請用此 Handle URI 來引用此文件:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/67409
完整後設資料紀錄
DC 欄位 | 值 | 語言 |
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dc.contributor.advisor | 廖世偉(Shih-Wei, Liao) | |
dc.contributor.author | Po-An Lin | en |
dc.contributor.author | 林柏安 | zh_TW |
dc.date.accessioned | 2021-06-17T01:31:03Z | - |
dc.date.available | 2022-08-04 | |
dc.date.copyright | 2017-08-04 | |
dc.date.issued | 2017 | |
dc.date.submitted | 2017-08-03 | |
dc.identifier.citation | G. D. a. S. Meiklejohn, 'Centrally Banked Cryptocurrencies,' 2016. [Online]. Available: http://www0.cs.ucl.ac.uk/staff/G.Danezis/papers/ndss16currencies.pdf.
S. Nakamoto, 'Bitcoin: A Peer-to-Peer Electronic Cash System,' May 2009. [Online]. Available: https://bitcoin.org/bitcoin.pdf . V. Buterin, 'Ethereum whitepaper: A Next-Generation Smart Contract and Decentralized Application Platform.,' 2013. [Online]. Available: https://github.com/ethereum/wiki/wiki/White-Paper . E. B.-S. e. al, 'Zerocash: Decentralized Anonymous Payments from Bitcoin (extended version),' [Online]. Available: http://zerocash-project.org/media/pdf/zerocash-extended-20140518.pdf . M. Hearn, 'Corda: A distributed ledger.,' 2016. [Online]. Available: https://docs.corda.net/_static/corda-technical-whitepaper.pdf. Gcoin foundation, 'Gcoin white paper,' [Online]. Available: https://github.com/OpenNetworking/gcoin-community/wiki/Gcoin-white-paper-English . 'Hyperledger whitepaper,' [Online]. Available: Retrieved from https://docs.google.com/document/u/1/d/1Z4M_qwILLRehPbVRUsJ3OF8Iir-gqS-ZYe7W-LE9gnE/pub. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/67409 | - |
dc.description.abstract | 隨著區塊鏈技術的興起導入區塊鏈於金融交易變成金融科技裡很重要的題目之一。本研究係以票交所底下的ACH業務媒體交換業務為標的,導入區塊鏈系統。基於央行利用區塊鏈系統發行數位貨幣的前提假設下,研究新技術所帶來的系統、流程、業務模式之改變和與現行系統之比較分析。並藉由導入區塊鏈系統於票交所ACH業務之研究,試圖了解區塊鏈應用於金融交易時所可能面臨之困難與挑戰。
在本研究過程發展出兩種設計架構,分別為:使用Gcoin原生區塊鏈金流系統的交易即清算架構(設計架構一),和利用智能合約將清算和隱私進一步優化的混合清算架構(設計架構二)。以這兩種架構開發概念驗證之系統雛型,導入ACH歷史交易資料進行研究。並在最後提出現行業務與兩個設計架構的比較、導入區塊鏈系統之可行性分析以及若導入區塊鏈後票交所的營運模式之轉換建議。 導入區塊鏈後,原先需要T+1日才能完成清算的交易,變成可以在T日內即時完成。 並且交易帳本之安全性因為區塊鏈之不可篡改性而提升保障,系統在部分功能亦能提升至拜占庭容錯。然而,本研究亦發現,導入區塊鏈於ACH業務亦有一些問題:效率、隱私與導入區塊鏈之必要性。因區塊鏈之特性,對於交易需要較多的驗證,且為分散式系統,交易處理速度上較一般中心化系統慢。而交易隱私與速度亦有取捨,所以當需要有較好的隱私保障時,交易速度又會進一步下降。最後,本研究僅導入區塊鏈於單一業務與單一中心之系統,似乎較難發揮區塊鏈之優點,若有跨業務或多中心之應用場景,似乎是較適合區塊鏈應用之領域。 | zh_TW |
dc.description.abstract | With cryptocurrency attracting the crowd’s attention, the underlying technology — blockchain has become one of the hottest topic in fintech field. This research focuses on introducing blockchain into the “Automated Clearing House (ACH)” business of Taiwan Clearing House (TCH), aiming to design an ACH blockchain system and to implement a POC (proof of concept) of it. Under the premise that the central bank would issue digital currency into blockchain system, the research should show what and how would introducing blockchain technology into ACH system change the current ACH business and system design. Meanwhile, with the research of introducing blockchain into ACH system, we hope to get a clearer picture of the benefits and concerns of using blockchain in financial transactions.
Two architecture are designed and developed during the research, with one using Gcoin tokens to handle near real time gross settlement (architecture 1) and the other using smart contract to improve privacy and to realize hybrid settlement model (architecture 2). To proof both architectures’ designs, historical ACH data are settled into the POC system, ensuring the system could transfer the original transaction format data into blockchain transactions. In the end, comparisons of models (including current ACH model and two research models), analysis on feasibility of ACH blockchain, and suggestions on role changes of Taiwan Clearing House are shown as main results of the research. Current ACH system settles transactions at T+1 day. Under the design of this research, it can be done within T day, enabling faster settlement which takes only around few minutes (for blockchain confirmation) for each transaction. Meanwhile, with blockchain consensus, some part of the system can tolerate byzantine failure. However, there remains several issues about introducing blockchain into ACH system: efficiency, privacy, and essentiality. Due to the nature of blockchain consensus, the system would not be as efficient as a centralized system when handling an abundance of transactions. The TPS (transactions per second) is usually slower than a centralized design. Secondly, blockchain shares all data around all nodes in the network, making privacy an issue of blockchain. Though one of our architecture design handles this with hybrid encryption, the overhead of the encryption further decreases the TPS of the system. Finally, it is doubted that is it essential to apply blockchain to a single business. It is hard to show the real value of blockchain under single business, such as being the trust platform. A scenario with multiple business sharing a blockchain platform might shines more light on value of blockchain and gain the essentiality of introducing blockchain into the system. | en |
dc.description.provenance | Made available in DSpace on 2021-06-17T01:31:03Z (GMT). No. of bitstreams: 1 ntu-106-R04944028-1.pdf: 9051465 bytes, checksum: 882611a17e1b196ef0da74f28daf01b9 (MD5) Previous issue date: 2017 | en |
dc.description.tableofcontents | 致謝 1
摘要 2 Abstract 3 目錄 5 表目錄 9 第1章 前言 10 第2章 文獻探討 11 2.1 比特幣 11 2.2 以太坊 13 2.3 零幣 14 2.4 Corda 16 第3章 票交所ACH業務 17 3.1 ACH批次代收電腦作業流程 18 3.2 ACH批次代付電腦作業流程 19 第4章 Gcoin [6]介紹 21 4.1 Gcoin聯盟式架構設計 21 4.2 Gcoin角色介紹 22 第5章 設計架構 23 5.1 設計架構前提 24 5.1.1 作業流程改進 24 5.1.2 金流(央行數位貨幣) 25 5.2 系統架構 27 5.3 公私鑰與身份認證 29 5.4 設計架構一:區塊鏈交易即清算 30 5.4.1 成員角色 31 5.4.2 業務作業流程 32 5.5 設計架構二:智能合約混合清算 35 5.5.1 智能合約的導入 36 5.5.2 智能合約實作 39 5.5.3 成員角色 40 5.5.4 業務作業流程 41 第6章 導入歷史資料之實驗 45 6.1 實驗目的與方法 45 6.2 實驗環境 46 6.3 實驗限制 46 6.3 實驗結果 47 6.3.1 架構一vs架構二 48 6.3.2 單筆vs 小批次(以架構一為基礎) 48 第7章 研究結果與討論 48 7.1 現行 ACH 作業與導入區塊鏈之比較優缺點分析 48 7.1.1 自動化程度 48 7.1.2 安全性比較 49 7.1.3 效率性比較 49 7.1.4 去中心化營運模式 50 7.2 可行性分析 52 7.2.1 技術面 52 7.2.2 業務面 54 7.2.2.1 去中心化之可行性 55 7.2.2.2 其他業務架構可行性 56 7.3 必要性分析 56 第8章 總結 57 8.1 結論 57 8.2 展望 59 8.2.1 區塊鏈交易速度提升 59 8.2.2 導入多個金融業務於同一區塊鏈系統中 59 8.2.3 可跨國清算之區塊鏈系統 59 8.2.4 研究信用機制於區塊鏈系統 60 參考文獻 60 | |
dc.language.iso | zh-TW | |
dc.title | 導入區塊鏈於票交所ACH業務系統 | zh_TW |
dc.title | Design and Implementation of ACH Blockchain | en |
dc.type | Thesis | |
dc.date.schoolyear | 105-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 孔祥重,蕭景燈,黃之浩,葉羅堯 | |
dc.subject.keyword | 區塊鏈,票交所, | zh_TW |
dc.subject.keyword | blockchain,auto clearing house,ACH, | en |
dc.relation.page | 61 | |
dc.identifier.doi | 10.6342/NTU201702395 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2017-08-03 | |
dc.contributor.author-college | 電機資訊學院 | zh_TW |
dc.contributor.author-dept | 資訊網路與多媒體研究所 | zh_TW |
顯示於系所單位: | 資訊網路與多媒體研究所 |
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