Related papers: Intermediating DFMM Asset (IDA)
The popularity of cryptocurrencies has grown significantly in recent years, and they have become an important asset for internet trading. One of the main drawbacks of cryptocurrencies is the high volatility and fluctuation in value. The…
In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…
We consider a class of generalized capital asset pricing models in continuous time with a finite number of agents and tradable securities. The securities may not be sufficient to span all sources of uncertainty. If the agents have…
Decentralized Autonomous Machines (DAMs) represent a transformative paradigm in automation economy, integrating artificial intelligence (AI), blockchain technology, and Internet of Things (IoT) devices to create self-governing economic…
The democratization of artificial intelligence through decentralized networks represents a paradigm shift in computational provisioning, yet the long-term viability of these ecosystems is critically endangered by the extreme volatility of…
Blockchains have popularized automated market makers (AMMs). An AMM exchange is an application running on a blockchain which maintains a pool of crypto-assets and automatically trades assets with users governed by some pricing function that…
Link prediction aims to identify potential missing triples in knowledge graphs. To get better results, some recent studies have introduced multimodal information to link prediction. However, these methods utilize multimodal information…
In recent years, the blockchain-based Internet of Things (IoT) has been researched and applied widely, where each IoT device can act as a node in the blockchain. However, these lightweight nodes usually do not have enough computing power to…
Many implementations of smart contracts available in NFT marketplaces today allow the modification of NFT token attributes, without any specific mechanism to control the consistency with off-chain metadata. We believe this is a weakness in…
In several smart city applications, multiple resources must be allocated among competing agents that are coupled through such shared resources and are constrained --- either through limitations of communication infrastructure or privacy…
In this study, we propose a novel model called the Markov-switching dynamic matrix factor (Ms-DMF) model, which serves the dual purpose of structural interpretation and prediction for high-dimensional matrix time series. When estimating the…
Understanding the dependencies among financial assets is critical for portfolio optimization. Traditional approaches based on correlation networks often fail to capture the nonlinear and directional relationships that exist in financial…
This paper presents a network-based multi-agent optimization model for the strategic planning of service facilities in a stochastic and competitive market. We focus on the type of service facilities that are of intermediate nature, i.e.,…
The always-available liquidity of automated market makers (AMMs) has been one of the most important catalysts in early cryptocurrency adoption. However, it has become increasingly evident that AMMs in their current form are not viable…
Automated Market Makers (AMMs) are decentralized exchange protocols that provide continuous access to token liquidity without the need for order books or traditional market makers. However, this innovation has failed to scale when it comes…
Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…
Automated Market Makers (AMMs) have cemented themselves as an integral part of the decentralized finance (DeFi) space. AMMs are a type of exchange that allows users to trade assets without the need for a centralized exchange. They form the…
The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…
This article explores the optimisation of trading strategies in Constant Function Market Makers (CFMMs) and centralised exchanges. We develop a model that accounts for the interaction between these two markets, estimating the conditional…
Data, algorithms, and compute/storage infrastructure are key assets that drive data science and artificial intelligence applications. As providing all these assets requires a huge investment, data science and artificial intelligence…