Related papers: Quantifying MEV On Layer 2 Networks
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The Virtual Network Embedding Problem (VNEP) considers the efficient allocation of resources distributed in a substrate network to a set of request networks. Many existing works discuss either heuristics or exact algorithms, resulting in a…
Ethereum smart contracts are programs that run on the Ethereum blockchain, and many smart contract vulnerabilities have been discovered in the past decade. Many security analysis tools have been created to detect such vulnerabilities, but…
The properties of tokens within the Ethereum blockchain, such as their current prices, trade volumes, and potential future values, have been the subjects of numerous studies. Employing social networks and graphs, as powerful tools for…
We aim to analyze the behaviour of a finite-time stochastic system, whose model is not available, in the context of more rare and harmful outcomes. Standard estimators are not effective in making predictions about such outcomes due to their…
Using the generalized extreme value theory to characterize tail distributions, we address liquidation, leverage, and optimal margins for bitcoin long and short futures positions. The empirical analysis of perpetual bitcoin futures on BitMEX…
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not fully leveraged the heterogeneous data sets, leading to…
Blockchain systems, such as Ethereum, are increasingly adopting layer-2 scaling solutions to improve transaction throughput and reduce fees. One popular layer-2 approach is the Optimistic Rollup, which relies on a mechanism known as a…
Many modern applications involve predicting structured, non-Euclidean outputs such as probability distributions, networks, and symmetric positive-definite matrices. These outputs are naturally modeled as elements of general metric spaces,…
Following the birth of Bitcoin and the introduction of the Ethereum ERC20 protocol a decade ago, recent years have witnessed a growing number of cryptographic tokens that are being introduced by researchers, private sector companies and…
It is well known that the solution of topology optimization problems may be affected both by the geometric properties of the computational mesh, which can steer the minimization process towards local (and non-physical) minima, and by the…
The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the same blockchain, incurring unnecessary network and block-space…
Decentralized finance (DeFi) markets spread across Layer-1 (L1) and Layer-2 (L2) blockchains rely on arbitrage to keep prices aligned. Today most price gaps are closed against centralized exchanges (CEXes), whose deep liquidity and fast…
Blockchain networks provide a reliable trust anchor to decentralized applications (DApps) backed by smart contracts. The Ethereum ecosystem now encompasses most blockchain networks that provide compatible support for smart contracts code.…
Multi-access Edge Computing (MEC) is commonly recognized as a key supporting technology for the emerging 5G systems. When deployed in fully virtualized networks, i.e., following the Network Function Virtualization (NFV) paradigm, it will…
A lower bound on the maximum likelihood (ML) decoding error exponent of linear block code ensembles, on the erasure channel, is developed. The lower bound turns to be positive, over an ensemble specific interval of erasure probabilities,…
Recently, graph embedding techniques have been widely used in the analysis of various networks, but most of the existing embedding methods omit the network dynamics and the multiplicity of edges, so it is difficult to accurately describe…
The increased adoption of electric vehicles (EVs) has led to the development of vehicle-to-anything (V2X) technologies, including vehicle-to-home (V2H), vehicle-to-grid (V2G), and energy trading of EVs in the local grid. The EV coordination…
Memecoins, emerging from internet culture and community-driven narratives, have rapidly evolved into a unique class of crypto assets. Unlike technology-driven cryptocurrencies, their market dynamics are primarily shaped by viral social…
Leveraged Exchange Traded Funds (LETFs), while extremely controversial in the literature, remain stubbornly popular with both institutional and retail investors in practice. While the criticisms of LETFs are certainly valid, we argue that…