Related papers: The Hyperdrive Protocol: An Automated Market Maker…
Many algorithms for congestion control, scheduling, network measurement, active queue management, security, and load balancing require custom processing of packets as they traverse the data plane of a network switch. To run at line rate,…
The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To overcome some of the well-known problems of the Heston model, and more generally of the affine models, we define a new specification for the…
How to compute (super) hedging costs in rather general fi- nancial market models with transaction costs in discrete-time ? Despite the huge literature on this topic, most of results are characterizations of the super-hedging prices while it…
A stable dynamic pricing scheme is essential to guarantee the desired performance of high-occupancy-toll (HOT) lanes, where single-occupancy vehicles (SOVs) can pay a price to use the HOT lanes. But existing methods apply to either only one…
In grid networks, distributed resources are interconnected by wide area network to support compute and data-intensive applications, which require reliable and efficient transfer of gigabits (even terabits) of data. Different from…
Linear-Rate Multi-Mode Systems is a model that can be seen both as a subclass of switched linear systems with imposed global safety constraints and as hybrid automata with no guards on transitions. We study the existence and design of a…
Decentralised automated market makers (AMMs) have gained significant attention recently. We propose an adaptive and automated Dynamic Function Market Maker (DFMM) that addresses challenges in this space. Our DFMM protocol includes a data…
We advocate a domain specific software development methodology for heterogeneous computing platforms such as Multicore CPUs, GPUs and FPGAs. We argue that three specific benefits are realised from adopting such an approach: portable,…
Advances in networks, accelerators, and cloud services encourage programmers to reconsider where to compute -- such as when fast networks make it cost-effective to compute on remote accelerators despite added latency. Workflow and…
We develop a general approach for designing scheduling policies for real-time traffic over wireless channels. We extend prior work, which characterizes a real-time flow by its traffic pattern, delay bound, timely-throughput requirement, and…
In a Shared Mobility on Demand Service (SMoDS), dynamic pricing plays an important role in the form of an incentive for the decision of the empowered passenger on the ride offer. Strategies for determining the dynamic tariff should be…
This paper studies robust variants of an extended model of the classical Heterogeneous Vehicle Routing Problem (HVRP), where a mixed fleet of vehicles with different capacities, availabilities, fixed costs and routing costs is used to serve…
Balancing passenger demand and vehicle availability is crucial for ensuring the sustainability and effectiveness of urban transportation systems. To address this challenge, we propose a novel hierarchical strategy for the efficient…
This work builds upon the long-standing conjecture that linear diffusion models are inadequate for complex market dynamics. Specifically, it provides experimental validation for the author's prior arguments that realistic market dynamics…
This study presents a multi-zone queuing network model for steady-state ride-pooling operations that serve heterogeneous demand, and then builds upon this model to optimize the design of ride-pooling services. Spatial heterogeneity is…
SPEEDEX is a decentralized exchange (DEX) that lets participants securely trade assets without giving any single party undue control over the market. SPEEDEX offers several advantages over prior DEXes. It achieves high throughput -- over…
With the development of autonomous driving, it is becoming increasingly common for autonomous vehicles (AVs) and human-driven vehicles (HVs) to travel on the same roads. Existing single-vehicle planning algorithms on board struggle to…
Advanced recommender systems usually involve multiple domains (such as scenarios or categories) for various marketing strategies, and users interact with them to satisfy diverse demands. The goal of multi-domain recommendation (MDR) is to…
A dynamic routing policy, referred to as Heat-Diffusion (HD), is developed for multihop uniclass wireless networks subject to random traffic, time-varying topology and inter-channel interference.The policy uses only current condition of…
The last decade has sparked several valiant efforts in deductive verification of distributed agreement protocols such as consensus and leader election. Oddly, there have been far fewer verification efforts that go beyond the core protocols…