Related papers: Intermediating DFMM Asset (IDA)
We study a class of distributed optimization problems for multiple shared resource allocation in Internet-connected devices. We propose a derandomized version of an existing stochastic additive-increase and multiplicative-decrease (AIMD)…
This paper presents a fast and robust algorithm for trend filtering, a recently developed nonparametric regression tool. It has been shown that, for estimating functions whose derivatives are of bounded variation, trend filtering achieves…
Interoperable data and intelligence flows among allied partners and operational end-users remain essential to NATO's collective defense across both conventional and hybrid threat environments. Foreign Information Manipulation and…
A new initiative from the International Swaps and Derivatives Association (ISDA) aims to establish a "Common Domain Model" (ISDA CDM): a new standard for data and process representation across the full range of derivatives instruments.…
We introduce a multicrossmodal LLM-agent framework motivated by the growing volume and diversity of materials-science data ranging from high-resolution microscopy and dynamic simulation videos to tabular experiment logs and sprawling…
In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…
Automated Market Makers (AMMs) are a class of smart contracts on Ethereum and other blockchains that "make markets" autonomously. In other words, AMMs stand ready to trade with other market participants that interact with them, at the…
Federated learning is a framework for distributed optimization that places emphasis on communication efficiency. In particular, it follows a client-server broadcast model and is particularly appealing because of its ability to accommodate…
It is well established that in a market with inclusion of a risk-free asset the single-period mean-variance efficient frontier is a straight line tangent to the risky region, a fact that is the very foundation of the classical CAPM. In this…
We present a family of multi-asset automated market makers whose liquidity curves are derived from the financial principles of self financing transactions and rebalancing. The constant product market maker emerges as a special case.
In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data. The information driven nature of the…
In recent years, there is growing interest in the ways the European aviation industry can leverage the multi-source data fusion towards augmented domain intelligence. However, privacy, legal and organisational policies together with…
The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked in practice. (1) ML code tends to be unstructured and ad…
There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…
Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are accessible with a simple Google search and update frequently,…
The development and operation of smart cities relyheavily on large-scale Internet-of-Things (IoT) networks and sensor infrastructures that continuously monitor various aspects of urban environments. These networks generate vast amounts of…
Fluid antenna multiple access (FAMA) exploits the spatial opportunities in wireless channels to overcome multiuser interference by position (a.k.a.~port) switching, which can achieve better performance compared to traditional fixed…
Nowadays, a significant focus within the research community on the intelligent management of data at the confluence of the Internet of Things (IoT) and Edge Computing (EC) is observed. In this manuscript, we propose a scheme to be…
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…
Financial markets are integral to a country's economic success, yet their complex nature raises challenging issues for predicting their behaviors. There is a growing demand for an integrated system that explores the vast and diverse data in…