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Design and Simulation of Strategies for Market Trading
Horázný, František ; Perešíni, Martin (oponent) ; Homoliak, Ivan (vedoucí práce)
The objective of this study is to explore the world of trading by analyzing market behavior, identifying market participants, and examining various trading approaches. The study aims to not only investigate trading strategies but also analyze and simulate their performance. The outcome of this work is the development of a tool capable of comparing implemented methods and the author’s own proposed strategies. To achieve this goal, a Python simulation tool was implemented that uses data obtained from the Binance API. The analyzed and simulated strategies include Lump Sum (LS), Dollar Cost Averaging (DCA), and Rebalancing. Additionally, a novel strategy called Momentum and Overheating Strategy (MOS) is introduced, which incorporates the Relative Strength Index (RSI) indicator and takes advantage of seasonal behavior in market. The core of this strategy involves combining multiple weighted functions to achieve synergy, leveraging not only RSI but also moving averages, seasonal decomposition and derivatives. The results consist of an empirical and statistical comparison of all the methods to determine their relative suitability under different conditions. MOS and rebalancing were found to be similarly profitable, outperforming the other examined methods. Finally, hypotheses are presented to explain the profitability of MOS and suggest potential future enhancements that could be implemented.
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Performance Comparison of Libraries for Homomorphic Cryptography
Babjak, Pavol ; Perešíni, Martin (oponent) ; Malinka, Kamil (vedoucí práce)
Cryptography is an integral part of computer security. When using common cryptography methods and operations on them, individual data are not protected against unauthorized access or theft by third parties in any way. Homomorphic cryptography solves the given problem exactly, i.e., it can work with data containing unknown content and simultaneously perform operations on them. The goal of this thesis is to find simple use-case suitable for practical application of homomorphic encryption technology, implement it via frameworks using this technology and measure their performance and other important aspects to choose the most favorable framework and encryption scheme for that practical application.
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Performance Evaluation of DoS Resistant Proof-of-Stake Protocols
Ponek, Timotej ; Homoliak, Ivan (oponent) ; Perešíni, Martin (vedoucí práce)
This diploma thesis focuses on evaluation of the Proof of Stake protocols Algorand, LaKSA and COPOR in terms of properties key to blockchains. The focus is on the theoretical analysis of the protocols in terms of security, performance, and ability to deal with DoS attack on the leaders responsible for block creation in each round. The individual protocols have been implemented and extended with an anonymization layer to thwart DoS attacks on the leader, and their performance has been tested. Last but not least, we pointed out another possible direction for the development of the novel COPOR protocol.
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Mobile Application for Decentralized Elections
Pastushenko, Vladislav ; Perešíni, Martin (oponent) ; Tamaškovič, Marek (vedoucí práce)
This paper describes the development of a decentralized mobile application for the Android operating system, using the 1-out-of-k Blockchain-Based Boardroom Voting protocol. The paper describes the motivation for writing the work, the general concepts associated with the development of decentralized applications, describes the development plan, describes the selected technology, implementation and testing of application, peculiarities when working with Flutter when interacting with Solidity smart contracts.
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Nástroj pro detekci bezpečnostních slabin webového serveru Nginx
Wagner, Michal ; Perešíni, Martin (oponent) ; Křena, Bohuslav (vedoucí práce)
Tato práce se zaměřuje na bezpečnost webového serveru Nginx a jeho konfigurační možnosti, s důrazem na funkci reverzního proxy serveru. Prozkoumává dostupné Nginx alternativy a bezpečnostní hrozby pro reverzní proxy servery. Dále se práce věnuje způsobu odhalení těchto bezpečnostních hrozeb pomocí metod penetračního testování a je provedena rešerše existujících nástrojů pro detekci bezpečnostních slabin reverzních proxy. V praktické části je vyvinutý nástroj pro demonstraci bezpečnostních útoků a detekci bezpečnostních slabin na server Nginx. V závěru práce je funkčnost nástroje otestována a na základě získaných zkušeností vytvořena technická specifikace pro nastavení reverzního proxy serveru Nginx omezující možnosti jeho napadení.
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Privacy Preserving Smart-Contract Platforms and E-Voting
Žiška, Marek ; Homoliak, Ivan (oponent) ; Perešíni, Martin (vedoucí práce)
This work examines privacy-preserving platforms Secret, Phala, and Oasis Network, which provide frameworks for development of smart contracts with confidential storage and computation capabilities. We compare these platforms based on their features such as performance, usability, and additional factors within the context of an electronic voting use case. Firstly, we establish the theoretical foundations by introducing Voting Systems, then Blockchains, Smart Contracts, Trusted Computing, and Privacy-Preserving Platforms. We analyze the development capabilities, storage options, and other features of the selected platforms and propose the design of smart contracts for the e-voting application. Following this, we implement given smart contracts, detailing our experience, the tools used, testing procedures, contruct structure, and statistics collection methods. Proposed collected statistics allow us to estimate the vote-casting throughput of our implementations. Using this metric, along with other aspects, such as the development experience, storage options, community activity, documentation quality, we evaluate and compare these platforms. At the end we conclude the achieved results, key insights, reflections, and potentional areas for future improvements.
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Simulation of the Lighting Network Economics
Cupl, Vítězslav ; Homoliak, Ivan (oponent) ; Perešíni, Martin (vedoucí práce)
This thesis explores the security of the Lightning Network, a Layer 2 scaling solution for the Bitcoin blockchain. By simulating various attack scenarios, the research investigates the network's vulnerabilities and evaluates the effectiveness of watchtowers as a security measure. The simulations demonstrate the resilience of the Lightning Network against attacks while highlighting its limitations, particularly the trade-off between security and decentralization introduced by watchtowers. The research acknowledges the need for further exploration, including incorporating economic incentives and game theory to gain a deeper understanding of attacker behavior.
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Usability of Post-quantum Cryptography in IoT
Kratochvíl, Jakub ; Perešíni, Martin (oponent) ; Malinka, Kamil (vedoucí práce)
This work investigates the usability of post-quantum cryptographic algorithms and their resource requirements on constrained devices. General parameters are measured to evaluate the usability of each algorithm on an ESP32 with an Xtensa LX6 chip. The second part of this work focuses on the network communication size of the TLS 1.3 protocol, which uses post-quantum alternatives. Both parts include a comparison with current cryptographic algorithms. The results mainly show an increase in the resource requirements for the post-quantum algorithms in both measurement parts. Post-quantum cryptography is currently usable on devices similar to the ESP32 but is problematic or even unusable on devices with lower resources.
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Blockchain Resistant to Quantum Attack
Ľaš, Michal ; Perešíni, Martin (oponent) ; Malinka, Kamil (vedoucí práce)
The development of quantum computers presents new opportunities but also introduces a threat by compromising currently used cryptographic algorithms. This threat significantly impacts blockchain technology, which relies on various cryptographic principles. The objective of this work is to design and implement a blockchain that incorporates new post-quantum cryptographic algorithms resistant to attacks performed by quantum computers. The main part of my solution involves analyzing blockchain components vulnerable to quantum attacks, selecting appropriate post-quantum algorithms, and subsequently implementing them within the blockchain. The result of this work is an overview of blockchain vulnerabilities and their solutions in the post-quantum era. Additionally, the implemented solution compares the performance of multiple post-quantum and currently used algorithms. The results show that post-quantum cryptography can have a significant impact on blockchain performance. However, post-quantum blockchains will still be usable, and they will withstand the era of quantum computers.
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The analysis of cryptographic techniques for offloading computations and storage in blockchains
Olekšák, Samuel ; Homoliak, Ivan (oponent) ; Perešíni, Martin (vedoucí práce)
The emergence of blockchain technologies has enabled a new perspective on distributed computing and decentralised data management. However, with increasing popularity, platforms face challenges in the form of scalability, since their operation requires cryptographic principles which are computationally difficult. This thesis explores techniques that address this problem by offloading computations and storage from blockchains using zero-knowledge proofs, cryptographic accumulators and other cryptographic techniques. The second part of the thesis proposes a novel approach to implementing a blockchain-based zero-knowledge proof marketplace with proof of useful work (PoUW) consensus protocol.
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