Related papers: Attacks on Dynamic DeFi Interest Rate Curves
Proportional-Integrator-Derivative (PID) controller is used in a wide range of industrial and experimental processes. There are a couple of offline methods for tuning PID gains. However, due to the uncertainty of model parameters and…
This paper revisits the classic iterative proportional scaling (IPS) from a modern optimization perspective. In contrast to the criticisms made in the literature, we show that based on a coordinate descent characterization, IPS can be…
This paper presents a PID tuning method based on step response curve fitting (PID-SRCF) that utilizes L2-norm minimization for precise reference tracking and explicit transient response shaping. The algorithm optimizes controller parameters…
In distributed multiple-input multiple-output (D-MIMO) networks, power control is crucial to optimize the spectral efficiencies of users and max-min fairness (MMF) power control is a commonly used strategy as it satisfies uniform…
The traditional proportional-integral-derivative (PID) algorithm for regulation suffers from a tradeoff: placing the sensor near the sample being regulated ensures that its steady-state temperature matches the desired setpoint. However, the…
We study a sampled-data implementation of linear controllers that depend on the output and its derivatives. First, we consider an LTI system of relative degree $r\ge 2$ that can be stabilized using $r-1$ output derivatives. Then, we…
Dual-based proportional-integral-derivative (PID) controllers are often employed in practice to solve online allocation problems with global constraints, such as budget pacing in online advertising. However, controllers are used in a…
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…
This paper analyzes the motion of solutions to non-homogeneous linear differential equations. It further clarifies that a proportional-integral-derivative (PID) controller essentially comprises two parts: a homogeneous controller and a…
This paper studies the dividend and capital injection problem under a diffusion risk model with general discount functions. A proportional cost is imposed when injecting capitals. For exponential discounting as time-consistent benchmark, we…
Learned indexes are a class of index data structures that enable fast search by approximating the cumulative distribution function (CDF) using machine learning models (Kraska et al., SIGMOD'18). However, recent studies have shown that…
The traditional way of building a yield curve is to choose an interpolation on discount factors, implied by the market tradable instruments. Since then, constructions based on specific interpolations of the forward rates have become the…
This article is devoted to study the interior approximated controllability of the strongly damped semilinear wave equation with memory, impulses and delay terms. The problem is challenging since the state equation contains memory and…
One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange…
Inflation exhibits state-dependent, skewed, and fat-tailed dynamics that make risk a central concern for monetary policy. Accordingly, inflation risks are distributional and cannot be fully captured by mean-based models. We propose a…
This letter proposes a novel, fully distributed, transient-safe resilient secondary control strategies for AC microgrids, addressing unbounded false data injection (FDI) attacks on control input channels. Unlike existing methods that focus…
At present, there is an explosion of practical interest in the pricing of interest rate (IR) derivatives. Textbook pricing methods do not take into account the leptokurticity of the underlying IR process. In this paper, such a leptokurtic…
This paper proposes a spectral-based tuning method for proportional-integral (PI) controllers in integrating-plus-dead-time (IPDT) systems. The design objective is to achieve unified exponential decay for both reference tracking and…
Processing large-scale graph datasets is computationally intensive and time-consuming. Processor-centric CPU and GPU architectures, commonly used for graph applications, often face bottlenecks caused by extensive data movement between the…
Attack graphs are a powerful tool for security risk assessment by analysing network vulnerabilities and the paths attackers can use to compromise network resources. The uncertainty about the attacker's behaviour makes Bayesian networks…