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The openness and transparency of Ethereum transaction data make it easy to be exploited by any entities, executing malicious attacks. The sandwich attack manipulates the Automated Market Maker (AMM) mechanism, profiting from manipulating…
Recent changes in the fuel mix for electricity generation and, in particular, the increase in Gas-Fueled Power Plants (GFPP), have created significant interdependencies between the electrical power and natural gas transmission systems.…
Despite numerous research efforts in applying deep learning to time series forecasting, achieving high accuracy in multi-step predictions for volatile time series like crude oil prices remains a significant challenge. Moreover, most…
Over the last few years there has been a growing interest in using financial trading networks to understand the microstructure of financial markets. Most of the methodologies developed so far for this purpose have been based on the study of…
Ethereum block builders run sealed auctions among searchers, but nothing in the protocol forces a builder to honor the auction outcome after observing submitted bundles. This paper studies the commitment problem. We model a builder who…
Cryptocurrency miners have great latitude in deciding which transactions they accept, including their own, and the order in which they accept them. Ethereum miners in particular use this flexibility to collect MEV-Miner Extractable Value-by…
Peer prediction mechanisms are often adopted to elicit truthful contributions from crowd workers when no ground-truth verification is available. Recently, mechanisms of this type have been developed to incentivize effort exertion, in…
Ethereum, as a representative of Web3, adopts a novel framework called Proposer Builder Separation (PBS) to prevent the centralization of block profits in the hands of institutional Ethereum stakers. Introducing builders to generate blocks…
Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…
This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…
The interdependency of power systems and natural gas systems is being reinforced by the emerging power-to-gas facilities (PtGs), and the existing gas-fired generators. To jointly improve the efficiency and security under diverse…
A smart grid is an important application in Industry 4.0 with a lot of new technologies and equipment working together. Hence, sensitive data stored in the smart grid is vulnerable to malicious modification and theft. This paper proposes a…
We study the economics of the Ethereum improvement proposal 4844 and its effect on rollups' data posting strategies. Rollups' cost consists of two parts: data posting and delay. In the new proposal, the data posting cost corresponds to a…
Blockchains have popularized automated market makers (AMMs). An AMM exchange is an application running on a blockchain which maintains a pool of crypto-assets and automatically trades assets with users governed by some pricing function that…
We examine the problem of modeling and forecasting European Day-Ahead and Month-Ahead natural gas prices. For this, we propose two distinct probabilistic models that can be utilized in risk- and portfolio management. We use daily pricing…
In order to have transactions executed and recorded on blockchains such as the Ethereum Mainnet, fees expressed in crypto-currency units of the blockchain must be paid. One can buy crypto-currency called Ether of the Ethereum blockchain…
In recent years, the accuracy of gaze estimation techniques has gradually improved, but existing methods often rely on large datasets or large models to improve performance, which leads to high demands on computational resources. In terms…
Feeding external data to a blockchain, a.k.a. data feed, is an essential task to enable blockchain interoperability and support emerging cross-domain applications, notably stablecoins. Given the data-intensive feeds in real life (e.g.,…
P2P trading of energy can be a good alternative to incentivize distributed non-conventional energy production and meet the burgeoning energy demand. For efficient P2P trading, a free market for trading needs to be established while ensuring…
Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…