Related papers: Quantifying Price Improvement in Order Flow Auctio…
This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…
Aside from the conception of new blockchain architectures, existing blockchain optimizations in the literature primarily focus on system or data-oriented optimizations within prevailing blockchains. However, since blockchains handle…
Cloud auctions provide cost-effective strategies for cloud VM allocation. Most existing cloud auctions simply assume that the auctioneer is trustable, and thus the fairness of auctions can be easily achieved. However, in fact, such a…
Proof of Authority (PoA) is a type of permissioned consensus algorithm with a fixed committee. PoA has been widely adopted by communities and industries due to its better performance and faster finality. In this paper, we explore the…
Revert protection is a feature provided by some blockchain platforms that prevents users from incurring fees for failed transactions. We study the economic implications and benefits of revert protection in the context of priority gas…
We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…
With the widespread adoption of blockchain technology, the transaction fee mechanism (TFM) in blockchain systems has become a prominent research topic. An ideal TFM should satisfy user incentive compatibility (UIC), miner incentive…
The majority of online marketplaces offer promotion programs to sellers to acquire additional customers for their products. These programs typically allow sellers to allocate advertising budgets to promote their products, with higher…
Financial markets exhibit an apparent paradox: while directional price movements remain largely unpredictable--consistent with weak-form efficiency--the magnitude of price changes displays systematic structure. Here we demonstrate that…
Over the past decade, many dealers have implemented algorithmic models to automatically respond to RFQs and manage flows originating from their electronic platforms. In parallel, building on the foundational work of Ho and Stoll, and later…
We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects practical scenarios in online display advertising where the…
In this paper, we examine the price dynamics of on-line art auctions of modern Indian art using functional data analysis. The purpose here is not just to understand what determines the final prices of art objects, but also the price…
In financial applications, latency advantages -- the ability to make decisions later than others, even without the ability to see what others have done -- can provide individual participants with an edge by allowing them to gather…
Probabilistic intraday electricity price forecasting is becoming increasingly important for short-term power-system operation. With increasing renewable generation, demand-side flexibility, and storage assets, market participants need to…
Distributed ledger systems, such as blockchains, rely on consensus protocols that commit ordered messages for processing. In practice, message ordering within these systems is often reward-driven. This raises concerns about fairness,…
We propose a method for providing communication network infrastructure in autonomous multi-agent teams. In particular, we consider a set of communication agents that are placed alongside regular agents from the system in order to improve…
We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…
Notifications are important for the user experience in mobile apps and can influence their engagement. However, too many notifications can be disruptive for users. A typical mobile app usually has several types of notification, managed by…
This paper examines knapsack auctions as a method to solve the knapsack problem with incomplete information, where object values are private and sizes are public. We analyze three auction types-uniform price (UP), discriminatory price (DP),…
In this paper, we extend and improve the production chain model introduced by Kikuchi et al. (2018). Utilizing the theory of monotone concave operators, we prove the existence, uniqueness, and global stability of equilibrium price, hence…