This paper proposes the PROMETHEE II based multicriteria approach for cryptocurrency portfolio selection. Such an allows considering a number of variables important cryptocurrencies rather than limiting them to commonly employed return and risk. The proposed multiobjective decision making model gives best daily return, standard deviation, value-at-risk, conditional volume, market capitalization...

We analyze the extent of comovement between daily price returns nine major cryptocurrencies from April 2013 to February 2021. assess its evolution using bivariate and multivariate modeling approaches, detect pronounced time variation. Generally, is initially low positive, but increases substantially early 2017 late 2018 stays high until end sample. then adopt a right-tail version Augmented Dick...

Along with the increasing use of cloud services, security threats are also increasing and attack methods are becoming more diverse. However, there are still few measures and policies to deal with security incidents in the cloud environment. Although many solutions have been proposed through research on digital forensics for responding to security incidents, but it is still difficult to prove th...

A cryptocurrency is a digital currency backed by mathematics and cryptography, compared to traditional fiat money which was traditionally backed by gold or silver. The foundation of many cryptocurrencies is based on a key derivation scheme known as scrypt [3]. Cryptocurrencies, such as Bitcoin [2], provide a means of having a decentralized, distributed, peer-to-peer electronic cash system. Thes...

We propose a domain-specific language for smart contracts, which allows participants to transfer cryptocurrency according to agreed contract terms. We define a symbolic and a computational model for reasoning about their security. In the symbolic model, participants act according to the semantics of the domain-specific language. Instead, in the computational model they exchange bitstrings, and ...

We propose a decentralized cryptocurrency based on a block-chain ledger similar to that of Bitcoin, but where the extremely wasteful proofs of work are replaced by proofs of space, recently introduced by Dziembowski et al. (CRYPTO 2015). Instead of requiring that a majority of the computing power is controlled by honest miners (as in Bitcoin), our currency requires that honest miners dedicate m...