Related papers: Nine Challenges in Modern Algorithmic Trading and …
The prospect of collusive agreements being stabilized via the use of pricing algorithms is widely discussed by antitrust experts and economists. However, the literature is often lacking the perspective of computer scientists, and seems to…
The First Trading Agent Competition (TAC) was held from June 22nd to July 8th, 2000. TAC was designed to create a benchmark problem in the complex domain of e-marketplaces and to motivate researchers to apply unique approaches to a common…
Cryptocurrency trading increasingly depends on timely integration of heterogeneous web information and market microstructure signals to support short-horizon decision making under extreme volatility. However, existing trading systems…
Transaction processing systems underpin modern commerce, finance, and critical infrastructure, yet their security has never been studied across the full evolutionary arc of these systems. Over five decades, transaction processing has…
We present an online multi-task learning approach for adaptive nonlinear control, which we call Online Meta-Adaptive Control (OMAC). The goal is to control a nonlinear system subject to adversarial disturbance and unknown…
Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…
Agentic AI systems present both significant opportunities and novel risks due to their capacity for autonomous action, encompassing tasks such as code execution, internet interaction, and file modification. This poses considerable…
Exploring the socio-technical challenges confronting the adoption of AI in organisational settings is something that has so far been largely absent from the related literature. In particular, research into requirements for trustworthy AI…
Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…
Blockchain technology introduces asset types and custody mechanisms that fundamentally break traditional financial auditing paradigms. This paper presents an autoethnographic analysis of cryptoasset auditing challenges, build on top of…
Data has been increasingly recognized as a critical factor in the future economy. However, constructing an efficient data trading market faces challenges such as privacy breaches, data monopolies, and misuse. Despite numerous studies…
Algorithmic decision support is increasingly used in a whole array of different contexts and structures in various areas of society, influencing many people's lives. Its use raises questions, among others, about accountability, transparency…
The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…
Based on our previous work on truly concurrent process algebras APTC, we use it to verify the security protocols. This work (called Secure APTC, abbreviated SAPTC) have the following advantages in verifying security protocols: (1) It has a…
We present for the first time a complete solution to the problem of proving the correctness of a concurrency control algorithm for collaborative text editors against the standard consistency model. The success of our approach stems from the…
We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and…
We study various novel complexity measures for two-sided matching mechanisms, applied to the two canonical strategyproof matching mechanisms, Deferred Acceptance (DA) and Top Trading Cycles (TTC). Our metrics are designed to capture the…
Some established and also novel techniques in the field of applications of algorithmic (Kolmogorov) complexity currently co-exist for the first time and are here reviewed, ranging from dominant ones such as statistical lossless compression…
Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…
Brought into the public discourse through investigative work by journalists and scholars, awareness of algorithmic harms is at an all-time high. An increasing amount of research has been conducted under the banner of enhancing responsible…