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Securities lending is an important part of the financial market structure, where agent lenders help long term institutional investors to lend out their securities to short sellers in exchange for a lending fee. Agent lenders within the…

Trading and Market Microstructure · Quantitative Finance 2024-10-08 Jing Xu , Yung-Cheng Hsu , William Biscarri

Investigations of social influence in collective decision-making have become possible due to recent technologies and platforms that record interactions in far larger groups than could be studied before. Herding and its impact on…

Social and Information Networks · Computer Science 2023-06-29 Henry K. Dambanemuya , Johannes Wachs , Emőke-Ágnes Horvát

Large Language Models (LLMs) have transformed natural language processing, demonstrating impressive capabilities across diverse tasks. However, deploying these models introduces critical risks related to intellectual property violations and…

Cryptography and Security · Computer Science 2025-12-24 Kieu Dang , Phung Lai , NhatHai Phan , Yelong Shen , Ruoming Jin , Abdallah Khreishah , My T. Thai

The development of blockchain technologies has enabled the trustless execution of so-called smart contracts, i.e. programs that regulate the exchange of assets (e.g., cryptocurrency) between users. In a decentralized blockchain, the state…

Programming Languages · Computer Science 2020-04-28 Massimo Bartoletti , Letterio Galletta , Maurizio Murgia

A security policy specifies a security property as the maximal information flow. A distributed system composed of interacting processes implicitly defines an intransitive security policy by repudiating direct information flow between…

Cryptography and Security · Computer Science 2013-10-15 Jean Quilbeuf , Georgeta Igna , Denis Bytschkow , Harald Ruess

In decentralized cloud computing marketplaces, ensuring fair and efficient interactions among asset providers and end-users is crucial. A key concern is meeting agreed-upon service-level objectives like the service's reliability. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-26 Henry Mont , Matthieu Bettinger , Sonia Ben Mokhtar , Anthony Simonet-Boulogne

Decentralized applications are often composed of multiple interconnected smart contracts. This is especially evident in DeFi, where protocols are heavily intertwined and rely on a variety of basic building blocks such as tokens,…

Cryptography and Security · Computer Science 2025-05-27 Emily Priyadarshini , Massimo Bartoletti

Two-sided matching markets, environments in which two disjoint groups of agents seek to partner with one another, arise in several contexts. In static, centralized markets where agents know their preferences, standard algorithms can yield a…

Computer Science and Game Theory · Computer Science 2025-04-08 Vade Shah , Bryce L. Ferguson , Jason R. Marden

Trust management systems (TMS) are crucial for managing trust in distributed environments. The rise of decentralized systems and blockchain has sparked interest in credential-based decentralized trust management systems (DTMS). This paper…

Cryptography and Security · Computer Science 2026-02-10 Yanna Jiang , Haiyu Deng , Qin Wang , Guangsheng Yu , Xu Wang , Yilin Sai , Shiping Chen , Wei Ni , Ren Ping Liu

Big data and machine learning (ML) algorithms are key drivers of many fintech innovations. While it may be obvious that replacing humans with machine would increase efficiency, it is not clear whether and where machines can make better…

General Finance · Quantitative Finance 2020-08-11 Runshan Fu , Yan Huang , Param Vir Singh

Stablecoins have emerged as a rapidly growing digital payment instrument, raising the question of whether blockchain-based settlement can function as a substitute for incumbent card networks in retail payments. This Systematization of…

General Finance · Quantitative Finance 2026-01-05 Yuquan Li , Yuexin Xiang , Qin Wang , Tsz Hon Yuen , Andreas Deppeler , Jiangshan Yu

Distributed Ledger Technologies (DLTs) promise decentralization, transparency, and security, yet the reality often falls short due to fundamental governance flaws. Poorly designed governance frameworks leave these systems vulnerable to…

Cryptography and Security · Computer Science 2025-05-14 Aida Manzano Kharman , William Sanders

Cryptocurrency has seen an explosive growth in recent years, thanks to the evolvement of blockchain technology and its economic ecosystem. Besides Bitcoin, thousands of cryptocurrencies have been distributed on blockchains, while hundreds…

Cryptography and Security · Computer Science 2020-06-12 Ru Ji , Ningyu He , Lei Wu , Haoyu Wang , Guangdong Bai , Yao Guo

We investigate the behavior of liquidity providers (LPs) by modeling a decentralized cryptocurrency exchange (DEX) based on Uniswap v3. LPs with heterogeneous characteristics choose optimal liquidity positions subject to uncertainty…

Trading and Market Microstructure · Quantitative Finance 2024-04-16 Erhan Bayraktar , Asaf Cohen , April Nellis

Blockchain represents a technology for establishing a shared, immutable version of the truth between a network of participants that do not trust one another, and therefore has the potential to disrupt any financial or other industries that…

Computers and Society · Computer Science 2016-11-02 Marek Laskowski , Henry M. Kim

Decentralized Finance (DeFi) services are moving traditional financial operations to the Internet of Value (IOV) by exploiting smart contracts, distributed ledgers, and clever heterogeneous transactions among different protocols. The…

General Economics · Economics 2023-07-18 Teng Andrea Xu , Jiahua Xu

A decentralized application (dapp for short) refers to an application that is executed by multiple users over a decentralized network. In recent years, the number of dapp keeps fast growing, mainly due to the popularity of blockchain…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-14 Kaidong Wu

Machine learning algorithms are undoubtedly one of the most popular algorithms in recent years, and neural networks have demonstrated unprecedented precision. In daily life, different communities may have different user characteristics,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-24 Yang ChaoQun

Blockchains rely on economic incentives to ensure secure and decentralised operation, making incentive compatibility a core design concern. However, protocols are rarely deployed in isolation. Applications interact with the underlying…

Computer Science and Game Theory · Computer Science 2026-04-08 Zeta Avarikioti , Georg Fuchsbauer , Pim Keer , Matteo Maffei , Fabian Regen

Settings such as lending and policing can be modeled by a centralized agent allocating a resource (loans or police officers) amongst several groups, in order to maximize some objective (loans given that are repaid or criminals that are…

Machine Learning · Computer Science 2018-11-16 Hadi Elzayn , Shahin Jabbari , Christopher Jung , Michael Kearns , Seth Neel , Aaron Roth , Zachary Schutzman
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