Related papers: DeTEcT: Dynamic and Probabilistic Parameters Exten…
Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with…
In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…
This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…
We study a problem of optimal allocation in a discrete-time multi-period pure-exchange economy, where agents have preferences over stochastic endowment processes that are represented by strongly time-consistent dynamic risk measures. We…
Recently, phishing scams have posed a significant threat to blockchains. Phishing detectors direct their efforts in hunting phishing addresses. Most of the detectors extract target addresses' transaction behavior features by random walking…
In recent years, tokenomic systems, decentralized systems that use cryptographic tokens to represent value and rights, have evolved considerably. Growing complexity in incentive structures has expanded the applicability of blockchain beyond…
We describe a probabilistic framework for synthesizing control policies for general multi-robot systems, given environment and sensor models and a cost function. Decentralized, partially observable Markov decision processes (Dec-POMDPs) are…
With the development of decentralized finance (DeFi), lending protocols have been increasingly proposed in the market. A comprehensive and in-depth evaluation of lending protocol is essential to the DeFi market participants. Due to the…
We present a novel process for generating synthetic datasets tailored to assess asset allocation methods and construct portfolios within the fixed income universe. Our approach begins by enhancing the CorrGAN model to generate synthetic…
Smart contracts are autonomous software executing predefined conditions. Two of the biggest advantages of the smart contracts are secured protocols and transaction costs reduction. On the Ethereum platform, an open-source blockchain-based…
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…
We establish a high-dimensional statistical learning framework for individualized asset allocation. Our proposed methodology addresses continuous-action decision-making with a large number of characteristics. We develop a discretization…
This article introduces a novel hybrid regime identification-forecasting framework designed to enhance multi-asset portfolio construction by integrating asset-specific regime forecasts. Unlike traditional approaches that focus on broad…
Distributed Stream Processing (DSP) focuses on the near real-time processing of large streams of unbounded data. To increase processing capacities, DSP systems are able to dynamically scale across a cluster of commodity nodes, ensuring a…
Hyperproperties have shown to be a powerful tool for expressing and reasoning about information-flow security policies. In this paper, we investigate the problem of statistical model checking (SMC) for hyperproperties. Unlike exhaustive…
The explosive growth of textual data over time presents a significant challenge in uncovering evolving themes and trends. Existing dynamic topic modeling techniques, while powerful, often exist in fragmented pipelines that lack robust…
Blockchain protocols incentivize participation through monetary rewards, assuming rational actors behave honestly to maximize their gains. However, attackers may attempt to harm others even at personal cost. These denial of profit attacks…
In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market…
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…
In large-scale distributed environments, avoiding concurrent access to the same resource by multiple processes becomes a core challenge, commonly termed distributed mutual exclusion (DME). Token-based mechanisms have long been recognized as…