Related papers: Strategic Liquidity Provision in Uniswap v3

Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to a bounded leverage limit. To this end, we formulate an…

This paper studies the efficiency of battery storage operations in electricity markets by comparing the social welfare gain achieved by a central planner to that of a decentralized profit-maximizing operator. The problem is formulated in a…

We consider the problem of power allocation over a time-varying channel with unknown distribution in energy harvesting communication systems. In this problem, the transmitter has to choose the transmit power based on the amount of stored…

We consider the problem of load balancing in parallel queues by transferring customers between them at discrete points in time. Holding costs accrue as customers wait in the queue, while transfer decisions incur both fixed (setup) costs and…

In this research, we develop a trading strategy for the discrete-time optimal liquidation problem of large order trading with different market microstructures in an illiquid market. In this framework, the flow of orders can be viewed as a…

In this paper, we propose an efficient algorithm for the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network…

Virtualization technology facilitates a dynamic, demand-driven allocation and migration of servers. This paper studies how the flexibility offered by network virtualization can be used to improve Quality-of-Service parameters such as…

We consider a spatially distributed demand for electrical vehicle recharging, that must be covered by a fixed set of charging stations. Arriving EVs receive feedback on transport times to each station, and waiting times at congested ones,…

Flexible load at the demand-side has been regarded as an effective measure to cope with volatile distributed renewable generations. To unlock the demand-side flexibility, this paper proposes a peer-to-peer energy sharing mechanism that…

This paper studies four trading algorithms of a professional trader at a multilateral trading facility, observing a realistic two-sided limit order book whose dynamics are driven by the order book events. The identity of the trader can be…

Automated marker makers (AMMs) are a class of decentralized exchanges that enable the automated trading of digital assets. They accept deposits of digital tokens from liquidity providers (LPs); tokens can be used by traders to execute…

To address the issue that Lagrangian dual function based algorithms cannot guarantee convergence and global optimality for decentralized multi-area security constrained unit commitment (M-SCUC) problems, a novel decomposition and…

Distribution locational marginal pricing (DLMP) can adversely affect users in a grid-constrained transactive distribution system market (DSM) that are at a distance away from the substation, requiring longer paths to connect to the…

Modern Graphics Processing Unit (GPU)-backed services must satisfy strict latency service-level objectives (SLOs) while controlling spare-capacity cost. In multi-tenant GPU cloud platforms, this trade-off is inherently dynamic because…

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

In vanilla federated learning (FL) such as FedAvg, the parameter server (PS) and multiple distributed clients can form a typical buyer's market, where the number of PS/buyers of FL services is far less than the number of clients/sellers. In…

Decentralized exchanges are widely used platforms for trading crypto assets. The most common types work with automated market makers (AMM), allowing traders to exchange assets without needing to find matching counterparties. Thereby,…

Electricity cost is a dominant and rapidly growing expense in data centers. Unfortunately, much of the consumed energy is wasted because servers are idle for extended periods of time. We study a capacity management problem that dynamically…

We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…

Decentralized exchanges are revolutionizing finance. With their ever-growing increase in popularity, a natural question that begs to be asked is: how efficient are these new markets? We find that nearly 30% of analyzed trades are executed…