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We introduce a micro-velocity framework for analysing the on-chain circulation of Lidos liquid-staking tokens, stETH, and its wrapped ERC-20 form, wstETH. By reconstructing full transfer and share-based accounting histories, we compute…
Securing necessary resources for edge computing processes via effective resource trading becomes a critical technique in supporting computation-intensive mobile applications. Conventional onsite spot trading could facilitate this paradigm…
Load-serving entities which procure electricity from the wholesale electricity market to service end-users face significant quantity and price risks due to the volatile nature of electricity demand and quasi-fixed residential tariffs at…
With the increasing use of renewable generation in power systems, responsive resources will be necessary to support primary frequency control in future low-inertia/under-damped power systems. Flexible loads can provide fast-frequency…
Recent increase in energy prices has led researchers to find better ways for capacity provisioning in data centers to reduce energy wastage due to the variation in workload. This paper explores the opportunity for cost saving utilizing the…
We consider an optimal trading problem over a finite period of time during which an investor has access to both a standard exchange and a dark pool. We take the exchange to be an order-driven market and propose a continuous-time setup for…
Decentralized Exchanges (DEXs) are pivotal applications in the Decentralized Finance (DeFi) landscape, aiming to facilitate trustless cryptocurrency trading by relying on smart contracts and blockchain networks. The developments in the DEXs…
We describe a new public-domain open-source simulator of an electronic financial exchange, and of the traders that interact with the exchange, which is a truly distributed and cloud-native system that been designed to run on widely…
We study pricing mechanisms for low-latency payload delivery in settings where participant rewards depend on the time required to reconstruct a payload. In such environments, the decoding time distribution determines deadline-meeting…
We study Just-in-time (JIT) liquidity provision in blockchain-based decentralized exchanges. A JIT liquidity provider (LP) monitors pending swap orders in public mempools of blockchains to sandwich orders of their choice with liquidity,…
Quick network address translation (NAT) is proposed to improve the network performance of the NAT system on the commodity server by three ways. First, the quick NAT search algorithm is designed to use the Hash search instead of the…
Static transmission line ratings may lead to underutilization of line capacity due to overly conservative assumptions. Grid-enhancing technologies (GETs) such as dynamic line ratings (DLRs), which adjust line capacity based on real-time…
We investigate the problem of pricing and hedging derivatives of Electricity Futures contract when the underlying asset is not available. We propose to use a cross hedging strategy based on the Futures contract covering the larger delivery…
To support reliable and low-latency communication, Time-Sensitive Networking introduced protocols and interfaces for resource allocation in Ethernet. However, the implementation of these allocation algorithms has not yet been covered by the…
A multi-hop relay channel with multiple antenna terminals in a quasi-static slow fading environment is considered. For both full-duplex and half-duplex relays the fundamental diversity-multiplexing tradeoff (DMT) is analyzed. It is shown…
The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the same blockchain, incurring unnecessary network and block-space…
In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…
Decentralized Exchanges (DEXs) are one of the most important infrastructures in the world of Decentralized Finance (DeFi) and are generally considered more reliable than centralized exchanges (CEXs). However, some well-known decentralized…
A technique for on-line estimation of spot volatility for high-frequency data is developed. The algorithm works directly on the transaction data and updates the volatility estimate immediately after the occurrence of a new transaction.…
Blockchain enables peer-to-peer transactions in cyberspace without a trusted third party. The rapid growth of Ethereum and smart contract blockchains generally calls for well-designed Transaction Fee Mechanisms (TFMs) to allocate limited…