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Maximal Extractable Value (MEV) is value extractable by temporary monopoly power commonly found in decentralized systems. This extraction stems from a lack of user privacy upon transaction submission and the ability of a monopolist…

Computer Science and Game Theory · Computer Science 2023-09-26 Tarun Chitra

DeepFake face swapping enables highly realistic identity forgeries, posing serious privacy and security risks. A common defence embeds invisible perturbations into images, but these are fragile and often destroyed by basic transformations…

Computer Vision and Pattern Recognition · Computer Science 2025-12-09 Hengyang Yao , Lin Li , Ke Sun , Jianing Qiu , Huiping Chen

DEX, or decentralized exchange, is a prominent class of decentralized finance (DeFi) applications on blockchains, attracting a total locked value worth tens of billions of USD today. This paper presents the first large-scale empirical study…

Cryptography and Security · Computer Science 2024-01-23 Jiaqi Chen , Yibo Wang , Yuxuan Zhou , Wanning Ding , Yuzhe Tang , XiaoFeng Wang , Kai Li

In this dissertation two simple models of stock exchange are developed and simulated numerically. The first is characterized by centralized trading with a market maker. Unfortunately, this model is unable to generate realistic market…

Statistical Mechanics · Physics 2008-12-02 Hendrik J. Blok

With the known vulnerability of neural networks to distribution shift, maintaining reliability in learning-enabled cyber-physical systems poses a salient challenge. In response, many existing methods adopt a detect and abstain methodology,…

Machine Learning · Computer Science 2025-04-21 Vivian Lin , Insup Lee

We study a budget aggregation setting where voters express their preferred allocation of a fixed budget over a set of alternatives, and a mechanism aggregates these preferences into a single output allocation. Motivated by scenarios in…

Computer Science and Game Theory · Computer Science 2025-05-12 Ulrike Schmidt-Kraepelin , Warut Suksompong , Markus Utke

Social, biological and economic networks grow and decline with occasional fragmentation and re-formation, often explained in terms of external perturbations. We show that these phenomena can be a direct consequence of simple imitation and…

Populations and Evolution · Quantitative Biology 2011-09-28 Matteo Cavaliere , Sean Sedwards , Corina E. Tarnita , Martin A. Nowak , Attila Csikász-Nagy

Define a $\gamma$-reflected process $W_\gamma(t)=Y_H(t)-\gamma\inf_{s\in[0,t]}Y_H(s)$, $t\ge0$ with input process $\{Y_H(t), t\ge 0\}$ which is a fractional Brownian motion with Hurst index $H\in (0,1)$ and a negative linear trend. In risk…

Probability · Mathematics 2014-02-12 Peng Liu , Enkelejd Hashorva , Lanpeng Ji

The distribution of wealth among the members of a society is herein assumed to result from two fundamental mechanisms, trade and investment. An empirical distribution of wealth shows an abrupt change between the low-medium range, that may…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

This paper develops a dynamic monetary model to study the (in)stability of the fractional reserve banking system. The model shows that the fractional reserve banking system can endanger stability in that equilibrium is more prone to exhibit…

Theoretical Economics · Economics 2024-04-18 Heon Lee

We present a general theorem for distributed synthesis problems in coordination games with $\omega$-regular objectives of the form: If there exists a winning strategy for the coalition, then there exists an "essential" winning strategy,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-27 Dietmar Berwanger , Anup Basil Mathew , R. Ramanujam

We study the heat transfer between two finite quantum systems initially at different temperatures. We find that a recently proposed fluctuation theorem for heat exchange, namely the exchange fluctuation theorem [C. Jarzynski and D. K.…

Statistical Mechanics · Physics 2009-07-03 Shiho Akagawa , Naomichi Hatano

We continue the development of the basic theory of generalized derivatives as introduced in \cite{JPA} and give some of their applications. In particular, we formulate versions of a weak maximum principle, Rolle's theorem, the Mean value…

Classical Analysis and ODEs · Mathematics 2022-09-28 Leila Gholizadeh Zivlaei , Angelo B. Mingarelli

We present a detailed numerical analysis of the modified version of a conservative self-organized extremal model introduced by Pianegonda et. al. for the distribution of wealth of the people in a society. Here the trading process has been…

General Finance · Quantitative Finance 2015-05-30 Abhijit Chakraborty , G. Mukherjee , S. S. Manna

This is an epistemological approach to errors in both inference and risk management, leading to necessary structural properties for the probability distribution. Many mechanisms have been used to show the emergence of fat tails. Here we…

Methodology · Statistics 2019-12-16 Nassim Nicholas Taleb , Pasquale Cirillo

It is shown that the "chaoticity hypothesis", analogous to Ruelle's principle for turbulence and recently introduced in statistical mechanics, implies the Onsager reciprocity and the fluctuation dissipation theorem in various models for…

chao-dyn · Physics 2008-02-26 Giovanni Gallavotti

An influential argument for scientific realism posits that, if scientific theories were not true, their empirical success would be a coincidence. Here, I show that the false Drude's theory succeeds in explaining the Wiedemann-Franz law by…

History and Philosophy of Physics · Physics 2025-10-07 Michele Pizzochero

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

Weighted First Order Model Counting (WFOMC) is fundamental to probabilistic inference in statistical relational learning models. As WFOMC is known to be intractable in general ($\#$P-complete), logical fragments that admit polynomial time…

Artificial Intelligence · Computer Science 2025-02-27 Sagar Malhotra , Davide Bizzaro , Luciano Serafini

We consider continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Katja Lindenberg