2019 IEEE International Conference on Blockchain (Blockchain)最新文献_第4页

Bitcoin Options Pricing Using LSTM-Based Prediction Model and Blockchain Statistics 基于lstm预测模型和区块链统计的比特币期权定价

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00018

Lun Li, A. Arab, Jiqiang Liu, Jingxian Liu, Zhu Han

{"title":"Bitcoin Options Pricing Using LSTM-Based Prediction Model and Blockchain Statistics","authors":"Lun Li, A. Arab, Jiqiang Liu, Jingxian Liu, Zhu Han","doi":"10.1109/Blockchain.2019.00018","DOIUrl":"https://doi.org/10.1109/Blockchain.2019.00018","url":null,"abstract":"Although Bitcoin and other cryptocurrencies continue to attract attention, the inaccurate pricing of Bitcoin options has resulted in an inefficient crypto derivative market. In this paper, we adopt a multiple input LSTM-based prediction model in conjunction with the Black-Scholes (BS) model to address this challenge in Bitcoin option pricing. We discuss the relationship between on/off-chain transactions and predict the implied price volatility of the next 30 days, which is the main factor in the BS model. First, we analyze the Blockchain statistics and social network trends of Bitcoin as inputs to our model, including the liveness of Blockchain wallet, the scale of active Blockchain nodes and the impact factor of Google, Reddit, Twitter to name a few. Next, we implement the LSTM-based prediction model and evaluate it in various historical window sizes and network parameters. Finally, we compare the performance with the baseline model without Blockchain statistics inputs. The experimental results show that the proposed multi-input LSTM-based prediction model provides the risk-informed pricing of the Bitcoin call options and our Blockchain statistics reduce the root-mean-square error (RMSE) by up to 46.2%.","PeriodicalId":221068,"journal":{"name":"2019 IEEE International Conference on Blockchain (Blockchain)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130924112","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 9

[Copyright notice] (版权)

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/blockchain.2019.00-74

引用次数: 0

Decentralized and Collaborative AI on Blockchain 区块链上分散和协作的人工智能

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00057

Justin D. Harris, Bo Waggoner

引用次数: 75

Cybermatics 2019 Organizing Committee Cybermatics 2019组委会

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/ithings/greencom/cpscom/smartdata.2019.00006

引用次数: 0

A Hybrid Blockchain Architecture for Privacy-Enabled and Accountable Auctions 用于支持隐私和负责任拍卖的混合区块链架构

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00014

H. Desai, Murat Kantarcioglu, Lalana Kagal

{"title":"A Hybrid Blockchain Architecture for Privacy-Enabled and Accountable Auctions","authors":"H. Desai, Murat Kantarcioglu, Lalana Kagal","doi":"10.1109/Blockchain.2019.00014","DOIUrl":"https://doi.org/10.1109/Blockchain.2019.00014","url":null,"abstract":"Blockchain has recently emerged as an important tool that can enable critical distributed applications without requiring centralized trust. For example, public blockchains have been used to enable many different cryptocurrencies. Unfortunately, existing public blockchains and smart contracts deployed on them may disclose sensitive information. Although there is some ongoing work that leverage advanced cryptography to address some of these sensitive information leakage issues, they require significant changes to existing and popular blockchains such as Ethereum and are usually computationally expensive. On the other hand, private blockchains have been proposed to allow more efficient and privacy-preserving data sharing among pre-approved group of nodes/participants. Although private blockchains address some of the privacy challenges by allowing sensitive data to be only seen by the select group of participants, they do not allow public accountability of transactions since transactions are approved by known set of users, and cannot be accessed publicly. Given these observations, one natural question that arise is, can we leverage both public and private blockchain infrastructures to enable efficient, privacy enhancing and accountable applications? In this work, we try to address this challenge in the context of digital auctions. Mainly, we propose a novel hybrid blockchain architecture that combines private and public blockchains to allow sensitive bids to be opened on a private blockchain so that only the auctioneer can learn the bids, and no one else. At the same time, we leverage public blockchains to make the auction winner announcement, and payments accountable. Furthermore, using smart contracts deployed on public blockchain, we show how to incentivize truthful behavior among the auction participants. Our extensive empirical results show that this architecture is more efficient in terms of run time and monetary cost compared to pure public blockchain based auction implementations.","PeriodicalId":221068,"journal":{"name":"2019 IEEE International Conference on Blockchain (Blockchain)","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114258497","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 28

Enhancing Blockchain Traceability with DAG-Based Tokens 使用基于dag的令牌增强区块链可追溯性

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00036

Hiroki Watanabe, Tatsuro Ishida, Shigenori Ohashi, Shigeru Fujimura, Atsushi Nakadaira, Kota Hidaka, J. Kishigami

{"title":"Enhancing Blockchain Traceability with DAG-Based Tokens","authors":"Hiroki Watanabe, Tatsuro Ishida, Shigenori Ohashi, Shigeru Fujimura, Atsushi Nakadaira, Kota Hidaka, J. Kishigami","doi":"10.1109/Blockchain.2019.00036","DOIUrl":"https://doi.org/10.1109/Blockchain.2019.00036","url":null,"abstract":"Blockchain technology has positively impacted traceability across various industries such as logistics and shipping. By overcoming the problem of data silos among organizations and concentration of authority, this innovative approach allows a decentralized and tamper-resistant ledger to be built. On the other hand, the use of non-fungible tokens, a new concept for projecting digital and physical goods on a blockchain, is expected to be able to represent complicated operations in traceability systems. However, the existing token design lacks an efficient model for retrieval of past histories. The most popular way to retrieve past information on tokens is to use blockchain explorers, which are centralized trusted parties. Otherwise, so far there is only a naive way to examine all block headers, and it takes a vast amount of time. Our preliminary study shows that the processing time for retrieving all histories of 1,030 tokens on the Ethereum mainnet takes approximately 57 minutes. We propose a new token design based on a directed acyclic graph (DAG) that allows token histories to be efficiently explored without examining the whole blockchain. The model associates each state of the token from past to latest and covers expressions of relationships between tokens, such as merge and split. Our implementation and evaluation reveal that the DAG-based token design significantly improves the efficiency of exploring token transfer histories. The results show that our method can complete the exploration for 1,030 tokens in a matter of seconds and maintains performance over the long term even if the blockchain grows.","PeriodicalId":221068,"journal":{"name":"2019 IEEE International Conference on Blockchain (Blockchain)","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115124921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 14

From Oracles to Trustworthy Data On-Chaining Systems 从oracle到可信数据链系统

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00075

Jonathan Heiss, Jacob Eberhardt, S. Tai

引用次数: 69

Blockchain Dividing Based on Node Community Clustering in Intelligent Manufacturing CPS 智能制造CPS中基于节点社区聚类的区块链划分

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00025

Suisheng Li, Hong Xiao, Hao Wang, Tao Wang, Jingwei Qiao, Shaofeng Liu

引用次数: 17

A Decentralized Service-Platform towards Cross-Domain Entitlement Handling 面向跨域授权处理的分散式服务平台

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00069

A. Rech, C. Steger, M. Pistauer

{"title":"A Decentralized Service-Platform towards Cross-Domain Entitlement Handling","authors":"A. Rech, C. Steger, M. Pistauer","doi":"10.1109/Blockchain.2019.00069","DOIUrl":"https://doi.org/10.1109/Blockchain.2019.00069","url":null,"abstract":"As our world is becoming increasingly connected, secure and seamless cross-domain access to heterogeneous services is becoming more and more important. However, cooperation between client-server based systems in the sales domain is often difficult to achieve due to a lack of standardization as well as limited trust between service providers. Furthermore, the demand for anonymization techniques is becoming more important due to tighter regulations and increased privacy awareness of users. This is especially relevant when data needs to be shared by several parties. In this paper we describe a software service platform designed to increase collaboration between different cross-domain services. The general idea is to provide a common trusted layer for existing client-server systems that can be used for anonymizing and sharing services in the form of digital entitlements across independent service providers, their systems, and users, while ensuring secure authentication and authorization. Furthermore, we leverage the tamper-resistant properties of the blockchain and smart contracts in order to protect sensitive transactions against fraudulent manipulation and to introduce service-based agreements to the overall system.","PeriodicalId":221068,"journal":{"name":"2019 IEEE International Conference on Blockchain (Blockchain)","volume":"14 2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132563089","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

BlockSim: Blockchain Simulator BlockSim:区块链模拟器

2019 IEEE International Conference on Blockchain (Blockchain) Pub Date : 2019-07-01 DOI: 10.1109/Blockchain.2019.00067

C. Faria, M. Correia

引用次数: 64