Related papers: Profit lag and alternate network mining
Recently, the iterative approach named linear tabling has received considerable attention because of its simplicity, ease of implementation, and good space efficiency. Linear tabling is a framework from which different methods can be…
Making a payment in a privacy-aware payment channel network is achieved by trying several payment paths until one succeeds. With a large network, such as the Lightning Network, a completion of a single payment can take up to several…
We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…
We analyze an irreversible investment decision for a project which yields a flow of future operating profits given by a geometric Brownian motion with unknown drift. In contrast to similar optimal stopping problems with incomplete…
The maximum achievable capacity from source to destination in a network is limited by the min-cut max-flow bound; this serves as a converse limit. In practice, link capacities often fluctuate due to dynamic network conditions. In this work,…
We consider a conditional factor model for a multivariate portfolio of United States equities in the context of analysing a statistical arbitrage trading strategy. A state space framework underlies the factor model whereby asset returns are…
Algorithmic trading in modern financial markets is widely acknowledged to exhibit strategic, game-theoretic behaviors whose complexity can be difficult to model. A recent series of papers (Chriss, 2024b,c,a, 2025) has made progress in the…
Modern mainstream financial theory is underpinned by the efficient market hypothesis, which posits the rapid incorporation of relevant information into asset pricing. Limited prior studies in the operational research literature have…
We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…
A proof of work (PoW) blockchain protocol distributes rewards to its participants, called miners, according to their share of the total computational power. Sufficiently large miners can perform selfish mining - deviate from the protocol to…
Bitcoin is a decentralized crypto-currency, and an accompanying protocol, created in 2008. Bitcoin nodes continuously generate and propagate blocks---collections of newly approved transactions that are added to Bitcoin's ledger. Block…
A more general formulation of the linear bandit problem is considered to allow for dependencies over time. Specifically, it is assumed that there exists an unknown $\mathbb{R}^d$-valued stationary $\varphi$-mixing sequence of parameters…
Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…
Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…
The outage performance of wireless networks with unstructured network topologies is investigated. The network reliability perspective of graph theory is used to obtain the network outage polynomial of generalized wireless networks by…
Prediction markets provide a unique setting where event-level time series are directly tied to natural-language descriptions, yet discovering robust lead-lag relationships remains challenging due to spurious statistical correlations. We…
Motivated by the cost savings that can be obtained by sharing resources in a network context, we consider a stylized, yet representative model, for the coordination of maintenance and service logistics for a geographic network of assets.…
Bitcoin mining hardware acquisition requires strategic timing due to volatile markets, rapid technological obsolescence, and protocol-driven revenue cycles. Despite mining's evolution into a capital-intensive industry, there is little…
Personalized alignment aims to adapt large language models to heterogeneous user preferences, yet the precise theoretical conditions for its statistical efficiency have not been formally established. This paper characterizes the conditions…
This paper considers a Markov decision model for profit maximization of a cloud computing service provider catering to customers submitting jobs with firm real-time random deadlines. Customers are charged on a per-job basis, receiving a…