Related papers: Quantifying MEV On Layer 2 Networks
In this paper, the problem of electric vehicle (EV) charging at the workplace is addressed via a two-layer predictive algorithm. We consider a time of use (TOU) pricing model for energy drawn from the grid and try to minimize the charging…
Global illicit fund flows exceed an estimated $3.1 trillion annually, with stablecoins emerging as a preferred laundering medium due to their liquidity. While decentralized protocols increasingly adopt zero-knowledge proofs to obfuscate…
The MEV-Boost block auction contributes approximately 90% of all Ethereum blocks. Between October 2023 and March 2024, only three builders produced 80% of them, highlighting the concentration of power within the block builder market. To…
Ethereum has adopted a rollup-centric roadmap to scale by making rollups (layer 2 scaling solutions) the primary method for handling transactions. The first significant step towards this goal was EIP-4844, which introduced blob transactions…
Network momentum provides a novel type of risk premium, which exploits the interconnections among assets in a financial network to predict future returns. However, the current process of constructing financial networks relies heavily on…
A new modelling approach for the analysis of weighted networks with ordinal/polytomous dyadic values is introduced. Specifically, it is proposed to model the weighted network connectivity structure using a hierarchical multilayer…
As the largest blockchain platform that supports smart contracts, Ethereum has developed with an incredible speed. Yet due to the anonymity of blockchain, the popularity of Ethereum has fostered the emergence of various illegal activities…
In principle, higher-order networks that have multiple edge types are more informative than their lower-order counterparts. In practice, however, excessively rich information may be algorithmically infeasible to extract. It requires an…
This paper studies the market structure impact of cheaper and faster chains on the Uniswap v3 Protocol. The Uniswap Protocol is the largest decentralized application on Ethereum by both gas and blockspace used, and user behaviors of the…
Analyzing Ethereum bytecode, rather than the source code from which it was generated, is a necessity when: (1) the source code is not available (e.g., the blockchain only stores the bytecode), (2) the information to be gathered in the…
In order to scale transaction rates for deployment across the global web, many cryptocurrencies have deployed so-called "Layer-2" networks of private payment channels. An idealized payment network behaves like a Credit Network, a model for…
I propose an estimation algorithm for Exponential Random Graph Models (ERGM), a popular statistical network model for estimating the structural parameters of strategic network formation in economics and finance. Existing methods often…
I extract new limits on the coefficient of the effective operator generated by tree-level graviton exchange in large extra dimensions from $pp \rightarrow jj$ angular distributions at LHC: $M_T > 6.8$ TeV (CMS after $2.6 fb^{-1}$ of…
Recently, Decentralized Finance (DeFi) platforms on Ethereum are booming, and numerous traders are trying to capitalize on the opportunity for maximizing their benefits by launching front-running attacks and extracting Miner Extractable…
Cryptocurrencies have transformed financial markets with their innovative blockchain technology and volatile price movements, presenting both challenges and opportunities for predictive analytics. Ethereum, being one of the leading…
Traditional single-proposer blockchains suffer from miner extractable value (MEV), where validators exploit their serial monopoly on transaction inclusion and ordering to extract rents from users. While there have been many developments at…
The rapid evolution of malware attacks calls for the development of innovative detection methods, especially in resource-constrained edge computing. Traditional detection techniques struggle to keep up with modern malware's sophistication…
Rollups have become the de facto scalability solution for Ethereum, securing more than $55B in assets. They achieve scale by executing transactions on a Layer 2 ledger, while periodically posting data and finalizing state on the Layer 1,…
Automated Market Makers (AMMs) are essential to decentralized finance, offering continuous liquidity and enabling intermediary-free trading on blockchains. However, participants in AMMs are vulnerable to Maximal Extractable Value (MEV)…
Flexible network design deals with building a network that guarantees some connectivity requirements between its vertices, even when some of its elements (like vertices or edges) fail. In particular, the set of edges (resp. vertices) of a…