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The stochastic inflation program is a framework for understanding the dynamics of a quantum scalar field driving an inflationary phase. Though widely used and accepted, there have over recent years been serious criticisms of this theory. In…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Andrew Matacz

Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will gravitate toward liquidity value, i.e., the…

Mathematical Finance · Quantitative Finance 2018-02-28 Carey Caginalp , Gunduz Caginalp

An option is a financial agreement between two parties to trade two assets. One party is given the right, but not the obligation, to complete the swap before a specified termination time. In todays financial markets, an option is considered…

Cryptography and Security · Computer Science 2022-05-09 Daniel Engel , Yingjie Xue

Recently, the volatility associated with marginal prices has increased due to large scale integration of renewable generation. Price volatility is undesirable from a consumer perspective. To address this issue, we present a framework for…

Optimization and Control · Mathematics 2018-12-11 Shantanu Chakraborty , Kyri Baker , Milos Cvetkovic , Remco Verzijlbergh , Zofia Lukszo

We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…

Optimization and Control · Mathematics 2025-11-24 Christopher King , Homayoun Hamedmoghadam , Christos G. Cassandras , Fabian R. Wirth , Robert N. Shorten

Elasticity is one important feature in modern cloud computing systems and can result in computation failure or significantly increase computing time. Such elasticity means that virtual machines over the cloud can be preempted under a short…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-26 Mingyue Ji , Xiang Zhang , Kai Wan

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…

Computer Science and Game Theory · Computer Science 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov

The increasingly complex economic and financial environment in which we live makes the management of liquidity in payment systems and the economy in general a persistent challenge. New technologies are making it possible to address this…

General Finance · Quantitative Finance 2020-11-09 Tomaž Fleischman , Paolo Dini

Electricity markets differ in their ability to meet power imbalances in short notice in a controlled fashion. Relatively flexible markets have the ability to ramp up (or down) power flows across interties without compromising their ability…

Computer Science and Game Theory · Computer Science 2022-03-01 Hossein Khazaei , Ceyhun Eksin , Roohallah Khatami , Alfredo Garcia

The European Central Bank is preparing for the potential issuance of a central bank digital currency (CBDC), called the digital euro. A recent regulatory proposal by the European Commission defines several requirements for the digital euro,…

Cryptography and Security · Computer Science 2024-08-14 Carolin Beer , Sheila Zingg , Kari Kostiainen , Karl Wüst , Vedran Capkun , Srdjan Capkun

Cloud computing has become the leading paradigm for deploying large-scale infrastructures and running big data applications, due to its capacity of achieving economies of scale. In this work, we focus on one of the most prominent advantages…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-20 Athanasios Naskos , Emmanouela Stachtiari , Anastasios Gounaris , Panagiotis Katsaros , Dimitrios Tsoumakos , Ioannis Konstantinou , Spyros Sioutas

For distributed applications to take full advantage of cloud computing systems, we need middleware systems that allow developers to build elasticity management components right into the applications. This paper describes the design and…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-10 K. R. Jayaram

This paper examines how shocks to currency volatilities predict exchange rates. Using option-implied volatilities, we construct a dynamic, directed network of volatility connections. Currencies that transmit more volatility shocks, which…

General Finance · Quantitative Finance 2026-03-12 Mykola Babiak , Jozef Barunik

Elasticity is offered by cloud service providers to exploit under-utilized computing resources. The low-cost elastic nodes can leave and join any time during the computation cycle. The possibility of elastic events occurring together with…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-24 Shahrzad Kiani , Tharindu Adikari , Stark C. Draper

Blockchains are distributed data structures that are used to achieve consensus in systems for cryptocurrencies (like Bitcoin) or smart contracts (like Ethereum). Although blockchains gained a lot of popularity recently, there is no…

Logic in Computer Science · Computer Science 2017-07-07 Kai Brünnler , Dandolo Flumini , Thomas Studer

We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…

Computer Science and Game Theory · Computer Science 2020-07-08 Shiva Navabi , Ashutosh Nayyar

An automated market maker (AMM) provides a method for creating a decentralized exchange on the blockchain. For this purpose, individual investors lend liquidity to the AMM pool in exchange for a stream of fees earned from its operations as…

Mathematical Finance · Quantitative Finance 2025-09-30 Maxim Bichuch , Zachary Feinstein

In this paper, we reveal the attenuation mechanism of anchor of the commodity money from the perspective of logistics warehousing costs, and propose a novel Decayed Commodity Money (DCM) for the store of value across time and space.…

General Finance · Quantitative Finance 2016-06-23 Boliang Lin , Ruixi Lin

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

Adaptation and Self-Organizing Systems · Physics 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz