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We develop a statistical framework for wealth allocation in which agents hold discrete units of wealth and macrostates are defined by how wealth is distributed across agents. The structure of the economic state space is characterized…
In this review, we evaluate the mechanisms behind the decentralized finance protocols for generating stable, passive income. Currently, such savings interest rates can be as high as 20% annually, payable in traditional currency values such…
Temporal Knowledge Graphs store events in the form of subjects, relations, objects, and timestamps which are often represented by dynamic heterogeneous graphs. Event forecasting is a critical and challenging task in Temporal Knowledge Graph…
Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…
We propose a simple technique for verifying probabilistic models whose transition probabilities are parametric. The key is to replace parametric transitions by nondeterministic choices of extremal values. Analysing the resulting…
In this paper, we present Velocity, a decentralized market deployed on Ethereum for trading a custom type of derivative option. To enable the smart contract to work, we also implement a price fetching tool called PriceGeth. We present this…
Formalisms for specifying statistical models, such as probabilistic-programming languages, typically consist of two components: a specification of a stochastic process (the prior), and a specification of observations that restrict the…
Cryptocurrency has seen an explosive growth in recent years, thanks to the evolvement of blockchain technology and its economic ecosystem. Besides Bitcoin, thousands of cryptocurrencies have been distributed on blockchains, while hundreds…
Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…
Blockchain and general purpose distributed ledgers are foundational technologies which bring significant innovation in the infrastructures and other underpinnings of our socio-economic systems. These P2P technologies are able to securely…
We propose a novel framework to analyse the velocity of money in terms of the contribution (MicroVelocity) of each individual agent, and to uncover the distributional determinants of aggregate velocity. Leveraging on complete publicly…
This paper presents a fully distributed resource discovery and reservation system. Verification of such a system is important to ensure the execution of distributed applications on a set of resources in appropriate conditions. A semi-formal…
Fair division is typically framed from a centralized perspective. However, in practice resource allocation often occurs via decentralized networks. We study a decentralized variant of fair division inspired by altruistic dynamics observed…
We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is conditional probability distribution at a given underlying…
We study the relation between different Markov Decision Process (MDP) frameworks in the machine learning and econometrics literatures, including the standard MDP, the entropy and general regularized MDP, and stochastic MDP, where the latter…
To support reliable and low-latency communication, Time-Sensitive Networking introduced protocols and interfaces for resource allocation in Ethernet. However, the implementation of these allocation algorithms has not yet been covered by the…
In this paper, we analyse the impacts of exogenous and endogenous factors on wealth distribution in the Bitcoin token economy, where wealth distribution refers to the distribution of BTC between economic participants or groups of economic…
Decentralized Exchanges (DEXs) are pivotal applications in the Decentralized Finance (DeFi) landscape, aiming to facilitate trustless cryptocurrency trading by relying on smart contracts and blockchain networks. The developments in the DEXs…
We propose to extend the current binary understanding of terrorism (versus non-terrorism) with a Dynamic Matrix of Extremisms and Terrorism (DMET). DMET considers the whole ecosystem of content and actors that can contribute to a continuum…
We introduce a decentralised, algorithmic framework for permissionless, multi-strategy capital allocation via tokenised, automated vaults. The system is designed to function analogously to a multi-strategy asset management company, but…