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A blockchain, such as Bitcoin, is an append-only, secure, transparent, distributed ledger. A fair blockchain is expected to have healthy metrics; high honest mining power, low processing latency, i.e., low wait times for transactions and…

Cryptography and Security · Computer Science 2020-03-03 Shoeb Siddiqui , Ganesh Vanahalli , Sujit Gujar

Given the low throughput of blockchains like Bitcoin and Ethereum, scalability - the ability to process an increasing number of transactions - has become a central focus of blockchain research. One promising approach is the parallelization…

Computer Science and Game Theory · Computer Science 2025-08-11 Bahar Acilan , Andrei Constantinescu , Lioba Heimbach , Roger Wattenhofer

Modern blockchains increasingly rely on parallel execution to improve throughput. We show several industry and academic transaction fee mechanisms (TFMs) struggle to simultaneously account for execution parallelism while remaining…

Cryptography and Security · Computer Science 2026-04-07 Sarisht Wadhwa , Aviv Yaish , Fan Zhang , Kartik Nayak

High-frequency market making is a liquidity-providing trading strategy that simultaneously generates many bids and asks for a security at ultra-low latency while maintaining a relatively neutral position. The strategy makes a profit from…

Computational Engineering, Finance, and Science · Computer Science 2021-10-01 Pankaj Kumar

Ethereum clients execute transactions in a sequential order prescribed by the consensus protocol. This is a safe and conservative approach to blockchain transaction processing which forgoes running transactions in parallel even when doing…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-31 Nadi Sarrar

Leader-based protocols for consensus, i.e., atomic broadcast, allow some processes to unilaterally affect the final order of transactions. This has become a problem for blockchain networks and decentralized finance because it facilitates…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-04-13 Christian Cachin , Jovana Mićić , Nathalie Steinhauer , Luca Zanolini

Decentralized finance (DeFi) has become one of the most successful applications of blockchain and smart contracts. The DeFi ecosystem enables a wide range of crypto-financial activities, while the underlying smart contracts often contain…

Cryptography and Security · Computer Science 2021-04-20 Palina Tolmach , Yi Li , Shang-Wei Lin , Yang Liu

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

Cloud service providers typically provide different types of virtual machines (VMs) to cloud users with various requirements. Thanks to its effectiveness and fairness, auction has been widely applied in this heterogeneous resource…

Cryptography and Security · Computer Science 2020-01-06 Tianjiao Ni , Zhili Chen , Lin Chen , Hong Zhong , Shun Zhang , Yan Xu

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-17 Mohamed M. Saad , Masoomeh Javidi Kishi , Shihao Jing , Sandeep Hans , Roberto Palmieri

High-frequency trading, in both traditional and decentralized markets, induces latency races and redundant order flow as traders spend resources to win time-sensitive opportunities. We show that auctioning artificial time priority can…

Computer Science and Game Theory · Computer Science 2026-02-17 Agostino Capponi , Brian Zhu

Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-01 Ignat Melnikov , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

Blockchain promises to enhance distributed machine learning (ML) approaches such as federated learning (FL) by providing further decentralization, security, immutability, and trust, which are key properties for enabling collaborative…

Networking and Internet Architecture · Computer Science 2024-03-26 Francesc Wilhelmi , Nima Afraz , Elia Guerra , Paolo Dini

Blockchain enables peer-to-peer transactions in cyberspace without a trusted third party. The rapid growth of Ethereum and smart contract blockchains generally calls for well-designed Transaction Fee Mechanisms (TFMs) to allocate limited…

General Economics · Economics 2023-05-05 Luyao Zhang , Fan Zhang

Transactional memory allows the user to declare sequences of instructions as speculative \emph{transactions} that can either \emph{commit} or \emph{abort}. If a transaction commits, it appears to be executed sequentially, so that the…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-04-11 Hagit Attiya , Sandeep Hans , Petr Kuznetsov , Srivatsan Ravi

Microorganisms have developed complex regulatory features controlling their reaction and internal adaptation to changing environments. When modeling these organisms we usually do not have full understanding of the regulation and rely on…

Optimization and Control · Mathematics 2018-04-05 Henning Lindhorst , Alexandra-M. Reimers , Steffen Waldherr

Decentralized exchanges (DEXes) have introduced an innovative trading mechanism, where it is not necessary to match buy-orders and sell-orders to execute a trade. DEXes execute each trade individually, and the exchange rate is automatically…

Computational Finance · Quantitative Finance 2021-10-12 Lioba Heimbach , Ye Wang , Roger Wattenhofer

We investigate a decentralised approach to committing transactions in a replicated database, under partial replication. Previous protocols either re-execute transactions entirely and/or compute a total order of transactions. In contrast,…

Databases · Computer Science 2009-09-29 Pierre Sutra , Marc Shapiro

Decentralized exchanges (DEXs) face persistent challenges in liquidity retention and user engagement due to inefficiencies in conventional automated market maker (AMM) designs. This work proposes a dual-mechanism framework to address these…

Trading and Market Microstructure · Quantitative Finance 2025-02-28 CY Yan , Steve Keol , Xo Co , Nate Leung

Flexibility markets can be introduced as a tool for the distribution system operator (DSO) to avoid high costs and public opposition against new network investments. Continuous flexibility markets have the advantage of allowing more…

Systems and Control · Electrical Eng. & Systems 2021-10-13 Alicia Alarcón Cobacho , Eléa Prat , Daniel Vázquez Pombo , Spyros Chatzivasileiadis
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