Related papers: A Cloud-Native Globally Distributed Financial Exch…
Both in the design and deployment of blockchain solutions many performance-impacting configuration choices need to be made. We introduce BlockSim, a framework and software tool to build and simulate discrete-event dynamic systems models for…
For different factors/reasons, ranging from inherent characteristics and features providing decentralization, enhanced privacy, ease of transactions, etc., to implied external hardships in enforcing regulations, contradictions in data…
Research on data confidentiality, integrity and availability is gaining momentum in the ICT community, due to the intrinsically insecure nature of the Internet. While many distributed systems and services are now based on secure…
Developing business-logic-rich microservices requires navigating complex trade-offs between data consistency and distributed coordination. Although patterns like Sagas and Transactional Causal Consistency (TCC) provide mechanisms to manage…
With the rapid increasing of data scale, in-database analytics and learning has become one of the most studied topics in data science community, because of its significance on reducing the gap between the management and the analytics of…
We describe three independent implementations of a new agent-based model (ABM) that simulates a contemporary sports-betting exchange, such as those offered commercially by companies including Betfair, Smarkets, and Betdaq. The motivation…
Decentralised exchanges (DEXs) have transformed trading by enabling trustless, permissionless transactions, yet they face significant challenges such as impermanent loss and slippage, which undermine profitability for liquidity providers…
We introduce a tensor network based emulator, simulating a programmable analog quantum processing unit (QPU). The software package is fully integrated in a cloud platform providing a common interface for executing jobs on a HPC cluster as…
Financial markets are complex systems characterized by high statistical noise, nonlinearity, volatility, and constant evolution. Thus, modeling them is extremely hard. Here, we address the task of generating realistic and responsive Limit…
Cryptocurrency has been extensively studied as a decentralized financial technology built on blockchain. However, there is a lack of understanding of user experience with cryptocurrency exchanges, the main means for novice users to interact…
Serverless computing is gaining traction as an attractive model for the deployment of a multitude of workloads in the cloud. Designing and building effective resource management solutions for any computing environment requires extensive…
Graphical simulations are a cornerstone of modern media and films. But existing software packages are designed to run on HPC nodes, and perform poorly in the computing cloud. These simulations have complex data access patterns over complex…
Cloud-native applications are increasingly becoming popular in modern software design. Employing a microservice-based architecture into these applications is a prevalent strategy that enhances system availability and flexibility. However,…
High performance computing data is surging fast into the exabyte-scale world, where tape libraries are the main platform for long-term durable data storage besides high-cost DNA. Tape libraries are extremely hard to model, but accurate…
In this paper, we analyze traders' behavior within both centralized exchanges (CEXs) and decentralized exchanges (DEXs), focusing on the volatility of Bitcoin prices and the trading activity of investors engaged in perpetual future…
Cloud Computing (CC) is a model for enabling on-demand access to a shared pool of configurable computing resources. Testing and evaluating the performance of the cloud environment for allocating, provisioning, scheduling, and data…
Blockchain, which is a technology for distributedly managing ledger information over multiple nodes without a centralized system, has elicited increasing attention. Performing experiments on actual blockchains are difficult because a large…
SPEEDEX is a decentralized exchange (DEX) that lets participants securely trade assets without giving any single party undue control over the market. SPEEDEX offers several advantages over prior DEXes. It achieves high throughput -- over…
Derivative hedging and pricing are important and continuously studied topics in financial markets. Recently, deep hedging has been proposed as a promising approach that uses deep learning to approximate the optimal hedging strategy and can…
Blockchain has attracted much attention from both academia and industry since emerging in 2008. Due to the inconvenience of the deployment of large-scale blockchains, blockchain simulators are used to facilitate blockchain design and…