jheusser.github.io jheusser.github.io

jheusser.github.io

Jonathan Heusser

Raquo; Using Benfords Law to identify fake Bitcoin exchange transactions. Raquo; Proof of concept code for SAT-based bitcoin mining. Raquo; Order Flow Toxicity of the Bitcoin April Crash. Raquo; Bitcoin Trade Arrival as Self-Exciting Process. Raquo; SAT solving - An alternative to brute force bitcoin mining. Raquo; Local Order.

http://jheusser.github.io/

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Jonathan Heusser | jheusser.github.io Reviews
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Raquo; Using Benfords Law to identify fake Bitcoin exchange transactions. Raquo; Proof of concept code for SAT-based bitcoin mining. Raquo; Order Flow Toxicity of the Bitcoin April Crash. Raquo; Bitcoin Trade Arrival as Self-Exciting Process. Raquo; SAT solving - An alternative to brute force bitcoin mining. Raquo; Local Order.
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Jonathan Heusser | jheusser.github.io Reviews

https://jheusser.github.io

Raquo; Using Benfords Law to identify fake Bitcoin exchange transactions. Raquo; Proof of concept code for SAT-based bitcoin mining. Raquo; Order Flow Toxicity of the Bitcoin April Crash. Raquo; Bitcoin Trade Arrival as Self-Exciting Process. Raquo; SAT solving - An alternative to brute force bitcoin mining. Raquo; Local Order.

INTERNAL PAGES

jheusser.github.io jheusser.github.io
1

Using Benfords Law to identify fake Bitcoin exchange transactions

http://jheusser.github.io/2014/04/18/benfords-law.html

Using Benfords Law to identify fake Bitcoin exchange transactions. Recently, one of the bigger Chinese Bitcoin exchanges got accused of faking transaction data. In order to appear more attractive than they really were. Could you systematically find evidence for such fraud without having to have access to the internal accounting of such exchanges? There are a lot of explanations for that, which go under Benford's Law. What do we expect to see if we apply this to Bitcoin exchange data? Non-zero price retur...

2

Bitcoin Trade Arrival as Self-Exciting Process

http://jheusser.github.io/2013/09/08/hawkes.html

Bitcoin Trade Arrival as Self-Exciting Process. I show how to fit such a model to MtGox data and also provide all the code and data for it on my Github. Self-excitability and clustering of order arrivals. For demonstration purposes, the data I worked with were 5000 trades between 13:10 and 19:57 on the 20 April 2013 (also available on Github. Here is a plot of the trade counts aggregated over a 1 minute window. Let's move on to understanding and fitting a Hawkes process to the data above. The self-excita...

3

Local Order

http://jheusser.github.io/2012/07/16/local-order.html

Quite some time ago I implemented the analysis described in [1] in R. It was long and unreadable - I reimplemented it in Python in 46 lines. The function local uncertainty. Calculates the next state uncertainty after a measured trajectory ngram. An ngram describes the quantised stock movements of the last n days, e.g. for 5 days. The local uncertainty h 5 then describes the uncertainty of the next symbol. The example usage below describes the analysis from the paper. Get returns series and quantise.

4

Proof of concept code for SAT-based bitcoin mining

http://jheusser.github.io/2013/12/30/satcoin-code.html

Proof of concept code for SAT-based bitcoin mining. Earlier this year I published some research. Which describes an alternative algorithm to solve the Bitcoin mining problem. In this blog post I'm going to release the example SAT-based Bitcoin miner which was used as the basis for that research and benchmarks. It consists of a C implementation which serves as input to the CBMC. The code can be found in this github repo. It consists of one file. The code contains the Genesis block. Here, CBMC prints out a...

5

SAT solving - An alternative to brute force bitcoin mining

http://jheusser.github.io/2013/02/03/satcoin.html

SAT solving - An alternative to brute force bitcoin mining. A Bitcoin mining program essentially performs the following (in pseudo-code):. The task is to find a nonce which, as part of the bitcoin block header. Hashes below a certain value. This is a brute force approach to something-like-a preimage attack. The main results besides the recipe for building a SAT-based miner, are:. Simple parameter tuning of the used tools leads to over 1000% performance improvement. SAT Solving and Model Checking. Boolean...

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Raquo; Using Benfords Law to identify fake Bitcoin exchange transactions. Raquo; Proof of concept code for SAT-based bitcoin mining. Raquo; Order Flow Toxicity of the Bitcoin April Crash. Raquo; Bitcoin Trade Arrival as Self-Exciting Process. Raquo; SAT solving - An alternative to brute force bitcoin mining. Raquo; Local Order.

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