Related papers: Efficient Liquidity Providing via Margin Liquidity
We present an open-source solution for the operational control of drinking water distribution networks which accounts for the inherent uncertainty in water demand and electricity prices in the day-ahead market of a volatile deregulated…
We consider unreliable multi-hop networks serving multiple flows in which packets not delivered to their destination nodes by their deadlines are dropped. We address the design of policies for routing and scheduling packets that optimize…
Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…
This work proposes DeepFolio, a new model for deep portfolio management based on data from limit order books (LOB). DeepFolio solves problems found in the state-of-the-art for LOB data to predict price movements. Our evaluation consists of…
We present the first in-depth empirical characterization of the costs of trading on a decentralized exchange (DEX). Using quoted prices from the Uniswap Labs interface for two pools -- USDC-ETH (5bps) and PEPE-ETH (30bps) -- we evaluate the…
There is an intrinsic value in higher integration of multi-carrier energy systems (especially gas and electricity), to increase operational flexibility in the electricity system and to improve allocation of resources in gas and electricity…
Incentivizing flexible consumption of end-users is key to maximizing the value of local exchanges within Renewable Energy Communities. If centralized coordination for flexible resources planning raises concerns regarding data privacy and…
In this work, we focus on resource allocation in a decentralised open market. In decentralised open markets consists of multiple vendors and multiple dynamically-arriving buyers, thus makes the market complex and dynamic. Because, in these…
Intent-based cross-chain bridges have emerged as an alternative to traditional interoperability protocols by allowing off-chain entities (\emph{solvers}) to immediately fulfill users' orders by fronting their own liquidity. While improving…
In this paper, we construct a decentralized clearing mechanism which endogenously and automatically provides a claims resolution procedure. This mechanism can be used to clear a network of obligations through blockchain. In particular, we…
Decentralized blockchain platforms have enabled the secure exchange of crypto-assets without the intermediation of trusted authorities. To this purpose, these platforms rely on a peer-to-peer network of byzantine nodes, which…
With the fragmentation of electronic markets, exchanges are now competing in order to attract trading activity on their platform. Consequently, they developed several regulatory tools to control liquidity provision / consumption on their…
The registration, transfer, clearing and settlement of equities represents a significant part of economic activity currently underserved by modern technological innovation. In addition, recent events have revealed problems of transparency,…
Automated Market Makers (AMMs) are a cornerstone of decentralized finance. They are smart contracts (stateful programs) running on blockchains. They enable virtual token exchange: traders swap tokens with the AMM for a fee, while liquidity…
This paper presents a distributed resource selection mechanism for diverse cloud-edge environments, enabling dynamic and context-aware allocation of resources to meet the demands of complex distributed applications. By distributing the…
Decentralized Exchanges (DEXs) are one of the most important infrastructures in the world of Decentralized Finance (DeFi) and are generally considered more reliable than centralized exchanges (CEXs). However, some well-known decentralized…
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…
Edge Computing (EC) offers a superior user experience by positioning cloud resources in close proximity to end users. The challenge of allocating edge resources efficiently while maximizing profit for the EC platform remains a sophisticated…
As the significance of blockchain innovation grows and the focus on scalability intensifies, rollup technology has emerged as a promising approach to tackle these scalability concerns. Nonetheless, rollups encounter restrictions when…
Ethereum has been a cornerstone of the decentralized ecosystem, with rollup-based scaling solutions like Arbitrum and Optimism significantly expanding its capabilities. These rollups enhance scalability and foster innovation, but their…