Blockchain Papers

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Nov 19, 2018·Sustainability
202 cites
Blockchain Technology and Manufacturing Industry: Real-Time Transparency and Cost Savings

Taehyun Ko, Jaeram Lee, Doojin Ryu

Blockchain technology has been recommended for the sustainability in the manufacturing industry, owing to its benefits in terms of real-time transparency and cost savings. To verify this, we first examine how firms can employ distributed ledger technology by adopting blockchain technology to achieve real-time transparency and cost savings. We also review the current blockchain technology applications in the financial industry and supply chains to explain this technology’s mechanisms for enabling real-time transparency and cost savings in the manufacturing industry. Finally, we theoretically compare the profits of manufacturing firms in two managerial delegation games under a duopoly situation. This theoretical model suggests that the real-time transparency and cost savings secured by blockchain technology improve the profitability and competitiveness of manufacturing firms, which, in turn, assure the sustainability in the manufacturing industry.

Open access
Blockchain Technology Applications and Security
Auction Theory and Applications
Supply Chain and Inventory Management
Original source
Nov 6, 2018·ArXiv.org
19 cites
An Incentive Analysis of Some Bitcoin Fee Designs (Invited Talk)

Andrew Chi-Chih Yao

In the Bitcoin system, miners are incentivized to join the system and validate transactions through fees paid by the users. A simple "pay your bid" auction has been employed to determine the transaction fees. Recently, Lavi, Sattath and Zohar [Lavi et al., 2019] proposed an alternative fee design, called the monopolistic price (MP) mechanism, aimed at improving the revenue for the miners. Although MP is not strictly incentive compatible (IC), they studied how close to IC the mechanism is for iid distributions, and conjectured that it is nearly IC asymptotically based on extensive simulations and some analysis. In this paper, we prove that the MP mechanism is nearly incentive compatible for any iid distribution as the number of users grows large. This holds true with respect to other attacks such as splitting bids. We also prove a conjecture in [Lavi et al., 2019] that MP dominates the RSOP auction in revenue (originally defined in [Goldberg et al., 2006] for digital goods). These results lend support to MP as a Bitcoin fee design candidate. Additionally, we explore some possible intrinsic correlations between incentive compatibility and revenue in general.

Open access
2 source records
Blockchain Technology Applications and Security
Auction Theory and Applications
Consumer Market Behavior and Pricing
Original source
Sep 26, 2018·Repository of the Faculty of Transport and Traffic Sciences
0 cites
Implementation of Distributed Databases and Smart Contracts in Electronic Business Systems

Ivan Miškulin

Konstantnim povećanjem postotka ljudske populacije u gradovima povećava se i broj automobila u gradovima. S povećanjem broja automobila dolazi do većeg opterećenja prometa te zahtjeva za novim parkirnim mjestima. Kako bi smanjilo opterećenje prometnica i potražnja za parkirnim mjestima potrebno je osmišljavati nove metode. Jedna od tih metoda je i dijeljenje automobila kojoj je cilj smanjiti vrijeme koje vozilo provode na parkirnom mjestu. Za implementaciju takve metode potrebno je kreirati sustav koji će omogućivati iznajmljivanje i dijeljenje automobila te plaćanje usluge. U ovome radu izraditi će se dio aplikacije za dijeljenje automobila koja će funkcionirati na pametnom ugovoru unutar blockchain-a odnosno distribuiranog zapisnika. Postupak izrade te funkcionalnosti aplikacije objašnjene su unutar rada. Aplikacija se fokusira na plaćanje koristeći pametne ugovore te su opisani ostali dijelovi sustava potrebni za implementaciju aplikacije koje nisu unutar okvira ovoga rada.

Open access
Blockchain Technology Applications and Security
Auction Theory and Applications
Mobile Agent-Based Network Management
Original source
Sep 4, 2018·Ledger
3 cites
Valuation of Cryptocurrency Mining Operations

Jose Berengueres

Traditionally, the Net Present Value method has been used to compare diverging investment strategies. However, valuating crypto-projects with fiat-based currency is confusing due to extreme coin appreciation rates as compared to fiat interest rates. Here, we provide a net present value method based on using crypto-coin as the underlying asset. Using this method, we compare buy-and-hold versus mine-and-hold; we also provide a sensitivity analysis of profitability.

Open access
Blockchain Technology Applications and Security
Advanced Data Storage Technologies
Auction Theory and Applications
Original source
Sep 1, 2018·RePEc: Research Papers in Economics
0 cites
Forecasting short-term transaction fees on a smart contracts platform

Charles Hoffreumon, Nicolas van Zeebroeck

In the present article, we analyze the transaction fees market on smart contracts-enabling blockchains. On such systems, as opposed to traditional on-premise and cloud computing solutions, users are effectively competing for computational resources through an auction for priority. This paper proposes a way to estimate the bid one has to offer to have a transaction included in the next block. This method outperforms naive bidding (bidding the optimal value of the last block) if the user is realistically "impatient" to have a transaction processed. It also shows that users collectively spend several million of dollar every years for transaction fees that could be avoided without degrading the service received. This is this "waste" we seek to reduce throughour forecasting method.

Open access
Blockchain Technology Applications and Security
Auction Theory and Applications
FinTech, Crowdfunding, Digital Finance
Original source
Jul 31, 2018·arXiv (Cornell University)
58 cites
Implementation of Smart Contracts Using Hybrid Architectures with On and Off–Blockchain Components

Carlos Molina-Jiménez, Ioannis Sfyrakis, Ellis Solaiman, Irene C. L. Ng · 7 authors

Decentralised (on-blockchain) and centralised (off–blockchain) platforms are available for the implementation of smart contracts. However, none of the two alternatives can individually provide the services and quality of services (QoS) imposed on smart contracts involved in a large class of applications. The reason is that blockchain platforms suffer from scalability, performance, transaction costs and other limitations. Likewise, off–blockchain platforms are afflicted by drawbacks emerging from their dependence on single trusted third parties. We argue that in several applications, hybrid platforms composed from the integration of on and off–blockchain platforms are more adequate. Developers that informatively choose between the three alternatives are likely to implement smart contracts that deliver the expected QoS. Hybrid architectures are largely unexplored. To help cover the gap and as a proof of concept, in this paper we discuss the implementation of smart contracts on hybrid architectures. We show how a smart contract can be split and executed partially on an off–blockchain contract compliance checker and partially on the rinkeby ethereum network. To test the solution, we expose it to sequences of contractual operations generated mechanically by a contract validator tool.

Open access
3 source records
Blockchain Technology Applications and Security
Cryptography and Data Security
Auction Theory and Applications
Original source
Jul 30, 2018·arXiv (Cornell University)
16 cites
Reward Sharing Schemes for Stake Pools

Lars Brünjes, Aggelos Kiayias, Ηλίας Κουτσουπιάς, Aikaterini-Panagiota Stouka

We introduce and study reward sharing schemes (RSS) that promote the fair formation of {\em stake pools}\ in collaborative projects that involve a large number of stakeholders such as the maintenance of a proof-of-stake (PoS) blockchain. Our mechanisms are parameterized by a target value for the desired number of pools. We show that by properly incentivizing participants, the desired number of stake pools is a Nash equilibrium arising from rational play. Our equilibria also exhibit an efficiency / security tradeoff via a parameter that calibrates between including pools with the smallest cost and providing protection against Sybil attacks, the setting where a single stakeholder creates a large number of pools in the hopes to dominate the collaborative project. We then describe how RSS can be deployed in the PoS setting, mitigating a number of potential deployment attacks and protocol deviations that include censoring transactions, performing Sybil attacks with the objective to control the majority of stake, lying about the actual cost and others. Finally, we experimentally demonstrate fast convergence to equilibria in dynamic environments where players react to each other's strategic moves over an indefinite period of interactive play. We also show how simple reward sharing schemes that are seemingly more "fair", perhaps counterintuitively, converge to centralized equilibria.

Open access
3 source records
Blockchain Technology Applications and Security
Spam and Phishing Detection
Auction Theory and Applications
Original source
Jul 30, 2018·IET Networks
115 cites
Monetization of IoT data using smart contracts

Ahmed Suliman, Zainab Husain, Menatalla Abououf, Mansoor Alblooshi · 5 authors

In the era of the Internet of Things (IoT), smart connected devices have the ability to generate data that could be of interest to the public. This paves the way for an emerging market for monetized data exchanges, where IoT device owners can sell access to live data generated by their connected devices to interested users. Implementing a trusted, cost‐efficient, automatic monetization solution of IoT data can be a challenging problem and usually involves intermediaries and centralised governance and management. Blockchain and smart contracts introduce a secure and trusted platform to carry out transactions in a highly trusted, secure, decentralised manner. In this study, they present a blockchain‐solution and implementation using Ethereum smart contracts for monetizing IoT data with automated payment involving no intermediary. The authors discuss key aspects related to architectural design, entity relations, interactions among participants, logic flow, implementation and testing of the overall system functionality.

Open access
Blockchain Technology Applications and Security
FinTech, Crowdfunding, Digital Finance
Auction Theory and Applications
Original source
Jul 1, 2018·arXiv (Cornell University)
182 cites
Astraea: A Decentralized Blockchain Oracle

John R. Adler, Ryan Berryhill, Andreas Veneris, Zissis Poulos · 6 authors

The public blockchain was originally conceived to process monetary transactions in a peer-to-peer network while preventing double-spending. It has since been extended to numerous other applications including execution of programs that exist on the blockchain called "smart contracts." Smart contracts have a major limitation, namely they only operate on data that is on the blockchain. Trusted entities called oracles attest to external data in order to bring it onto the blockchain but they do so without the robust security guarantees that blockchains generally provide. This has the potential to turn oracles into centralized points-of-failure. To address this concern, this paper introduces Astraea, a decentralized oracle based on a voting game that decides the truth or falsity of propositions. Players fall into two roles: voters and certifiers. Voters play a low-risk/low-reward role that is resistant to adversarial manipulation while certifiers play a high-risk/high-reward role so they are required to play with a high degree of accuracy. This paper also presents a formal analysis of the parameters behind the system to measure the probability of an adversary with bounded funds being able to successfully manipulate the oracle's decision, that shows that the same parameters can be set to make manipulation arbitrarily difficult---a desirable feature for the system. Further, this analysis demonstrates that under those conditions a Nash equilibrium exists where all rational players are forced to behave honestly.

Open access
3 source records
Blockchain Technology Applications and Security
Cryptography and Data Security
Auction Theory and Applications
Original source
Jun 29, 2018·Digital Access to Scholarship at Harvard (DASH) (Harvard University)
4 cites
Zero Knowledge Proofs and Applications to Financial Regulation

Nihal R. Gowravaram

We consider zero-knowledge proofs, a class of cryptographic protocols by which an agent (a Prover) can prove to another agent (a Verifier) that a statement is true without revealing any additional information. For example, a zero-knowledge proof allows one to prove knowledge of a password to somebody at the other end of the communication without actually revealing the password.
\nWe present an introduction to and survey literature on zero-knowledge proofs, covering the history, formal definition, and classical applications of zero-knowledge proofs. In addition, we consider connections to complexity, demonstrating that all problems in the complexity class NP have zero-knowledge proofs, and also discuss more exotic applications of zero-knowledge, namely in electronic voting and nuclear disarmament.
\nWe then consider applications of zero-knowledge to financial regulation, specifically in balancing transparency and confidentiality in financial reporting. Namely, we polled professionals in the financial industry to identify three major classes of regulatory problems. We then utilize zero-knowledge proofs to develop and present cryptographic protocols/mechanisms and solutions to these regulatory problems: (1) An employer verifying an employee has no financial holdings on a blacklist without revealing the other (allowed) holdings of the employee, (2) A fund convincing its investors that its holdings subscribe to particular risk constraints, without disclosing the actual holdings, (3) A collection of investors of a fund verifying aggregate information provided by the fund, while preserving pairwise anonymity. Applications (1) and (3) are novel applications developed in this paper, while (2) is drawn from [47].

Open access
Cryptography and Data Security
Benford’s Law and Fraud Detection
Auction Theory and Applications
Original source
Apr 18, 2018·arXiv (Cornell University)
3 cites
Delayed Blockchain Protocols

Drew Stone

Given the parallels between game theory and consensus, it makes sense to intelligently design blockchain or DAG protocols with an incentive-compatible-first mentality. To that end, we propose a new blockchain or DAG protocol enhancement based on delayed rewards. We devise a new method for imposing slashing conditions on miner behavior, using their delayed rewards as stake in a Proof of Work system. Using fraud proofs, we can slash malicious miner behavior and reward long-lived, honest behavior.

Open access
2 source records
cs.GT
cs.DC
Blockchain Technology Applications and Security
Original source
Feb 1, 2018·Research portal (Tilburg University)
4 cites
An introduction to commitment based smart contracts using ReactionRuleML

Joost de Kruijff, Hans Weigand

Smart contracts gain rapid exposure since the inception of blockchain<br/>technology. Today's smart contracts are coded in non-mainstream<br/>procedural programming languages (e.g. Solidity for Ethereum),<br/>which lifts the requirement to draft enterprise ready smart contract to<br/>both a legal professional and a programmer instead of only the former.<br/>In search for a smart contract language that reduces the threshold to<br/>draft one, this conceptual paper elaborates how business logic can be<br/>converted to executable code for commitment-based smart contracts.<br/>Hereby, a contract is viewed as a set of reciprocal commitments. The<br/>smart contract ensures the automated execution of all or most of these<br/>commitments. In order to leverage its event processing capabilities,<br/>Reaction RuleML has been used to appropriately represent the<br/>elements and working of passive and active rules within a<br/>commitment based smart.

Open access
Blockchain Technology Applications and Security
FinTech, Crowdfunding, Digital Finance
Auction Theory and Applications
Original source
Jan 1, 2018·Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)
14 cites
Financial incentives for open source development: the case of Blockchain

Andrea Canidio

I consider a developer working on an open-source blockchain-based software that can be used only in conjunction with a specific crypto-token. This token can be sold in an Initial Coin Offering (ICO) to raise funds, but can also be sold later on a frictionless financial market to earn a profit. I show that, if the developer raises funds in an ICO, in each post-ICO period there is a positive probability that the developer sells all of his tokens on the market and, as a consequence, no development occurs. If the developer does not need to raise funds via an ICO, the equilibrium will nonetheless be inefficient because the developer's payoff depends on the surplus generated by the protocol in a given period (when he expects to sell his tokens). He therefore fails to internalize that the protocol will be used (and generate surplus) over multiple periods.

Open access
Private Equity and Venture Capital
Auction Theory and Applications
FinTech, Crowdfunding, Digital Finance
Original source
Jan 1, 2018·National Bureau of Economic Research
103 cites
Tokenomics: Dynamic Adoption and Valuation

Lin William Cong, Ye Li, Neng Wang

We develop a dynamic asset-pricing model of cryptocurrencies/tokens that allow users to conduct peer-to-peer transactions on digital platforms. The equilibrium value of tokens is determined by aggregating heterogeneous users' transactional demand rather than discounting cashflows as in standard valuation models. Endogenous platform adoption builds upon user network externality and exhibits an S-curve-it starts slow, becomes volatile, and eventually tapers off. Introducing tokens lowers users' transaction costs on the platform by allowing users to capitalize on platform growth. The resulting intertemporal feedback between user adoption and token price accelerates adoption and dampens user-base volatility.

Open access
2 source records
Digital Platforms and Economics
Blockchain Technology Applications and Security
Economic theories and models
Original source
Jan 1, 2018·SSRN Electronic Journal
20 cites
Blockchain Upgrade as a Coordination Game

Cathy Barrera, Stephanie Hurder

No abstract is available for this record.

Open access
Blockchain Technology Applications and Security
Auction Theory and Applications
FinTech, Crowdfunding, Digital Finance
Original source
Jan 1, 2018·Review of Financial Studies
313 cites
Decentralized Mining in Centralized Pools

Lin William Cong, Zhiguo He, Jiasun Li

The rise of centralized mining pools for risk sharing does not necessarily undermine the decentralization required for permissionless blockchains: Each individual miner's cross-pool diversification and endogenous fees charged by pools generally sustain decentralization, because larger pools better internalize their externality on global hash rates, charge higher fees, attract disproportionately fewer miners, and thus grow more slowly. Instead, mining pools as a financial innovation escalate the arms race among competing miners and thus significantly increase the energy consumption of proof-of-work-based consensus mechanisms. Empirical evidence from Bitcoin mining supports our model predictions. The economic insights inform many other blockchain protocols as well as the industrial organization of mainstream sectors with similar characteristics but ambiguous prior findings.

Open access
4 source records
Blockchain Technology Applications and Security
Crime, Illicit Activities, and Governance
Banking stability, regulation, efficiency
Original source
Jan 1, 2018·Review of Financial Studies
421 cites
The Blockchain Folk Theorem

Bruno Biais, Christophe Bisière, Matthieu Bouvard, Catherine Casamatta

No abstract is available for this record.

Open access
2 source records
Blockchain Technology Applications and Security
Auction Theory and Applications
Economic theories and models
Original source
Jan 1, 2018·Studies in economic design
21 cites
Incentive Compatibility on the Blockchain

Jonathan Chiu, Thorsten V. Koeppl

No abstract is available for this record.

Open access
2 source records
Blockchain Technology Applications and Security
Auction Theory and Applications
Transportation and Mobility Innovations
Original source
Jan 1, 2018·SSRN Electronic Journal
13 cites
Liberal Radicalism: Formal Rules for a Society Neutral Among Communities

Vitalik Buterin, Zoë Hitzig, E. Glen Weyl

We propose a design for philanthropic or publicly-funded seeding to allow (near) optimal provision of a decentralized, self-organizing ecosystem of public goods. The concept extends ideas from Quadratic Voting to a funding mechanism for endogenous community formation. Individuals make public goods contributions to projects of value to them. The amount received by the project is (proportional to) the square of the sum of the square roots of contributions received. Under the standard model this yields first best public goods provision. Variations can limit the cost, help protect against collusion and aid coordination. We discuss applications to campaign finance, open source software ecosystems, news media finance and urban public projects. More broadly, we offer a resolution to the classic liberal-communitarian debate in political philosophy by providing neutral and non-authoritarian rules that nonetheless support collective organization.

Open access
2 source records
Auction Theory and Applications
Game Theory and Applications
Game Theory and Voting Systems
Original source
Jan 1, 2018·SSRN Electronic Journal
15 cites
Identity As Input to Exchange

Alastair Berg, Chris Berg, Sinclair Davidson, Jason Potts

No abstract is available for this record.

Open access
Blockchain Technology Applications and Security
Auction Theory and Applications
Banking stability, regulation, efficiency
Original source
Jan 1, 2018·SSRN Electronic Journal
0 cites
Commodity Trade Finance Platform Using Distributed Ledger Technology: Token Economics in a Closed Ecosystem Using Agent-Based Modeling

Jianfu Wang

Distributed Ledger Technology (DLT) creates a decentralized system for trust and transaction validation using executable smart contracts to update information across a distributed database. This type of ecosystem can be applied to Commodity Trade Finance to alleviate critical issues of information asymmetry and the cost of transacting which are the leading causes of the Trade Finance Gap (ie. the lack of supply of capital to meet total trade finance demand). The possibility of scaling up such ecosystems with a number of Institutional Investors and micro small medium enterprises (MSME) would be advantageous, however, it brings up its own set of challenges including the stability of the system design. Agent-based modeling (ABM) is a powerful method to assess the financial ecosystem dynamics. DLT ecosystems model well under ABM, as the agents present a clearly defined taxonomy. In this study, we use ABM to assess the Aquifer Institute Platform - a DLT-based Commodity Trade Finance system, in which a growing number of participating parties is closely related to the circulation of utility tokens and transaction flows. We study the system dynamics of the platform and propose an appropriate setup for different transaction loads.

Open access
2 source records
FinTech, Crowdfunding, Digital Finance
Firm Innovation and Growth
Private Equity and Venture Capital
Original source