报告时间：2023年12月22日(周五)10:00-11:00

报告地点：腾讯会议（会议ID：224-576-315）

报告嘉宾：Stephen Chan

报告主题：Empirical Analysis of Illicit Transactions in Blockchain Networks

报告摘要

Empirical Analysis of Illicit Transactions in Blockchain Networks

In the last 10 years, over 19 billion dollars has been stolen through breaches and fraud in blockchain networks, with Ethereum being one of the most targeted blockchain-based digital assets, accounting for 33.3% of all hacking and fraud cases. This talk aims to provide one of the first empirical analyses that explores the network of Ethereum transactions that are associated with real entities belonging to illicit categories. To examine the Ethereum network topology, we investigate a range of network measures and characteristics, for local network properties and global network properties. The network analysis reveals the nature of Ethereum users that use it for illicit transactions.

作者简介

Stephen Chan is an Associate Professor in the Department of Mathematics and Statistics at the American University of Sharjah (AUS), United Arab Emirates. Prior to joining AUS, he was a Postdoctoral Research Associate at the University of Manchester, UK where he was awarded the EPSRC Doctoral Prize Fellowship in 2016. He received his PhD in Mathematical Sciences at the University of Manchester. His main research areas include extreme value analysis and distribution theory in analyzing financial commodities data and cryptocurrency data. He co-developed and co-authored the R package, entitled 'VaRES', for computing value at risk and expected shortfall. He is also a co-author of the book “Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications”.