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Related papers: The Adoption of Blockchain-based Decentralized Exc…

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The convergence of blockchain and artificial intelligence (AI) has led to the emergence of AI-based tokens, which are cryptographic assets designed to power decentralized AI platforms and services. This paper provides a comprehensive review…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-12 Rischan Mafrur

This paper introduces peer to peer (P2P) trading mechanisms based on decentralized Blockchain to facilitate retail electricity market for ever-increasing distributed energy resources (DERs). The Blockchain network supports fast and secure…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Masoud H. Nazari , Antar Kumar Biswas

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

Passive liquidity providers (LPs) in automated market makers (AMMs) face losses due to adverse selection (LVR), which static trading fees often fail to offset in practice. We study the key determinants of LP profitability in a dynamic…

Trading and Market Microstructure · Quantitative Finance 2025-08-12 Steven Campbell , Philippe Bergault , Jason Milionis , Marcel Nutz

We develop a new type of automated market maker (AMM) that helps to maintain stability and long-term viability in a stablecoin. This primary market AMM (P-AMM) is an autonomous mechanism for pricing minting and redemption of stablecoins in…

Cryptography and Security · Computer Science 2022-12-26 Ariah Klages-Mundt , Steffen Schuldenzucker

This paper studies the optimal transaction fee mechanisms for blockchains, focusing on the distinction between price-based ($\mathcal{P}$) and quantity-based ($\mathcal{Q}$) controls. By analyzing factors such as demand uncertainty,…

General Economics · Economics 2025-02-26 Abdoulaye Ndiaye

The first generation of blockchain focused on digital currencies and secure storage, management and transfer of tokenized values. Thereafter, the focus has been shifting from currencies to a broader application space. In this paper, we…

Cryptography and Security · Computer Science 2021-03-23 Andrea Merlina , Roman Vitenberg , Vinay Setty

Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…

Computer Science and Game Theory · Computer Science 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov

Blockchain is a technology that provides a distributed ledger that stores previous records while maintaining consistency and security. Bitcoin is the first and largest decentralized electronic cryptographic system that uses blockchain…

Cryptography and Security · Computer Science 2021-11-05 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

The set of distributed ledger architectures known as blockchain is best known for cryptocurrency applications such as Bitcoin and Ethereum. These permissionless block chains are showing the potential to be disruptive to the financial…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-31 Sara Rouhani , Luke Butterworth , Adam D. Simmons , Darryl G. Humphery , Ralph Deters

This work presents the design and implementation of a blockchain system that enables the trustable transactive energy management for distributed energy resources (DERs). We model the interactions among DERs, including energy trading and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-07 Qing Yang , Hao Wang , Xiaoxiao Wu , Taotao Wang , Shengli Zhang

As the number of decentralized applications and users on Ethereum grows, the ability of the blockchain to efficiently handle a growing number of transactions becomes increasingly strained. Ethereums current execution model relies heavily on…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-03 Souradeep Das , Konpat Preechakul , Jonas Bäumer , Riddhi Patel , Jefferson Jinchuan Li

The incentive-compatibility properties of blockchain transaction fee mechanisms have been investigated with *passive* block producers that are motivated purely by the net rewards earned at the consensus layer. This paper introduces a model…

Computer Science and Game Theory · Computer Science 2023-10-04 Maryam Bahrani , Pranav Garimidi , Tim Roughgarden

This paper examines how various categories of Ethereum stakers respond to changes in the consensus issuance schedule, and the potential impact of such changes on the composition of the staking market. To this end, we have develop and…

General Economics · Economics 2025-07-22 Juan Beccuti , Thunj Chantramonklasri , Matthias Hafner , Nicolas Oderbolz

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

Cryptography and Security · Computer Science 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

Constant function market makers (CFMMs) are the most popular type of decentralized trading venue for cryptocurrency tokens. In this paper, we give a very general geometric framework (or 'axioms') which encompass and generalize many of the…

Optimization and Control · Mathematics 2023-08-17 Guillermo Angeris , Tarun Chitra , Theo Diamandis , Alex Evans , Kshitij Kulkarni

Maximal Extractable Value (MEV) is value extractable by temporary monopoly power commonly found in decentralized systems. This extraction stems from a lack of user privacy upon transaction submission and the ability of a monopolist…

Computer Science and Game Theory · Computer Science 2023-09-26 Tarun Chitra

Price benchmarks are used to incorporate market price trends into contracts, but their use can create opportunities for manipulation by parties involved in the contract. This paper examines this issue using a realistic and tractable model…

Trading and Market Microstructure · Quantitative Finance 2025-06-30 Ángel Hernando-Veciana

In a decentralized environment, exchanging resources requires users to bargain until an agreement is found. Moreover, human agreements involve a combination of collaborative and selfish behavior and often induce circularity, complicating…

Cryptography and Security · Computer Science 2022-07-26 Lorenzo Ceragioli , Letterio Galletta , Pierpaolo Degano , Luca Viganò

In this paper, we will consider a governance token pricing algorithm that conducts liquidity operations on AMM (CPMM) DEXs (automated market maker decentralized exchanges) with liquidity that belongs to a decentralized autonomous…

Cryptography and Security · Computer Science 2022-03-18 Aleksei Pupyshev , Ilya Sapranidi , Shamil Khalilov