52 citations · 139 across the 14 of their papers we have counts for
14 papers
Money in Motion: Micro-Velocity and Usage of Ethereums Liquid Staking Tokens
Benjamin Kraner, Luca Pennella, Nicolò Vallarano +1
We introduce a micro-velocity framework for analysing the on-chain circulation of Lidos liquid-staking tokens, stETH, and its wrapped ERC-20 form, wstETH. By reconstructing full tr…
Charting the Uncharted: The Landscape of Monero Peer-to-Peer Network
Yu Gao, Matija Piškorec, Yu Zhang +2
The Monero blockchain enables anonymous transactions through advanced cryptography in its peer-to-peer network, which underpins decentralization, security, and trustless interactio…
Profit Maximization In Arbitrage Loops
Yu Zhang, Zichen Li, Tao Yan +3
Cyclic arbitrage chances exist abundantly among decentralized exchanges (DEXs), like Uniswap V2. For an arbitrage cycle (loop), researchers or practitioners usually choose a specif…
ChainScience 2024, Conference Proceedings
Nicolò Vallarano, Claudio J. Tessone
ChainScience 2024, the second edition of the interdisciplinary conference, brought together academics, practitioners, and industry experts to explore novel developments in the real…
Heterogeneity- and homophily-induced vulnerability of a P2P network formation model: the IOTA auto-peering protocol
Yu Gao, Carlo Campajola, Nicolo Vallarano +2
IOTA is a distributed ledger technology that relies on a peer-to-peer (P2P) network for communications. Recently an auto-peering algorithm was proposed to build connections among I…
Time Moves Faster When There is Nothing You Anticipate: The Role of Time in MEV Rewards
Burak Öz, Benjamin Kraner, Nicolò Vallarano +3
This study explores the intricacies of waiting games, a novel dynamic that emerged with Ethereum's transition to a Proof-of-Stake (PoS)-based block proposer selection protocol. Wit…
ChainScience 2023, Conference Proceedings
Hans Walter Behrens, Nicolò Vallarano, Claudio J. Tessone
The proceedings of ChainScience 2023 epitomize the integration of various scientific disciplines with the dynamic world of blockchain and AI. This collection, encapsulating both fu…
Exploring the Bitcoin Mesoscale
Nicolò Vallarano, Tiziano Squartini, Claudio J. Tessone
The open availability of the entire history of the Bitcoin transactions opens up the possibility to study this system at an unprecedented level of detail. This contribution is devo…
Agent-Based Modelling of Ethereum Consensus
Benjamin Kraner, Nicolò Vallarano, Claudio J. Tessone +1
This paper presents a study of the Poof-of-Stake (PoW) Ethereum consensus protocol, following the recent switch from Proof-of-Work (PoS) to Proof-of-Stake within Merge upgrade. The…
The Evolution Of Centralisation on Cryptocurrency Platforms
Carlo Campajola, Raffaele Cristodaro, Francesco Maria De Collibus +3
More than ten years ago the blockchain was acclaimed as the solution to overcome centralised trusted third parties for online payments. Through the years the crypto-movement change…
Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
Nicolò Vallarano, Matteo Bruno, Emiliano Marchese +5
Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years. Rooted into statistical physics, the ERGMs framework has been successfully employed for re…
Bitcoin Transaction Networks: an overview of recent results
Nicolò Vallarano, Claudio Tessone, Tiziano Squartini
Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up…
The evolving liaisons between the transaction networks of Bitcoin and its price dynamics
Alexandre Bovet, Carlo Campajola, Francesco Mottes +4
Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these p…
Network-based indicators of Bitcoin bubbles
Alexandre Bovet, Carlo Campajola, Jorge F. Lazo +7
The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic sys…