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The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their set of optimal solutions. Motivated by the recent advances…

Computational Finance · Quantitative Finance 2021-04-13 Zheng Gong , Carmine Ventre , John O'Hara

Decentralized exchanges (DEXes) have introduced an innovative trading mechanism, where it is not necessary to match buy-orders and sell-orders to execute a trade. DEXes execute each trade individually, and the exchange rate is automatically…

Computational Finance · Quantitative Finance 2021-10-12 Lioba Heimbach , Ye Wang , Roger Wattenhofer

The paper underscores how decentralization in sports betting addresses the drawbacks of traditional centralized platforms, ensuring transparency, security, and lower fees. Non-custodial solutions empower bettors with ownership of funds,…

Computers and Society · Computer Science 2023-09-25 Daniel Jiwoong Im , Alexander Kondratskiy , Vincent Harvey , Hsuan-Wei Fu

We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…

Cryptography and Security · Computer Science 2017-03-09 Iddo Bentov , Alex Mizrahi , Meni Rosenfeld

The question of pricing and hedging a given contingent claim has a unique solution in a complete market framework. When some incompleteness is introduced, the problem becomes however more difficult. Several approaches have been adopted in…

Probability · Mathematics 2007-08-08 Pauline Barrieu , Nicole El Karoui

Decentralized exchanges (DEXes) have evolved dramatically since the introduction of Automated Market Makers (AMMs). In recent years, solver-based protocols have emerged as an alternative venue aiming to introduce competition for routing,…

Computational Engineering, Finance, and Science · Computer Science 2025-05-08 Yuki Yuminaga , Dex Chen , Danning Sui

We investigate the problem of pricing and hedging derivatives of Electricity Futures contract when the underlying asset is not available. We propose to use a cross hedging strategy based on the Futures contract covering the larger delivery…

Pricing of Securities · Quantitative Finance 2014-02-03 Adrien Nguyen Huu , Nadia Oudjane

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

Hyperdrive is a protocol designed to facilitate the trading of fixed and variable rate assets. The protocol's unique pricing model consolidates liquidity into a single pool which addresses the challenges of fragmented liquidity across…

Computer Science and Game Theory · Computer Science 2024-05-24 Jonny Rhea , Alex Towle , Mihai Cosma

The increasing penetration of renewable energy resources has transformed the energy system from traditional hierarchical energy delivery paradigm to a distributed structure. Such development is accompanied with continuous liberalization in…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Varsha Behrunani , Hanmin Cai , Philipp Heer , Roy S. Smith , John Lygeros

Distributed Ledger Technologies (DLT) and Decentralized File Storages (DFS) are becoming increasingly used to create common, decentralized and trustless infrastructures where participants interact and collaborate in Peer-to-Peer…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-13 Mirko Zichichi , Luca Serena , Stefano Ferretti , Gabriele D'Angelo

This paper introduces a novel concept for addressing non-convexity in the cost functions of distributed economic model predictive control (DEMPC) systems. Specifically, the proposed algorithm enables agents to self-organize into a hierarchy…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Ali C. Kheirabadi , Ryozo Nagamune

Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our work is to understand how the HMMs describe different…

Machine Learning · Statistics 2016-05-09 Sara Rebagliati , Emanuela Sasso , Samuele Soraggi

We propose a new `hedged' Monte-Carlo (HMC) method to price financial derivatives, which allows to determine simultaneously the optimal hedge. The inclusion of the optimal hedging strategy allows one to reduce the financial risk associated…

Condensed Matter · Physics 2007-05-23 Marc Potters , Jean-Philippe Bouchaud , Dragan Sestovic

Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…

Trading and Market Microstructure · Quantitative Finance 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

The emerging edge computing paradigm promises to deliver superior user experience and enable a wide range of Internet of Things (IoT) applications. In this work, we propose a new market-based framework for efficiently allocating resources…

Computer Science and Game Theory · Computer Science 2018-05-09 Duong Tung Nguyen , Long Bao Le , Vijay Bhargava

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

Statistical Finance · Quantitative Finance 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

The rapid advancements in artificial intelligence, big data analytics, and cloud computing have precipitated an unprecedented demand for computational resources. However, the current landscape of computational resource allocation is…

Computational Engineering, Finance, and Science · Computer Science 2024-07-04 Jesper Kristensen , David Wender , Carl Anthony

Decentralized Exchanges (DEXs) are now a significant component of the financial world where billions of dollars are traded daily. Differently from traditional markets, which are typically based on Limit Order Books, DEXs typically work as…

Trading and Market Microstructure · Quantitative Finance 2025-10-28 Daniele Maria Di Nosse , Federico Gatta , Fabrizio Lillo , Sebastian Jaimungal