Related papers: Pathway: a protocol for algorithmic pricing of a D…
Transfer-based anti-money laundering (AML) systems monitor token flows through transaction-graph abstractions, implicitly assuming that economically meaningful value migration is sufficiently encoded in transfer-layer connectivity. In this…
Decentralized Finance (DeFi) has revolutionized financial markets by enabling complex asset-exchange protocols without trusted intermediaries. Automated Market Makers (AMMs) are a central component of DeFi, providing the core functionality…
In this paper, we present a pricing mechanism that aligns incentives of agents who exchange resources on a decentralized ledger with the goal of maximizing transaction throughput. Subdividing a blockchain ledger into shards promises to…
A central challenge in blockchain tokenomics is aligning short-term performance incentives with long-term decentralization goals. We propose a framework for algorithmic monetary policies that navigates this tradeoff in repeated…
This paper introduces a structured approach to improving decision making in Decentralized Autonomous Organizations (DAO) through the integration of the Question-Option-Criteria (QOC) model and AI agents. We outline a stepwise governance…
This paper focus on pricing exchange option based on copulas by MCMC algorithm. Initially, we introduce the methodologies concerned about risk-netural pricing, copulas and MCMC algorithm. After the basic knowledge, we compare the option…
In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given…
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…
The Dependent Chip Model (DCM) is proposed as an alternative to the Independent Chip Model (ICM) usually employed in poker tournament negotiations. DCM constitutes a recursive exploration of a multiplayer Texas hold'em poker game tree…
Decentralized autonomous organizations (DAOs) are a recent innovation in organizational structures, which are already widely used in the blockchain ecosystem. We empirically study the on-chain governance systems of 21 DAOs and open source…
An increasing number of DeFi protocols are gaining popularity, facilitating transactions among multiple anonymous users. State Manipulation is one of the notorious attacks in DeFi smart contracts, with price variable being the most commonly…
We describe a novel framework for discrete choice modeling and price optimization for settings where scheduled service options (often hierarchical) are offered to customers, which is applicable across many businesses including some within…
The proliferation of Large Language Models (LLMs) has established LLM routing as a standard service delivery mechanism, where users select models based on cost, Quality of Service (QoS), among other things. However, optimal pricing in LLM…
This paper develops a rigorous mathematical framework for analyzing Concentrated Liquidity Market Makers (CLMMs) in Decentralized Finance (DeFi) within a continuous-time setting. We model the evolution of liquidity profiles as…
This paper introduces a model for coordinating prosumers with heterogeneous distributed energy resources (DERs), participating in the local energy market (LEM) that interacts with the market-clearing entity. The proposed LEM scheme utilizes…
Automated Market Makers (AMMs) are decentralized exchange protocols that provide continuous access to token liquidity without the need for order books or traditional market makers. However, this innovation has failed to scale when it comes…
Tangle is a distributed ledger technology that stores data as a directed acyclic graph (DAG). Unlike blockchain, Tangle does not require dedicated miners for its operation; this makes Tangle suitable for Internet of Things (IoT)…
With the emergence of decentralized finance, new trading mechanisms called Automated Market Makers have appeared. The most popular Automated Market Makers are Constant Function Market Makers. They have been studied both theoretically and…
In a Shared Mobility on Demand Service (SMoDS), dynamic pricing plays an important role in the form of an incentive for the decision of the empowered passenger on the ride offer. Strategies for determining the dynamic tariff should be…
When sales of a product are affected by randomness in demand, retailers can use dynamic pricing strategies to maximise their profits. In this article the pricing problem is formulated as a stochastic optimal control problem, where the…