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Distributed securities exchanges may become de facto fragmented if they span geographical regions with asymmetric computer infrastructure. First, we build an economic model of a decentralized exchange with two miner clusters, standing in…

Trading and Market Microstructure · Quantitative Finance 2019-11-07 Marius Zoican , Sorin Zoican

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…

Trading and Market Microstructure · Quantitative Finance 2015-01-13 Qinghua Li

Harmonic activation and transport (HAT) is a stochastic process that rearranges finite subsets of $\mathbb{Z}^d$, one element at a time. Given a finite set $U \subset \mathbb{Z}^d$ with at least two elements, HAT removes $x$ from $U$…

Probability · Mathematics 2023-08-24 Jacob Calvert

Information exchange is a crucial component of many real-world multi-agent systems. However, the communication between the agents involves two major challenges: the limited bandwidth, and the shared communication medium between the agents,…

Multiagent Systems · Computer Science 2021-02-18 Majid Raeis , S. Jamaloddin Golestani

As the distributed energy generation and storage technologies are becoming economically viable, energy trading is gradually becoming a profit making option for end-users. This trend is further supported by the regulators and the policy…

Optimization and Control · Mathematics 2016-11-17 I. Safak Bayram , Muhammad Z. Shakir , Mohamed Abdallah , Khalid Qaraqe

Horizontal agreements can fall within the scope of exemptions to antitrust competition if they are expected to create pro-consumer benefits. Inspired by such horizontal agreements, we introduce a cooperative game in which a set of transport…

Optimization and Control · Mathematics 2021-09-09 Loe Schlicher , Virginie Lurkin

An important virtue of distributed ledger technologies is their acclaimed higher level of decentralisation compared to traditional financial systems. Empirical literature, however, suggests that many systems tend towards centralisation as…

Cryptography and Security · Computer Science 2023-11-14 Lucas Amherd , Sheng-Nan Li , Claudio J. Tessone

Cross-chain swaps enable exchange of different assets that reside on different blockchains. Several protocols have been proposed for atomic cross-chain swaps. However, those protocols are not fault-tolerant, in the sense that if any party…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-15 Yingjie Xue , Di Jin , Maurice Herlihy

We prove that no fully transactional system can provide fast read transactions (including read-only ones that are considered the most frequent in practice). Specifically, to achieve fast read transactions, the system has to give up support…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-11 Diego Didona , Panagiota Fatourou , Rachid Guerraoui , Jingjing Wang , Willy Zwaenepoel

Distributed Ledger Technology (DLT) is promising to become the foundation of many decentralised systems. However, the unbalanced and unregulated network layout contributes to the inefficiency of DLT especially in the Internet of Things…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-22 Yibin Xu , Yangyu Huang

The work presents a solution for completely decentralized data management systems in geographically distributed environments with administratively unrelated or loosely related user groups and in conditions of partial or complete lack of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-21 Andrey Demichev , Alexander Kryukov

Content delivery networks store information distributed across multiple servers, so as to balance the load and avoid unrecoverable losses in case of node or disk failures. Coded caching has been shown to be a useful technique which can…

Information Theory · Computer Science 2016-11-22 Tianqiong Luo , Vaneet Aggarwal , Borja Peleato

Managing the transactions in real time distributed computing system is not easy, as it has heterogeneously networked computers to solve a single problem. If a transaction runs across some different sites, it may commit at some sites and may…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-07-15 Y. Jayanta Singh , Yumnam Somananda Singh , Ashok Gaikwad , S. C. Mehrotra

In this paper, a distributed convex optimization framework is developed for energy trading between islanded microgrids. More specifically, the problem consists of several islanded microgrids that exchange energy flows by means of an…

Optimization and Control · Mathematics 2015-04-14 David Gregoratti , Javier Matamoros

Most STM systems are poorly equipped to support libraries of concurrent data structures. One reason is that they typically detect conflicts by tracking transactions' read sets and write sets, an approach that often leads to false conflicts.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-27 Thomas D. Dickerson , Paul Gazzillo , Maurice Herlihy , Eric Koskinen

Cloud computing enables users (clients) to outsource large volume of their data to cloud servers. Secure distributed cloud storage schemes ensure that multiple servers store these data in a reliable and untampered fashion. We propose an…

Cryptography and Security · Computer Science 2018-06-05 Binanda Sengupta , Nishant Nikam , Sushmita Ruj , Srinivasan Narayanamurthy , Siddhartha Nandi

Many cryptographic protocols are intended to coordinate state changes among principals. Exchange protocols coordinate delivery of new values to the participants, e.g. additions to the set of values they possess. An exchange protocol is fair…

Cryptography and Security · Computer Science 2009-10-23 Joshua D. Guttman

We present here a cost effective framework for a robust scalable and distributed job processing system that adapts to the dynamic computing needs easily with efficient load balancing for heterogeneous systems. The design is such that each…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-07 Putti Srinivasrao , V. P. C. Rao , A. Govardhan , Ambika Prasad Mohanty

Weight-balanced and doubly stochastic digraphs are two classes of digraphs that play an essential role in a variety of cooperative control problems, including formation control, distributed averaging, and optimization. We refer to a digraph…

Optimization and Control · Mathematics 2011-10-19 Bahman Gharesifard , Jorge Cortes

Blockchain technologies are facing a scalability challenge, which must be overcome to guarantee a wider adoption of the technology. This scalability issue is due to the use of consensus algorithms to guarantee the total order of the chain…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-10 Margarita Capretto , Martín Ceresa , Antonio Fernández Anta , Antonio Russo , César Sánchez
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