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Deanonymization Heuristics for Cryptocurrencies
Anton, Matyáš ; Grégr, Matěj (referee) ; Veselý, Vladimír (advisor)
The cryptocurrencies are growing more and more popular, both due to their independency on institutions and the feeling of anonymity they provide. This is, however, also accompanied by an increasing number of their abuse for criminal activities. This thesis explores the principles of current cryptocurrencies as well as techniques used for increasing anonymity of their usage. Based on the findings, it proposes a solution attemping to deanonymise activity in select cryptocurrencies.
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Detection of Cryptocurrency Miners Based on IP Flow Analysis
Šabík, Erik ; Krobot, Pavel (referee) ; Žádník, Martin (advisor)
This master’s thesis describes the general information about cryptocurrencies, what principles are used in the process of creation of new coins and why mining cryptocurrencies can be malicious. Further, it discusses what is an IP flow, and how to monitor networks by monitoring network traffic using IP flows. It describes the Nemea framework that is used to build comprehensive system for detecting malicious traffic. It explains how the network data with communications of the cryptocurrencies mining process were obtained and then provides an analysis of this data. Based on this analysis a proposal is created for methods capable of detecting mining cryptocurrencies by using IP flows records. Finally, proposed detection method was evaluated on various networks and the results are further described.
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Adaptive Trading Strategies for Cryptocurrencies
Filip, Marek ; Perešíni, Martin (referee) ; Homoliak, Ivan (advisor)
Obchodní strategie pro kryptoměny bývají založeny na padajícím nebo stoupajícím trhu. Kámen úrazu nastává, když jsou aplikovány na špatný trend v tak nestabilním trhu, jako je ten s kryptoměnami. Tato práce se zabývá možností adaptivních obchodních strategií, které se dokáží přizpůsobit na klesající a stoupající trendy v kryptoměnovém trhu. Analyzováním ceny Bitcoinu a vytvořením metriky risku, kde se díváme na extrémy vytvořené funkce, můžeme dojít k řešení návrhu adaptivních strategií. Zkoumají se jak dlouhodobé, tak krátkodobé možnosti investování. K vyhodnocování strategií a vykreslování časových řad je vytvořen rozšířitelný program pro testování historických dat. Výsledky jsou porovnány s tradičními přístupy, jako je HODL a rebalancování, přičemž bylo zjištěno, že při použití správných kritérií se mohou více než ztrojnásobit. Práce nabízí investorům nové způsoby zisků a zároveň dává čtenářům možnost nahlédnout do tvorby (adaptivních) strategií a jejich zpětného testování v kódu. Předpokládá se, že výsledky práce budou využívány automatizovanými obchodními systémy.
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Risk Analysis of Selected Cryptocurrencies in Personal Finance
Strouhal, Tomáš ; Stroukal,, Dominik (referee) ; Karpíšek, Zdeněk (advisor)
This diploma thesis deals with cryptocurrency’s risk regarding other investment opportunities, such as funds. The aim of the work is to present a simple indicator of risk and reward in order to place cryptocurrencies in the context of other investments. First, selected cryptocurrencies are described, then their characteristics are compared with the funds. Synthetic risk and reward indicator is used as a tool to compare risk and reward of cryptocurrencies with the funds. This indicator is modified to match the cryptocurrency’s characteristics and still have a narrative value. After this modification, it is used to calculate the risk and reward of the S&P 500, Allianz Global Artificial Intelligence, Binance Coin, Bitcoin, Cardano, Ethereum, Solana, Tether, USD Coin and XRP. The results show that the original range of the indicator is insufficient given the higher volatility of cryptocurrencies, which it is unable to reflect. Conversely, the adjusted indicator is already very good at calculating with higher volatility in cryptocurrencies and assigning them to a higher risk class.
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Algorithmization for decision support
Magda, Michal ; Budík, Jan (referee) ; Dostál, Petr (advisor)
The aim of this bachelor thesis is a strategy creation for bitcoin towards dollar (BTC/USD) on the MetaTrader5 (MT5) platform by utilizing programming language MQL5. The basis of the analysis is to import data from crypto-exchange into the MT5 platform, to program a special strategy based on technical indicators and to backtest the performance efficiency on the historical growth of the bitcoin value. Created solution provides a trading robot with simple access to the crucial parameters modification. Primal finding is the ability to predict the future value of bitcoin, evaluation and comparsion between the revenue and risk.
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Algorithmic Trading Using Artificial Neural Networks
Poláček, Samuel ; Beneš, Karel (referee) ; Szőke, Igor (advisor)
Algorithmic trading of many kinds of assets is not a new field at all. Domain of neural networks provides many tools, which are usefull in this field. This bachelor thesis discusses cryptocurrency trading algorithms using artificial neural network. In theoretical section of this thesis the basic theory and terms the stock market trading is based on is discussed. After the basic idea of cryptocurrencies is defined and used technical tools are introduced, the practical section starts. Sufficient configuration of neural network topology and hyperparameters values are obtained by many experiments. Subsequently after many experiments with indicators of technical analysis, acceptable neural network input configuration is obtained. Created neural network model combined with defined trading strategy generates profit.
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Forensic Analysis of Cryptocurrency Mining Servers
Kelečéni, Jakub ; Grégr, Matěj (referee) ; Veselý, Vladimír (advisor)
This thesis focuses on the mining of cryptocurrency with emphasis on analysis of communication between miner and server. It describes basic principles of cryptocurrencies, mining and employed communication protocols. The next part of thesis is about design and implement modification of existing system (catalogue). This modification will add temporality to the catalog, what increase reliability of stored metadata. Description, functionality and purpose of existing system is included in the next text.
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Processing of the Blockchain Employing IPFS
Múčka, Matúš ; Lichtner, Ondrej (referee) ; Veselý, Vladimír (advisor)
Cieľom tejto práce je navrhnúť platformu na spracovanie a preskúmavanie blockchainu vybraných kryptomien pri použití IPFS. Na riešenie tohoto problému bolo potrobné navrhnúť vlastný decentralizovaný a distribuovaný databázový systém, ktorý podporuje pokročilé dotazy. Vytvorené riešenie poskytuje prehľadné grafické užívateľské rozhranie, ktoré slúži na vizualizáciu dát a taktiež API, vďaka ktorému sa dá systém jednoducho napojiť na iné aplikácie. Prínosom tejto práce je nový pohľad na zpracovávanie blockchainu čo otvára nové možnosti v~jeho prehľadávaní.
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Cryptocurrency
Šelinga, Martin ; Komosný, Dan (referee) ; Zeman, Václav (advisor)
In this bachelor thesis are analyzed elementary cryptographical techniques which are used among others also in cryptocurrencies. In second part is analysis and detail description of most used cryptocurrencies. In last part is description of simple web application which will demonstrate function of cryptocurrencies.
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