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This paper investigates the risk spillovers among AI ETFs, AI tokens, and green markets using the R2 decomposition method. We reveal several key insights. First, the overall transmission connectedness index (TCI) closely aligns with the…

Risk Management · Quantitative Finance 2025-06-10 Ying-Hui Shao , Yan-Hong Yang , Han-Xian Zhou , Wei-Xing Zhou

The democratization of artificial intelligence through decentralized networks represents a paradigm shift in computational provisioning, yet the long-term viability of these ecosystems is critically endangered by the extreme volatility of…

Computer Science and Game Theory · Computer Science 2026-01-16 Zehua Cheng , Wei Dai , Zhipeng Wang , Rui Sun , Nick Wen , Jiahao Sun

We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…

Statistical Finance · Quantitative Finance 2019-01-01 V. Gontis , A. Kononovicius

Envy-freeness up to any good (EFX) is a popular and important fairness property in the fair allocation of indivisible goods, of which its existence in general is still an open question. In this work, we investigate the problem of…

Computer Science and Game Theory · Computer Science 2025-04-08 Tzeh Yuan Neoh , Nicholas Teh

We study the following multiagent variant of the knapsack problem. We are given a set of items, a set of voters, and a value of the budget; each item is endowed with a cost and each voter assigns to each item a certain value. The goal is to…

Computer Science and Game Theory · Computer Science 2018-11-14 Till Fluschnik , Piotr Skowron , Mervin Triphaus , Kai Wilker

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

We study auction design in a setting where agents can communicate over a censorship-resistant broadcast channel like the ones we can implement over a public blockchain. We seek to design credible, strategyproof auctions in a model that…

Computer Science and Game Theory · Computer Science 2024-09-04 Tarun Chitra , Matheus V. X. Ferreira , Kshitij Kulkarni

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all…

General Finance · Quantitative Finance 2016-05-18 Michail Anthropelos

Synthetic assets are decentralized finance (DeFi) analogues of derivatives in the traditional finance (TradFi) world - financial arrangements which derive value from and are directly pegged to fluctuations in the value of an underlying…

General Finance · Quantitative Finance 2022-09-22 Abrar Rahman , Victor Shi , Matthew Ding , Elliot Choi

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

Econometrics · Economics 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky

On several proof-of-stake blockchains, agents engaged in validating transactions can open a pool to which others can delegate their stake in order to earn higher returns. We develop a model of staking pool formation in the presence of…

Computer Science and Game Theory · Computer Science 2022-10-05 Hans Gersbach , Akaki Mamageishvili , Manvir Schneider

We study economies where consumers interact independently with many monopolists. When consumer valuations over goods are correlated, correlation can distort the induced distribution of consumer surplus (information rents). We identify which…

Theoretical Economics · Economics 2026-05-29 Eric Gao , Daniel Luo

Autonomous AI agents capable of complex planning and action mark a shift beyond today's generative tools. As these systems enter political and economic life, who can access them, how capable they are, and how many can be deployed will shape…

Computers and Society · Computer Science 2026-04-27 Matthew Sharp , Omer Bilgin , Iason Gabriel , Lewis Hammond

We present an injustice-aware innovation-diffusion model extending the Generalized Linear Threshold framework by assigning agents activation thresholds drawn from a Beta distribution to capture the stochastic nature of adoption shaped by…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Lisa Piccinin , Camilla Quaresmini , Edoardo Vitale , Mara Tanelli , Valentina Breschi

Voting algorithms have been widely used as consensus protocols in the realization of fault-tolerant systems. These algorithms are best suited for distributed systems of nodes with low computational power or heterogeneous networks, where…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-16 Sebastian Müller , Andreas Penzkofer , Darcy Camargo , Olivia Saa

The paper develops a decentralized resource allocation mechanism for allocating divisible goods with capacity constraints to non-price-taking agents with general concave utilities. The proposed mechanism is always budget balanced,…

Optimization and Control · Mathematics 2012-02-10 Ali Kakhbod

Real-time AI services increasingly operate across the device-edge-cloud continuum, where autonomous AI agents generate latency-sensitive workloads, orchestrate multi-stage processing pipelines, and compete for shared resources under policy…

Artificial Intelligence · Computer Science 2026-03-09 Lauri Lovén , Alaa Saleh , Reza Farahani , Ilir Murturi , Miguel Bordallo López , Praveen Kumar Donta , Schahram Dustdar

Stablecoins have become a foundational component of the digital asset ecosystem, with their market capitalization exceeding 230 billion USD as of May 2025. As fiat-referenced and programmable assets, stablecoins provide low-latency,…

General Economics · Economics 2025-08-07 Luyao Zhang

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid