As a new type of digital currency,

is considered as “future gold” by various scholars. Therefore, this study considers and gold as a group of hedging assets to conduct investment research and it also discusses the investment rules between and gold: prediction of the rise and fall of , comparison of the characteristics of and gold, and the impact of the transaction procedures of and gold on the final trading results, and formulates trading strategies through optimization algorithms. Then, four machine learning algorithms, i.e., LSTM, BP neural network, Adaboost, and Bagging, are introduced to predict the rise and fall of gold and the next day, and then, the entropy weight method is used to synthesize four predicted results to ensure the robustness of the predicted results. To establish the optimal trading strategy, this study considers the maximum expected return as the goal to develop a single-objective optimization model and historical five-day price volatility as a risk factor. In this study, ant colony, simulated annealing, and genetic algorithms are used to solve the single-objective optimization model. Finally, we conclude that , similar to other financial assets, e.g., gold, is sensitive to shocks and volatile and possesses a relatively quiet cycle. When has an asymmetric impact, and gold can equally treat transactions.

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はなぜ注目されているのか。それはがブロックチェーンなどのシステムを利用することで、高い信頼性を持っているという理由が挙げられる。オルトコインや 2.0と呼ばれるプロジェクトが多く出現している理由は、のシステムが利用しやすいことと、信頼性の高さが知られてきていることがあげられるだろう。特に、Counterpartyなどを新たな使い方に利用するものや、Ethereumなど独自のブロックチェーンを利用するものに代表される、 2.0の可能性は大きい。本報告ではの信頼性および 2.0への応用可能性について考察する。

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デジタル上における著作物は、保存や複製が容易というその特徴から、違法コピーが大量に作られてきた。これを防ぐために用いられるのがDRMである。コンテンツ提供者が正規購入者を判別するための認証サーバを導入し、コンテンツを一元管理するという手法が多く用いられてきたが、そのサーバにアクセスが集中してしまうことや、サーバが故障してしまうとコンテンツ自体を使えなくなるという問題が存在した。本論文ではP2Pをベースとした暗号のみに安全性を依存しているに注目し、このシステムを利用してDRMに用いることを考える。この手法では認証のためのサーバが必要なく、誰でもが認証可能という利点が存在する。

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インターネット経由で得られる仮想通貨アドレスは信頼することができない.解決の手法として1)PKIを利用した手法.2)Web of Trustを利用した手法.3)少額送金後で正規のアドレスか確認する手法を提案する.手法1は第三者機関を信用できる限り信用可能,しかし手数料手続きの増加が欠点である.手法2はWeb of Trustの範囲であれば信頼可能,欠点はその範囲でしか信頼できないことである.手法3は手法1,手法2と違い第三者を必要としない,欠点は少額送金後の反応の確認である.今後の課題としてはこの3つの手法の検証を行うことと,提案した手法以外の模索である.

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Blockchain – a distributed and public database of transactions – has become a platform for decentralized applications. Despite its increasing popularity, blockchain technology faces a scalability problem: the throughput does not scale with the increasing network size. Thus, in this paper, we propose a scalable blockchain protocol to solve the scalability problem. The proposed method was designed based on a proof of stake (PoS) consensus protocol and a sharding protocol. Instead of transactions being processed by the whole network, the sharding protocol is employed to divide unconfirmed transactions into transaction shards and to divide the network into network shards. The network shards process the transaction shards in parallel to produce middle blocks. Middle blocks are then combined into a final BLOCK in a timestamp recorded on the blockchain. Experiments were performed in a simulation network consisting of 100 Amazon EC2 instances. The latency of the proposed method was approximately 27 s and the maximum throughput achieved was 36 transactions per second for a network containing 100 nodes. The results of the experiments indicate that the throughput of the proposed protocol increases with the network size. This confirms the scalability of the proposed protocol.

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Blockchain is a technology that collects data in a blockchain and allows transactions securely and transparently. It is used in many fields. Bibliometric publications examining detailed research trends in blockchain and cryptocurrency are still rare, but one bibliometric report did include research on the topic. The present work is filling in the void that eludes the study of research in the blockchain area. In the current work, we have included a wide range of blockchain and cryptocurrency research efforts to date. This study used the Scopus database to extract 2,045 articles from 2014 to 2021. The goal was to examine blockchain and cryptocurrency growth in volume, trend, global distribution, significant journals, pioneering authors, leading nations, and dominant sectors. This study highlights many aspects of worldwide blockchain and cryptocurrency research by researchers from all over the world. This research also studies how consensus decision-making and its processes are used. This study highlights many aspects of global blockchain and cryptocurrency research. This study also examines their use and consensus methods.

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is a crypto currency that is a peer-to-peer(P2P) network systems based on distributed ledger technology and is being used as an alternative payment system. Reliability and safety are very important aspects of payment system. However, in recent years, with an increase in value, crypto currency becomes a target of a malicious users and the attacks that strike the vulnerability of the system are regarded as a problem. Such a problem significantly reduces reliability and safety as a payment system for crypto currency. Therefore, it is necessary to pay attention to cyber security risks inherent in the system, as well as price uctuations usually focused on financial asset prices. In this research, we propose to use information observed in darknet as alternative data. It is useful in evaluating the risk in the crypto currency market. The darknet is a name of an IP address space unallocated by terminals or the like among spaces that can be assigned IP addresses. The darknet is mainly used for observing signs of security incidents. This is useful for investors to grasp potential risks of crypto currency markets and is important for service providers to explain security risks and measures. In addition, the darknet observation information has a prospect of utilizing not only the crypto currency but also the monitoring of the security risk of companys.

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We study the limits of prediction accuracy of

price data in CNY currency using tick data from the OKCoin exchange (source: Kaiko data). The tick data contain the price, volume, and trade direction, and are transformed to the OHLCV format using standard methods. In this report, we deploy the Support Vector Machine algorithm by Vapnik to estimate the sign of the hour-to-hour transaction return using a sampling moving window of varying size on the past data. Several kernel functions are validated. Our first results for all months of the year 2015 show that the hit ratio accuracy level (the fraction of correctly predicted upward or downward events) does not exceed 60%. It remains to be established whether this low result corresponds to the causal extraction limit inherent in the data, or whether it can be improved by deploying other methods, such as LSTM networks in deep learning.

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Decentralized trusted timestamping based on blockchains is used to protect a large variety of digital data. At present, in the case of trusted timestamping services, such related information is not included in the OP_RETURN field of a

transaction chain, which has a limited size (40 bytes). When OP_RETURN is extended, (e.g., with multiple OP_RETURN fields) the transaction is rejected by the network. We propose storing data in the blockchain by encoding into addresses. The transactions created by the proposed method are similar to the usual transactions; therefore, they will not be rejected. The proposed method expands the storage space to a maximum of N^*20 bytes, thereby enabling the storage of additional information (e.g., file names, creator names, and keywords) as well as file hashes. We performed experiments with a picture and its copyright information. We set N =3, resulting in storage of 60 bytes of data. The experimental results indicate that the proposed method can timestamp a file in an average of 24 min at a possible cost of 0.24 USD. We believe that the proposed method can prove the existence and integrity of a digital file, which is helpful in copyright protection.

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では,計算機の計算量が一番多い人にブロック作成の権利が与えられる.計算を平等に行う為には,新しく作成されたブロックがネットワークを経由して,皆に同時に共有される必要がある.作成したブロックを皆に共有する為に要する時間を考慮して,では約10分間の計算時間を要し,ブロックサイズは1MBという制限がある.これがスケーラビリティ問題の本質的な問題で,7取引/s程度の処理で頭打ちとなる.本研究では,ブロックチェーンを複数にし,異なる役割を担わせることでこの問題の解決を試みる.具体的には,一番計算を行った人に一定時間ブロック作成の権利を与え,別のチェーンに記録を行うという仕組みが考えられる.

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暗号通貨の一つであるビットコインを取引で利用する企業が増加しているが，ビットコインの秘密鍵が漏洩した場合の損失は避けられない．
秘密鍵を管理する既存のハードウェアウォレット(HW)は，ホストがインターネット接続状態でも使用でき，ボットによるHWの不正操作のリスクがある．
そこで，ホストがインターネットからの切断を確認してHWの使用を許可するHWとホスト間のプロトコルを提案し実装を行い，通常のトランザクション生成と提案手法のトランザクション生成との実行時間を比較する．
結果，提案手法は通常のトランザクション生成方法よりもオーバーヘッドが存在するが，安全性が向上することを報告する．

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Blockchain is gaining attention as a technology to support cryptocurrency. However, one of the problems in using blockchain is the consumption of communication resources. It is caused by that the information received by a node can be delivered to the same node more than once through different neighbors. In this paper, we propose a method to reduce duplicate messages in a blockchain network by applying Plumtree algorithm. Through simulation experiments, we confirmed that the number of messages can be reduced by more than 70% when block propagation is simulated up to 50 blocks.

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本研究では，暗号通貨ウォレットを構成するソフトウェアの開発活動と暗号通貨の時価総額との関連を観察した．その結果，開発活動の活発さと時価総額の関連を用いてプロジェクトを分類できた．

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In this research, we use English-language news related to the

posted on the Internet as a data source, and use LDA(Latent Dirichlet Allocation) which is one of probabilistic topic models, for each article. We judged what kind of topics (keyword group) the sentence is composed of, and quantitatively expressed the excitement of topics in the period using different topic distribution for each article obtained. Furthermore, by analyzing the relationship with the market price on the Internet, we try to evaluate the influence of the news. We show to the relation between the quantity concerning the price (BTC/JPY) in the target period and the excitement of the topic in the news article related to .

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is the leading cryptocurrency in the world with a total marketcap of nearly USD 33 billion, [1] with 370,000 transactions recorded daily[2]. Pseudo-anonymous, decentralized peer-to-peer electronic cash systems such as have caused a paradigm shift in the way that people conduct financial transactions and purchase goods. Although cryptocurrencies enable users to securely and anonymously exchange money, they can also facilitate illegal criminal activities. Therefore, it is imperative that law enforcement agencies develop appropriate analytical processes that will allow them to identify and investigate criminal activities in the Blockchain (a distributed ledger). In this paper, INTERPOL, through the INTERPOL Global Complex for Innovation, proposes a analytical framework and a software system that will assist law enforcement agencies in the real-time analysis of the Blockchain while providing digital crime analysts with tracing and visualization capabilities. By doing so, it is feasible to render transactions decipherable and comprehensible for law enforcement investigators and prosecutors. The proposed solution is evaluated against three criminal case studies linked to Darknet markets, ransomware and DDoS extortion.

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Cryptocurrency abuse has become a critical problem. Due to the anonymous nature of cryptocurrency, criminals commonly adopt cryptocurrency for trading drugs and deceiving people without revealing their identities. Despite its significance and severity, only few works have studied how cryptocurrency has been abused in the real world, and they only provide some limited measurement results. Thus, to provide a more in-depth understanding on the cryptocurrency abuse cases, we present a large-scale analysis on various

abuse types using 200,507 real-world reports collected by victims from 214 countries. We scrutinize observable abuse trends, which are closely related to real-world incidents, to understand the causality of the abuses. Furthermore, we investigate the semantics of various cryptocurrency abuse types to show that several abuse types overlap in meaning and to provide valuable insight into the public dataset. In addition, we delve into abuse channels to identify which widely-known platforms can be maliciously deployed by abusers following the COVID-19 pandemic outbreak. Consequently, we demonstrate the polarization property of addresses practically utilized on transactions, and confirm the possible usage of public report data for providing clues to track cyber threats. We expect that this research on abuse can empirically reach victims more effectively than cybercrime, which is subject to professional investigation.

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is one of popular cryptocurrencies widely used over the world, and its blockchain technology has attracted considerable attention. In system, it has been reported that transactions are prioritized according to transaction fees, and that transactions with high priorities are likely to be confirmed faster than those with low priorities. In this paper, we consider performance modeling of -blockchain system in order to characterize the transaction-confirmation time. We first introduce the system, focusing on proof-of-work, the consensus mechanism of blockchain. Then, we show some queueing models and its analytical results, discussing the implications and insights obtained from the queueing models.

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2008年に提案された分散型電子決済システム

は，2013年現在，その換金価格が上昇しており，注目を集めている．の持つ，独特の設計思想に関して，政治，経済，金融，法律などの方面から議論がなされており，特に注目を集めているのが，本質的な価値をもたない貨幣が引き起こしやすい投機的バブル問題である．本研究は，分散型電子貨幣の公開型取引履歴Blockchainに対する統計的解析を行い，独自の解析データベースを構築することで，の支払先を代表する各アドレスの残高の歴史推移を視覚化する．また，実世界の換金市場の価格変動と比較することで，の投機的バブル問題の原因が，のユーザーの急増であることを明らかにする．

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本研究ではブロックチェーンのスケーラビリティ問題解決のために,新しいブロックチェーンの手法を提案する。トランザクションを並列処理するために、ブロックチェーンのネットワークに参加するノードを複数にグループ化し、それぞれのグループでブロックを作成する。各グループでブロックチェーンを作成することでブロックに取り込めるトランザクションの数が分割数に応じて増えていくため、トランザクションのスループットを線形に改善することができた。また、トランザクションを各グループへ割り振る際は、トランザクションの送信元アドレスにより担当するグループを決定する。

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Smart contracts are protocols that can automatically execute a transaction including an electronic contract when a condition is satisfied without a trusted third party. In a representative use-case, a smart contract is executed when multiple parties fairly trade on a blockchain asset. On blockchain systems, a smart contract can be regarded as a system participant, responding to the information received, receiving and storing values, and sending information and values outwards. Also, a smart contract can temporarily keep assets, and always perform operations in accordance with prior rules. Many cryptocurrencies have implemented smart contracts. At POST2018, Atzei et al. give formulations of seven fair exchange protocols using smart contract on

: oracle, escrow, intermediated payment, timed commitment, micropayment channels, fair lotteries, and contingent payment. However, they only give an informal discussion on security. In this paper, we verify the fairness of their seven protocols by using the formal verification tool ProVerif. As a result, we show that five protocols (the oracle, intermediated payment, timed commitment, micropayment channels and fair lotteries protocols) satisfy fairness, which were not proved formally. Also, we re-find known attacks to break fairness of two protocols (the escrow and contingent payment protocols). For the escrow protocol, we formalize the two-party scheme and the three-party scheme with an arbitrator, and show that the two-party scheme does not satisfy fairness as Atzei et al. showed. For the contingent payment protocol, we formalize the protocol with the non-interactive zero-knowledge proof (NIZK), and re-find the attack shown by Campanelli et al. at CCS 2017. Also, we show that a countermeasure with subversion NIZK against the attack works properly while it is not formally proved.

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