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Traditional blockchain design gives miners or validators full control over transaction ordering, i.e., they can freely choose which transactions to include or exclude, as well as in which order. While not an issue initially, the emergence…

In this work we investigate the problem of order batching and picker routing in storage areas. These are labour and capital intensive problems, often responsible for a substantial share of warehouse operating costs. In particular, we…

Order fairness in distributed ledgers refers to properties that relate the order in which transactions are sent or received to the order in which they are eventually finalized, i.e., totally ordered. The study of such properties is…

This work is organized as follows. In the first section we review the prior work and we have obtained our data. Next, we will look at address reuse in the Bitcoin network. We show that a great portion of users reuse their addresses which…

Many early order flow auction designs handle the payment for orders when they execute on the chain rather than when they are won in the auction. Payments in these auctions only take place when the orders are executed, creating a free option…

We consider reallocation problems in settings where the initial endowment of each agent consists of a subset of the resources. The private information of the players is their value for every possible subset of the resources. The goal is to…

We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically observed to be a concave function of…

In this paper we formulate the fixed budget resource allocation game to understand the performance of a distributed market-based resource allocation system. Multiple users decide how to distribute their budget (bids) among multiple machines…

The resource allocation problem consists of the optimal distribution of a budget between agents in a group. We consider such a problem in the context of open systems, where agents can be replaced at some time instances. These replacements…

Several branches of the potential outcome causal inference literature have discussed the merits of blocking versus complete randomization. Some have concluded it can never hurt the precision of estimates, and some have concluded it can…

As more and more users begin to use the cloud for their computing needs, datacenter operators are increasingly pressed to effectively allocate their resources among these client users. Yet while much work has been done in this area,…

Distributed ledger systems, such as blockchains, rely on consensus protocols that commit ordered messages for processing. In practice, message ordering within these systems is often reward-driven. This raises concerns about fairness,…

In this paper, we review the undercutting attacks in the transaction-fee-based regime of proof-of-work (PoW) blockchains with the longest chain fork-choice rule. Next, we focus on the problem of fluctuations in mining revenue and the mining…

We consider the multi-period portfolio optimization problem with a single asset that can be held long or short. Due to the presence of transaction costs, maximizing the immediate reward at each period may prove detrimental, as frequent…

We study the problem of distributed task allocation in multi-agent systems. Suppose there is a collection of agents, a collection of tasks, and a demand vector, which specifies the number of agents required to perform each task. The goal of…

Financial organisations such as brokers face a significant challenge in servicing the investment needs of thousands of their traders worldwide. This task is further compounded since individual traders will have their own risk appetite and…

Many distributed storage systems are transactional and a lot of work has been devoted to optimizing their performance, especially the performance of read-only transactions that are considered the most frequent in practice. Yet, the results…

In this paper we provide a high performance solution to the problem of committing transactions while enforcing a predefined order. We provide the design and implementation of three algorithms, which deploy a specialized cooperative…

Some online advertising offers pay only when an ad elicits a response. Randomness and uncertainty about response rates make showing those ads a risky investment for online publishers. Like financial investors, publishers can use portfolio…

Public blockchains are decentralized networks where each participating node executes the same decision-making process. This form of decentralization does not scale well because the same data are stored on each network node, and because all…