقياسًا للسلع والخدمات بشكل عام، فلا تعتبر مستودعًا للقيمة، ولا معيارًا للمدفوعات الآجلة، ولا يوجد دولة أو سلطة تتبناها وتقدر على ضمانها. أصالة البحث: إن حجم المشاكل الاقتصادية والنقدية التي يمكن أن تنشأ كنتيجة لتداول العملات المشفرة، يوجب أن تكون تلك العملات محل بحث فقهي؛ فجاء هذا البحث ليتناول حكم تلك العملات في ضوء المقاصد المتعلقة بالتصرفات المالية، مع التوصية بعرض المسألة على المجامع الفقهية؛ للتوصل إلى كل ما يتعلق بها من أحكام شرعية.

Open access
2 source records
Islamic Finance and Banking Studies
Blockchain Technology Applications and Security
FinTech, Crowdfunding, Digital Finance
Original source
Jan 1, 2019·HAL (Le Centre pour la Communication Scientifique Directe)
2 cites
A Systematic Review of Online Bitcoin Visualizations

Natkamon Tovanich, Nicolas Heulot, Jean‐Daniel Fekete, Petra Isenberg

We contribute a systematic review of online visualizations of the Bitcoin blockchain. Bitcoin is currently the most active cryptocurrency with the largest market share among other cryptocurrencies. It has attracted a large user base and more and more businesses are beginning to accept Bitcoin as payment. While there are still relatively few visualization research papers on Bitcoin, a growing number of online tools visualize data about the Bitcoin blockchain. We provide a first systematic assessment of these online tools to inform future research efforts on making the Bitcoin blockchain more accessible.

Open access
Blockchain Technology Applications and Security
Image and Video Quality Assessment
Data Visualization and Analytics
Original source
Jan 1, 2019·Communications in computer and information science
13 cites
Agent-based Simulation of Blockchains

Edoardo Rosa, Gabriele D’Angelo, Stefano Ferretti

In this paper, we describe LUNES-Blockchain, an agent-based simulator of blockchains that is able to exploit Parallel and Distributed Simulation (PADS) techniques to offer a high level of scalability. To assess the preliminary implementation of our simulator, we provide a simplified modelling of the Bitcoin protocol and we study the effect of a security attack on the consensus protocol in which a set of malicious nodes implements a filtering denial of service (i.e. Sybil Attack). The results confirm the viability of the agent-based modelling of blockchains implemented by means of PADS.

Open access
2 source records
cs.CR
cs.DC
cs.MA
Original source
Jan 1, 2019·American journal of mathematics and statistics
2 cites
Modelling the Volatility of the Price of Bitcoin

Kofi Agyarko, Albert Buabeng, Joseph Acquah

This study assessed the volatility and the Value at Risk (VaR) of daily returns of Bitcoins by conducting a comparative study in the forecast performance of symmetric and asymmetric GARCH models based on three different error distributions. The models employed are the SGARCH and TGARCH which were validated based on AIC, MAE and MSE measures. The results indicated that the SGARCHGED (1,1) with generalised error distribution term was identified as the best fitted GARCH model. Though, this best fitted model based on information loss (AIC) did not provide the best out-of-sample forecast, the differences was insignificant. Thus, the study clearly demonstrates that it is reliable to use the best fitted model for volatility forecasting. Also, to further validate the performance of the best fitted model, it was subjected to a historical back-test using Value at Risk (VaR). Though, it was evident from the study that no model was superior, it was indicated that an average loss of 1.2% is expected to be exceeded only 1% of the time. Moreover, volatility forecast from the back testing was relatively high during the first quarter of 2018 but begun decreasing steadily with time.

Open access
Blockchain Technology Applications and Security
Market Dynamics and Volatility
Stock Market Forecasting Methods
Original source
Jan 1, 2019·Proceedings of the 1st International Scientific Conference "Modern Management Trends and the Digital Economy: from Regional Development to Global Economic Growth" (MTDE 2019)
3 cites
Bitcoin financial bubbles: digitalization and modeling

Larisa Yuzvovich, N.Yu. Isakova, Н. Н. Мокеева

No abstract is available for this record.

Open access
Blockchain Technology Applications and Security
Original source
Jan 1, 2019·Scholar Commons (University of South Carolina)
2 cites
Nonprofit Reputation and Bitcoin Use

Crystal A. Evans, Abigail B. Schneider

In recent years, cryptocurrencies, digital assets used as mediums of exchange that use cryptography to secure the creation and exchange of the currency, have gained in popularity. One cryptocurrency in particular, Bitcoin, has received a considerable amount of attention in the media. As the general public’s awareness of Bitcoin increases, one must consider the impact that aligning a nonprofit with such a currency could have. The present research uses three studies to examine the impact that advertising the nonprofits’ alignment with Bitcoin has on perceived effectiveness as well as potential donors’ attitudes toward investing nonprofits’ assets in the currency. Results suggest that while accepting Bitcoin may enhance potential donors' perceptions of the organization, going so far as to actually invest in the cryptocurrency may be considered a poor choice. Implications for how nonprofit managers may want to handle involvement with this novel and potentially lucrative but risky currency are discussed.

Open access
Blockchain Technology Applications and Security
Crime, Illicit Activities, and Governance
Islamic Finance and Banking Studies
Original source
Jan 1, 2019·SSRN Electronic Journal
4 cites
Urns Filled with Bitcoins: New Perspectives on Proof-of-Work Mining

José Parra-Moyano, Gregor Reich, Karl Schmedders

It is widely assumed that the selection process in a blockchain is based on proportional winning probabilities. The reliability and security of any blockchain is based upon this assumption. However, making an analogy between the Bitcoin protocol and the classical statistical urn problem, we argue that, at least on a theoretical level, the selection process in several blockchains is based on nonproportional winning probabilities. This reveals a misconception regarding the incentive structure of many blockchain protocols. We develop an empirical approach to testing for nonproportional winning probabilities in any blockchain, and offer a solution to this problem.

Open access
Blockchain Technology Applications and Security
Digital Economy and Work Transformation
Original source
Jan 1, 2019·Journal of the Association for Information Systems
64 cites
"Self-Organizing in Blockchain Infrastructures: Generativity Through Shifting Objectives and Forking"

Jonas Valbjørn Andersen, Claire Ingram Bogusz

Given the ubiquity of digital technologies, and increased use of autonomous algorithms, it is likely that many of today’s social and organizational processes will one day include autonomous elements. The Bitcoin blockchain is likely the first case of an increasingly generative and autonomous way of organizing, and the specific properties of blockchain infrastructures—distribution of control, openness to manipulation, and generativity of the underlying source code—make it an ideal case to study patterns of self-organizing. This paper investigates the phenomenon of self-organizing through a study of forking in the Bitcoin blockchain infrastructure between 2010 and 2016. It adds to the emerging body of research on digital infrastructures, and particularly blockchain infrastructures, by conceptualizing forking as a pattern of self-organizing in blockchain infrastructures that specifically involves the underlying infrastructure, the scale of code changes, individual objectives, and collective adoption, whether specific or general. Thus, this paper demonstrates how forking in blockchain infrastructures mediates between divergent organizing objectives and existing capabilities, on the one hand, and generates self-organizing on the other hand. In this paper, we further contextualize our findings in extant work on digital infrastructures, offer a guide for designers of blockchain infrastructures, and propose the concept of “generative mirroring” as a pattern through which blockchain infrastructures and organizing adaptively coevolve.

Open access
Blockchain Technology Applications and Security
Information Systems Theories and Implementation
Digital Platforms and Economics
Original source