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題名 應用區塊鏈與智能合約於證券交易後之結算與交割
Securities Post-Trade Clearing and Settlement using Blockchain and Smart Contracts作者 陳威成
Chen, Wei-Chen貢獻者 陳恭
Chen, Kung
陳威成
Chen, Wei-Chen關鍵詞 區塊鏈
智能合約
跨區塊鏈
Blockchain
Smart contract
Quorum
Cross-Block chain日期 2018 上傳時間 27-Jul-2018 12:56:53 (UTC+8) 參考文獻 [1] 陳恭博士，(2017)。區塊鏈革命 – 迎向產業新契機。[2] 陳恭博士，(2018)。中央公債研究計畫報告。[3] Bank of England, Evangelos Benos, Rodney Garratt and Pedro Gurrola-Perez, (2017). The economics of distributed ledger technology for securities settlement.[4] Bank for International Settlements, (2017). Distributed ledger technology in payment, clearing and settlement.[5] Binh Nguyen, (2017). Hyperledger Fabric v1.0 Deep Dive.[6] Binh Nguyen, Christian Cachin, Jason Yellick, Elli Androulaki, Baohua Yang, Angelo De Caro, Kostas Christidis, and Marko Vukolic, (2017). Multichannel Consensus.[7] Bitcoin.org, Bitcoin Developer Guide, Retrived June 8 2018. from: https://bitcoin.org /en/developer-guide-block-chain[8] Diego Ongaro and John Ousterhout, (2014). In Search of an Understandable Consensus Algorithm (Extended Version).[9] Eric A. Brewer, (2000). Towards robust distributed systems.[10] European Central Bank, (2016). Distributed ledger technologies in securities post-trading.[11] European Central Bank, and Bank of Japan, (2018). Securities settlement systems: delivery-versus-payment in a distributed ledger environment.[12] European Unit, (2016). Article 17 GDPR.[13] Henrique Rocha, and Stéphane Ducasse, (2018). Preliminary Steps Towards Modeling Blockchain Oriented Software.[14] Istanbul Byzantine Fault Tolerance, Retrived June 5 2018, from: https://github.com/ /ethereum/EIPs/issues/650[15] Jacob Eberhardt and Stefan Tai, (2017). On or Off the Blockchain? Insights on Off-Chaining Computation and Data.[16] Jacob Eberhardt, Zokrates is a toolbox for zkSNARKs on Ethereum, Retrived June 12 2018, from: https://github.com/JacobEberhardt/ZoKrates[17] Jameson Lopp, The Challenges of Optimizing Unspent Output Selection, Retrived June 10 2018, from: https://medium.com/@lopp/the-challenges-of-optimizing-unspent-output-selection-a3e5d05d13ef[18] Japan Exchange Group, (2016). Applicability of Distributed Ledger Technology to Capital Market Infrastructure.[19] J.P. Morgan, Quorum Wiki, Retrived June 1 2018, from: https://github.com/jpmorgan chase/quorum/wiki/[20] Leon Tsai, 零知識證明, 上網日期107年6月12日，檢自：https://medium.com/ @leon740727/what-is-zk-417875918c3[21] Mike Hearn, (2016). Corda: A distributed ledger.[22] Mizuho Financial Group, Sumitomo Mitsui Banking Corporation, Mitsubishi UFJ Financial Group, and Deloitte Tohmatsu Group, (2016). Report on Practical Experiment of Blockchain Technology in Japanese Domestic Interbank Payment Operation.[23] Monetary Authority of Singapore, (2017). Project Ubin Phase 2: Re-imagining Interbank Real-Time Gross Settlement System Using Distributed Ledger Technologies.[24] Nicola Greco, Verifiying a SHA256 #2, Retrived June 12 2018, from: https://github.co m/JacobEberhardt/ZoKrates/issues/2[25] Paolo Tasca, Tomaso Aste, Loriana Pelizzon, Nicolas Perony, (2016). Banking Beyond Banks and Money: A Guide to Banking Services in the Twenty-First Centry, Switzerland: Springer.[26] Patrick Mylund Nielsen, Ability to reveal a contract to/add a participant to a contract post-creation, Retrived June 10, 2018, from: https://github.com/jpmorganchase/quoru m/issues/142[27] Péter Szilágyi, Clique PoA protocol & Rinkeby PoA testnet, Retrived June 5 2018, from: https://gith ub.com/ethereum/EIPs/issues/225[28] Samer Falah et al, Raft-based consensus for Ethereum/Quorum, Retrived June 3, 2018, from https://github.com/jpmorganchase/quorum/blob/master/raft/doc.md[29] The Enterprise Ethereum Alliance, Retrived June 11, 2018, from https://ethethalliance. org[30] Satoshi Nakamoto, (2008). Bitcoin: A Peer-to-Peer Electronic Cash System.[31] Stefano De Angelis, Leonardo Aniello, Roberto Baldoni, Federico Lombardi, Andrea Margheri, and Vladimiro Sassone, (2018). PBFT vs proof-of-authority: applying the CAP theorem to permissioned blockchain.[32] Vitalik Buterin, Merkling in Ethereum, Retrived June 20 2018, from: https://blog. ethereum.org/2015/11/15/merkling-in-ethereum/[33] Vitalik Buterin, A Prehistory of the Ethereum Protocol, Retrived June 20 2018, from: https://vitalik.ca/general/2017/09/14/prehistory.html 描述 碩士
國立政治大學
資訊科學系碩士在職專班
105971010資料來源 http://thesis.lib.nccu.edu.tw/record/#G0105971010 資料類型 thesis dc.contributor.advisor 陳恭 zh_TW dc.contributor.advisor Chen, Kung en_US dc.contributor.author (Authors) 陳威成 zh_TW dc.contributor.author (Authors) Chen, Wei-Chen en_US dc.creator (作者) 陳威成 zh_TW dc.creator (作者) Chen, Wei-Chen en_US dc.date (日期) 2018 en_US dc.date.accessioned 27-Jul-2018 12:56:53 (UTC+8) - dc.date.available 27-Jul-2018 12:56:53 (UTC+8) - dc.date.issued (上傳時間) 27-Jul-2018 12:56:53 (UTC+8) - dc.identifier (Other Identifiers) G0105971010 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/118995 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 資訊科學系碩士在職專班 zh_TW dc.description (描述) 105971010 zh_TW dc.description.tableofcontents 第一章 緒論 11.1 研究背景與動機 11.2 研究方向 21.3 研究方法 3第二章 相關研究與技術背景 62.1 相關研究 62.2 技術背景 102.2.1區塊與區塊鏈 102.2.2區塊鏈共識 122.2.3智能合約 142.2.4雙重花費 162.2.5交易保密性與零知識證明 192.2.6 Quorum的Transaction Privacy 21第三章 系統設計與架構 243.1設計理念 243.2 設計方法 273.2.1使用者敘述 273.2.2使用案例圖 283.2.3實體關聯模型及ＵＭＬ類別圖 303.2.4智能合約 343.2.5交易流程 373.2.6交易狀態 423.2.7 Clark-Wilson模型 433.2.8 Transaction Privacy 463.2.9交易比對 503.2.10系統架構 533.2.11鏈內與鏈外的考量 543.2.12共識演算法 563.2.13 跨區塊鏈交易模式 58第四章 系統實作與展示 644.1 實作語言與工具 644.2 測試個案 644.3 測試結果 654.4系統實作展示 67第五章 結論與未來研究方向 685.1 結論 685.2 可能的效益 735.3成本分析 745.4 未來研究方向 76參考文獻 77附錄 801.概念驗證系統功能清單 801.1 清算銀行端交易功能 801.2 發行機構端交易功能 802. 概念驗證系統展示 812.1 跨行債券買賣 812.2 自行債券買賣 832.3 錯誤處理 842.4 還本付息 87 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0105971010 en_US dc.subject (關鍵詞) 區塊鏈 zh_TW dc.subject (關鍵詞) 智能合約 zh_TW dc.subject (關鍵詞) 跨區塊鏈 zh_TW dc.subject (關鍵詞) Blockchain en_US dc.subject (關鍵詞) Smart contract en_US dc.subject (關鍵詞) Quorum en_US dc.subject (關鍵詞) Cross-Block chain en_US dc.title (題名) 應用區塊鏈與智能合約於證券交易後之結算與交割 zh_TW dc.title (題名) Securities Post-Trade Clearing and Settlement using Blockchain and Smart Contracts en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) [1] 陳恭博士，(2017)。區塊鏈革命 – 迎向產業新契機。[2] 陳恭博士，(2018)。中央公債研究計畫報告。[3] Bank of England, Evangelos Benos, Rodney Garratt and Pedro Gurrola-Perez, (2017). The economics of distributed ledger technology for securities settlement.[4] Bank for International Settlements, (2017). Distributed ledger technology in payment, clearing and settlement.[5] Binh Nguyen, (2017). Hyperledger Fabric v1.0 Deep Dive.[6] Binh Nguyen, Christian Cachin, Jason Yellick, Elli Androulaki, Baohua Yang, Angelo De Caro, Kostas Christidis, and Marko Vukolic, (2017). Multichannel Consensus.[7] Bitcoin.org, Bitcoin Developer Guide, Retrived June 8 2018. from: https://bitcoin.org /en/developer-guide-block-chain[8] Diego Ongaro and John Ousterhout, (2014). In Search of an Understandable Consensus Algorithm (Extended Version).[9] Eric A. Brewer, (2000). Towards robust distributed systems.[10] European Central Bank, (2016). Distributed ledger technologies in securities post-trading.[11] European Central Bank, and Bank of Japan, (2018). Securities settlement systems: delivery-versus-payment in a distributed ledger environment.[12] European Unit, (2016). Article 17 GDPR.[13] Henrique Rocha, and Stéphane Ducasse, (2018). Preliminary Steps Towards Modeling Blockchain Oriented Software.[14] Istanbul Byzantine Fault Tolerance, Retrived June 5 2018, from: https://github.com/ /ethereum/EIPs/issues/650[15] Jacob Eberhardt and Stefan Tai, (2017). On or Off the Blockchain? Insights on Off-Chaining Computation and Data.[16] Jacob Eberhardt, Zokrates is a toolbox for zkSNARKs on Ethereum, Retrived June 12 2018, from: https://github.com/JacobEberhardt/ZoKrates[17] Jameson Lopp, The Challenges of Optimizing Unspent Output Selection, Retrived June 10 2018, from: https://medium.com/@lopp/the-challenges-of-optimizing-unspent-output-selection-a3e5d05d13ef[18] Japan Exchange Group, (2016). Applicability of Distributed Ledger Technology to Capital Market Infrastructure.[19] J.P. Morgan, Quorum Wiki, Retrived June 1 2018, from: https://github.com/jpmorgan chase/quorum/wiki/[20] Leon Tsai, 零知識證明, 上網日期107年6月12日，檢自：https://medium.com/ @leon740727/what-is-zk-417875918c3[21] Mike Hearn, (2016). Corda: A distributed ledger.[22] Mizuho Financial Group, Sumitomo Mitsui Banking Corporation, Mitsubishi UFJ Financial Group, and Deloitte Tohmatsu Group, (2016). Report on Practical Experiment of Blockchain Technology in Japanese Domestic Interbank Payment Operation.[23] Monetary Authority of Singapore, (2017). Project Ubin Phase 2: Re-imagining Interbank Real-Time Gross Settlement System Using Distributed Ledger Technologies.[24] Nicola Greco, Verifiying a SHA256 #2, Retrived June 12 2018, from: https://github.co m/JacobEberhardt/ZoKrates/issues/2[25] Paolo Tasca, Tomaso Aste, Loriana Pelizzon, Nicolas Perony, (2016). Banking Beyond Banks and Money: A Guide to Banking Services in the Twenty-First Centry, Switzerland: Springer.[26] Patrick Mylund Nielsen, Ability to reveal a contract to/add a participant to a contract post-creation, Retrived June 10, 2018, from: https://github.com/jpmorganchase/quoru m/issues/142[27] Péter Szilágyi, Clique PoA protocol & Rinkeby PoA testnet, Retrived June 5 2018, from: https://gith ub.com/ethereum/EIPs/issues/225[28] Samer Falah et al, Raft-based consensus for Ethereum/Quorum, Retrived June 3, 2018, from https://github.com/jpmorganchase/quorum/blob/master/raft/doc.md[29] The Enterprise Ethereum Alliance, Retrived June 11, 2018, from https://ethethalliance. org[30] Satoshi Nakamoto, (2008). Bitcoin: A Peer-to-Peer Electronic Cash System.[31] Stefano De Angelis, Leonardo Aniello, Roberto Baldoni, Federico Lombardi, Andrea Margheri, and Vladimiro Sassone, (2018). PBFT vs proof-of-authority: applying the CAP theorem to permissioned blockchain.[32] Vitalik Buterin, Merkling in Ethereum, Retrived June 20 2018, from: https://blog. ethereum.org/2015/11/15/merkling-in-ethereum/[33] Vitalik Buterin, A Prehistory of the Ethereum Protocol, Retrived June 20 2018, from: https://vitalik.ca/general/2017/09/14/prehistory.html zh_TW dc.identifier.doi (DOI) 10.6814/THE.NCCU.EMCS.002.2018.B02 -
