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The cryptocurrency market surpassed the barrier of \$100 billion market capitalization in June 2017, after months of steady growth. Despite its increasing relevance in the financial world, however, a comprehensive analysis of the whole…

Tokenised money encompasses a broad range of digital monetary instruments issued on distributed ledger technology, including Central Bank Digital Currencys (CBDCs), deposit tokens, stablecoins, and decentralised protocol-based designs.…

General Economics · Economics 2026-01-14 Thomas Ankenbrand , Denis Bieri , Stefano Ferrazzini , Johannes Hoehener

To maintain blockchain-based services with ensuring its security, it is an important issue how to decide a mining reward so that the number of miners participating in the mining increases. We propose a dynamical model of decision-making for…

Computer Science and Game Theory · Computer Science 2022-04-13 Kosuke Toda , Naomi Kuze , Toshimitsu Ushio

In this paper, we consider the problem of choosing a set of multi-party contracts, where each coalition of agents has a non-empty finite set of contracts to choose from. We call such problems, contract choice problems. We provide conditions…

Optimization and Control · Mathematics 2007-05-23 Somdeb Lahiri

We consider the dynamics of a smart grid system characterized by widespread distributed generation and storage devices. We assume that agents are free to trade electric energy over the network and we focus on the emerging market dynamics.…

Pattern Formation and Solitons · Physics 2013-09-13 F. Sorrentino , D. Tolic , R. Fierro , J. R. Gordon , A. Mammoli

The Holy Grail of a decentralised stablecoin is achieved on rigorous mathematical frameworks, obtaining multiple advantageous proofs: stability, convergence, truthfulness, faithfulness, and malicious-security. These properties could only be…

Cryptography and Security · Computer Science 2019-09-18 David Cerezo Sánchez

We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random…

Trading and Market Microstructure · Quantitative Finance 2012-09-04 Marco Bardoscia , Giacomo Livan , Matteo Marsili

Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…

Computational Finance · Quantitative Finance 2020-07-30 Wolfgang Karl Härdle , Campbell R. Harvey , Raphael C. G. Reule

Two-sided matching markets describe a large class of problems wherein participants from one side of the market must be matched to those from the other side according to their preferences. In many real-world applications (e.g. content…

Computer Science and Game Theory · Computer Science 2024-10-16 Hadi Hosseini , Sanjukta Roy , Duohan Zhang

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…

Statistical Finance · Quantitative Finance 2021-03-10 Marcin Wątorek , Stanisław Drożdż , Jarosław Kwapień , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek

We introduce a generalized version of the famous Stable Marriage problem, now based on multi-modal preference lists. The central twist herein is to allow each agent to rank its potentially matching counterparts based on more than one…

Multiagent Systems · Computer Science 2018-01-10 Jiehua Chen , Rolf Niedermeier , Piotr Skowron

Clinical prediction models estimate an individual's risk of a particular health outcome, conditional on their values of multiple predictors. A developed model is a consequence of the development dataset and the chosen model building…

Methodology · Statistics 2024-07-15 Richard D Riley , Gary S Collins

Superconductor stability is at the core of the design of any successful cable and magnet application. This chapter reviews the initial understanding of the stability mechanism, and reviews matters of importance for stability such as the…

Accelerator Physics · Physics 2014-12-18 L. Bottura

We study a dynamic model of the relationship between two people where the states depend on the "power" in the relationship. We perform a comprehensive analysis of stability of the system, and determine a set of conditions under which stable…

Multiagent Systems · Computer Science 2023-09-15 Sam Ganzfried

A source encoder is stable if a small change in the source sequence (e.g., changing a few symbols) results in a small (or bounded) change in the output codeword. By this definition, the common technique of random binning is unstable;…

Information Theory · Computer Science 2026-01-26 Zhenduo Wen , Amin Gohari

The theory of multilayer networks is in its early stages, and its development provides vital methods for understanding complex systems. Multilayer networks, in their multiplex form, have been introduced within the last three years to…

Computational Finance · Quantitative Finance 2017-04-04 Antoaneta Serguieva

Thousands of cryptocurrencies have been issued and publicly exchanged since Bitcoin was invented in 2008. The total cryptocurrency market value exceeds 300 billion US dollars as of 2019. This paper analyzes the prices, volumes, blockchain…

Statistical Finance · Quantitative Finance 2022-04-21 Xiao Fan Liu , Zeng-Xian Lin , Xiao-Pu Han

Cryptocurrency, the most controversial and simultaneously the most interesting asset, has attracted many investors and speculators in recent years. The visibly significant market capitalization of cryptos also motivates modern financial…

Risk Management · Quantitative Finance 2021-12-10 Junjie Hu , Wolfgang Karl Härdle , Weiyu Kuo

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from…

Statistical Mechanics · Physics 2009-11-07 Stefan Bornholdt , Friedrich Wagner

We study a model in which two players with opposing interests try to alter a status quo through instability-generating actions. We show that instability can be used to secure longer-term durable changes, even if it is costly to generate and…

Theoretical Economics · Economics 2023-03-14 César Barilla , Duarte Gonçalves