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Since the inception of blockchain and Bitcoin (Nakamoto (2008)), a decentralized-distributed ledger system and its associated cryptocurrency, respectively, the world has witnessed a slew of newer adaptations and applications. Although the…
We build the time series of optimal realized portfolio weights from high-frequency data and we suggest a novel Dynamic Conditional Weights (DCW) model for their dynamics. DCW is benchmarked against popular model-based and model-free…
Computational task offloading based on edge computing can deal with the performance bottleneck of traditional cloud-based systems for Internet of things (IoT). To further optimize computing efficiency and resource allocation, collaborative…
Many blockchain platform are subject to maximal value extraction (MEV), and users on the platform are losing money while sending transactions because the transaction order can be manipulated to extract value from them. Consensus protocols…
Wind energy has been increasingly adopted to mitigate climate change. However, the variability of wind energy causes wind curtailment, resulting in considerable economic losses for wind farm owners. Wind curtailment can be reduced using…
Cost-aware Dynamic Workflow Scheduling (CADWS) is a key challenge in cloud computing, focusing on devising an effective scheduling policy to efficiently schedule dynamically arriving workflow tasks, represented as Directed Acyclic Graphs…
A cloud-based data stream management system (DSMS) handles fast data by utilizing the massively parallel processing capabilities of the underlying platform. An important property of such a DSMS is elasticity, meaning that nodes can be…
High read and write performance is important for generic key-value stores, which are foundational to modern applications and databases. Yet, achieving high performance for mixed and dynamic workloads is challenging due to fundamental…
Bitcoin-NG, a scalable blockchain protocol, divides each block into a key block and many micro blocks to effectively improve the transaction processing capacity. Bitcoin-NG has a special incentive mechanism (i.e. splitting transaction fees…
Sharding is used to improve the scalability and performance of blockchain systems. We investigate the stability of blockchain sharding, where transactions are continuously generated by an adversarial model. The system consists of $n$…
Bitcoin is a decentralised digital currency that serves as an alternative to existing transaction systems based on an external central authority for security. Although Bitcoin has many desirable properties, one of its fundamental…
Duality for robust hedging with proportional transaction costs of path dependent European options is obtained in a discrete time financial market with one risky asset. Investor's portfolio consists of a dynamically traded stock and a static…
Emerging non-volatile main memory (NVMM) is rapidly being integrated into computer systems. However, NVMM is vulnerable to potential data remanence and replay attacks. Established security models including split counter mode encryption and…
Limited scalability and transaction costs are, among others, some of the critical issues that hamper a wider adoption of distributed ledger technologies (DLT). That is particularly true for the Ethereum blockchain, which, so far, has been…
The growing penetration of distributed energy resources (DERs) in distribution networks (DNs) raises new operational challenges, particularly in terms of reliability and voltage regulation. In response to these challenges, we introduce an…
In recent years, with the rapid development and popularization of BitCoin, the research of blockchain technology has also shown growth. It has gradually become a new generation of distributed, non-centralized and trust-based technology…
Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…
We consider an investor with constant absolute risk aversion who trades a risky asset with general Ito dynamics, in the presence of small proportional transaction costs. Kallsen and Muhle-Karbe (2012) formally derived the leading-order…
In the rapidly evolving landscape of the Metaverse, enhanced by blockchain technology, the efficient processing of data has emerged as a critical challenge, especially in wireless communication systems. Addressing this need, our paper…
High penetrations of intermittent renewable energy resources in the power system require large balancing reserves for reliable operations. Aggregated and coordinated behind-the-meter loads can provide these fast reserves, but represent…