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This research introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs, the study employs linear and non-linear cointegration tests along with a correlation…

Trading and Market Microstructure · Quantitative Finance 2023-06-13 Masood Tadi , Jiří Witzany

Chordal decomposition techniques are used to reduce large structured positive semidefinite matrix constraints in semidefinite programs (SDPs). The resulting equivalent problem contains multiple smaller constraints on the nonzero blocks (or…

Optimization and Control · Mathematics 2020-09-10 Michael Garstka , Mark Cannon , Paul Goulart

Consensus algorithms are central to blockchain technology and an emerging research area. In this paper, we begin with an overview of the different types and architectures of blockchain networks. Then, with a focus on consortium blockchains,…

Data Structures and Algorithms · Computer Science 2023-09-28 Wei Yao , Fadi P. Deek , Renita Murimi , Guiling Wang

The algebraic approach to the Constraint Satisfaction Problem (CSP) uses high order symmetries of relational structures -- polymorphisms -- to study the complexity of the CSP. In this paper we further develop one of the methods the…

Logic in Computer Science · Computer Science 2020-07-21 Andrei A. Bulatov

We discuss the time complexity of the word and conjugacy search problems for free products $G = A \star_C B$ of groups $A$ and $B$ with amalgamation over a subgroup $C$. We stratify the set of elements of $G$ with respect to the complexity…

Group Theory · Mathematics 2009-03-24 Alexandre V. Borovik , Alexei G. Myasnikov , Vladimir N. Remeslennikov

This thesis deals with the conjugacy problem in groups and its twisted variants. We analyze recent results by Bogopolski, Martino, Maslakova and Ventura on the twisted conjugacy problem in free groups and its implication for the conjugacy…

Group Theory · Mathematics 2010-04-22 Michèle Feltz

We consider semigroup algorithmic problems in finitely generated metabelian groups. Our paper focuses on three decision problems introduced by Choffrut and Karhum\"{a}ki (2005): the Identity Problem (does a semigroup contain a neutral…

Group Theory · Mathematics 2023-04-26 Ruiwen Dong

Artin's braid groups have been recently suggested as a new source for public-key cryptography. In this paper we propose the first group signature schemes based on the conjugacy problem, decomposition problem and root problem in the braid…

Cryptography and Security · Computer Science 2007-05-23 Tony Thomas , Arbind Kumar Lal

Component-centric distributed graph processing platforms that use a bulk synchronous parallel (BSP) programming model have gained traction. These address the short-comings of Big Data abstractions/platforms like MapReduce/Hadoop for…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-13 Ravikant Dindokar , Neel Choudhury , Yogesh Simmhan

The abelian Hidden Subgroup Problem (HSP) is extremely general, and many problems with known quantum exponential speed-up (such as integers factorisation, the discrete logarithm and Simon's problem) can be seen as specific instances of it.…

Quantum Physics · Physics 2017-01-31 Stefano Gogioso , Aleks Kissinger

This paper presents a novel methodology to test the security of the Diffie-Hellman public key exchange protocol. The security of many cryptographic schemes rely on the hardness of this problem. We are presenting a purely statistical test to…

Statistics Theory · Mathematics 2007-06-13 I. Florescu , A. Myasnikov , A. Mahalanobis

A non-binary Constraint Satisfaction Problem (CSP) can be solved directly using extended versions of binary techniques. Alternatively, the non-binary problem can be translated into an equivalent binary one. In this case, it is generally…

Artificial Intelligence · Computer Science 2011-09-28 N. Samaras , K. Stergiou

With the rising popularity of the internet and the widespread use of networks and information systems via the cloud and data centers, the privacy and security of individuals and organizations have become extremely crucial. In this…

Cryptography and Security · Computer Science 2024-02-27 Zakaria Tolba

Collaborative cybersecurity relies on organizations sharing information to boost security, but trust management is a key concern. Decentralized solutions like distributed ledgers, particularly blockchain, are crucial for eliminating single…

Cryptography and Security · Computer Science 2024-03-08 Loïc Miller , Marc-Oliver Pahl

Algorithms for detecting communities in complex networks are generally unsupervised, relying solely on the structure of the network. However, these methods can often fail to uncover meaningful groupings that reflect the underlying…

Social and Information Networks · Computer Science 2018-11-22 Elham Alghamdi , Derek Greene

The Data Aggregation Problem occurs when a large collection of data takes on a higher security level than any of its individual component records. Traditional approaches of breaking up the data and restricting access on a "need to know"…

Cryptography and Security · Computer Science 2011-05-18 William R. Lorimer

The Algebraic Eraser (AE) is a cryptographic primitive that can be used to obscure information in certain algebraic cryptosystems. The Colored Burau Key Agreement Protocol (CBKAP), which is built on the AE, was introduced by I. Anshel, M.…

Cryptography and Security · Computer Science 2011-05-06 Paul E. Gunnells

In this expository article we present an overview of the current state-of-the-art in post-quantum group-based cryptography. We describe several families of groups that have been proposed as platforms, with special emphasis in polycyclic…

Cryptography and Security · Computer Science 2023-01-18 Delaram Kahrobaei , Ramón Flores , Marialaura Noce

Recently, interest has been emerging in the application of symbolic techniques to the specification and analysis of cryptosystems. These techniques, when accompanied by suitable proofs of soundness/completeness, can be used both to identify…

The cycling operation is a special kind of conjugation that can be applied to elements in Artin's braid groups, in order to reduce their length. It is a key ingredient of the usual solutions to the conjugacy problem in braid groups. In…

Geometric Topology · Mathematics 2007-05-23 Juan Gonzalez-Meneses , Volker Gebhardt