Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/125104| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 陳樹衡 | zh_TW |
| dc.contributor.advisor | Chen, Shu-Heng | en_US |
| dc.contributor.author | 吳立思 | zh_TW |
| dc.contributor.author | Ude, Felix | en_US |
| dc.creator | 吳立思 | zh_TW |
| dc.creator | Ude, Felix | en_US |
| dc.date | 2019 | en_US |
| dc.date.accessioned | 2019-08-07T09:20:11Z | - |
| dc.date.available | 2019-08-07T09:20:11Z | - |
| dc.date.issued | 2019-08-07T09:20:11Z | - |
| dc.identifier | G0106266012 | en_US |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/125104 | - |
| dc.description | 碩士 | zh_TW |
| dc.description | 國立政治大學 | zh_TW |
| dc.description | 應用經濟與社會發展英語碩士學位學程(IMES) | zh_TW |
| dc.description | 106266012 | zh_TW |
| dc.description.abstract | Cryptocurrencies, such as Bitcoin, witnessed a surge in popularity during recent years. With the rise of attention, the discussion about a better design of these cryptocurrencies also increased, to solve issues like security problems and network congestion. Many suggested solutions require a total redesign of the cryptocurrency. This thesis looks into ways to redesign the cryptocurrency Bitcoin in a more subtle way, by only optimizing its current parameters.\nFor that reason an agent-based computation model is used to simulate the Bitcoin market and its transaction system. Its parameters are optimized and compared to the real Bitcoin parameters. The results suggest a trade-off between security and economic efficiency, and that the real parameter values of Bitcoin are sub-optimal. | en_US |
| dc.description.tableofcontents | List of Figures II\nList of Tables III\n\n1 Introduction 1\n1.1 Research Motivation ........................... 1\n1.2 Contribution ................................ 2\n1.3 Organization ................................ 2\n\n2 Literature Review 4\n2.1 Cryptocurrencies ............................. 4\n2.1.1 Blockchain ............................ 4\n2.1.2 Signature of Transactions ..................... 5\n2.1.3 Bitcoin Mining .......................... 6\n2.1.4 Development of Bitcoin ..................... 9\n2.2 Economic Literature ........................... 10\n2.2.1 Economic Analysis of Bitcoin .................. 10\n2.2.2 Agent-Based Computational Economics in Blockchains . . . . 14\n2.3 Summary ................................. 15\n\n3 Methodology 17\n3.1 Model Overview ............................. 17\n3.2 Types of Agents .............................. 18\n3.2.1 Chartist .............................. 18\n3.2.2 User ................................ 19\n3.2.3 Miner ............................... 19\n3.3 The Model ................................. 22\n3.3.1 The Bitcoin Market ........................ 22\n3.3.2 The Transaction System ..................... 26\n3.4 Initialization ................................ 28\n3.4.1 Number of Agents and their Type Distribution .........\n3.4.2 Agent’s Wealth .......................... 29\n3.5 Calibration ................................ 31\n3.5.1 Realistic Parameters ....................... 31\n3.5.2 Optimization for Economic Efficiency .............. 32\n3.5.3 Optimization for Economic Efficiency and Hashing Power . . . 34\n3.6 Summary ................................. 35\n\n4 Findings 36\n4.1 Real Parameters .............................. 36\n4.1.1 Price Development ........................ 36\n4.1.2 Hashing Power Development ................... 37\n4.1.3 Transaction Fee Development .................. 39\n4.1.4 Wealth Development ....................... 40\n4.2 Optimized Wealth ............................. 42\n4.3 Optimized Wealth and Hashing Power .................. 43\n4.3.1 Parameters ............................ 44\n4.3.2 Outcomes ............................. 48\n4.4 Summary ................................. 5 1\n\n5 Conclusion 52\n5.1 Review of Findings ............................ 52\n5.2 Application of Findings .......................... 52\n5.3 Limitations ................................ 53\n5.4 Future Work ................................ 54\n\nBibliography 55\n\nA Table of Variables 62 | zh_TW |
| dc.format.extent | 3273957 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.source.uri | http://thesis.lib.nccu.edu.tw/record/#G0106266012 | en_US |
| dc.subject | 加密貨幣 | zh_TW |
| dc.subject | 比特幣 | zh_TW |
| dc.subject | 代理人基計算模型 | zh_TW |
| dc.subject | Cryptocurrency | en_US |
| dc.subject | Bitcoin | en_US |
| dc.subject | Agent-Based Computation | en_US |
| dc.title | 加密貨幣設計之代理人基計算模型 | zh_TW |
| dc.title | Agent-Based Computational Modeling of Cryptocurrency Design | en_US |
| dc.type | thesis | en_US |
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(2017). Corporate governance and blockchains. Review of Finance, 21(1),\n7–31. doi: 10.1093/rof/rfw074\nZhou, Q., Zhang, Q., & Zhang, Q. (2017). Agent-based simulation research on bit-\ncoin price fluctuation. DEStech Transactions on Computer Science and Engineer-ing(aiea). | zh_TW |
| dc.identifier.doi | 10.6814/NCCU201900519 | en_US |
| item.fulltext | With Fulltext | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_46ec | - |
| item.grantfulltext | open | - |
| item.openairetype | thesis | - |
| item.cerifentitytype | Publications | - |
| Appears in Collections: | 學位論文 | |
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| 601201.pdf | 3.2 MB | Adobe PDF2 | View/Open |
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