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Synthetic corruptions gathered into a benchmark are frequently used to measure neural network robustness to distribution shifts. However, robustness to synthetic corruption benchmarks is not always predictive of robustness to distribution…
This paper develops a mathematical framework for the analysis of continuous-time trading strategies which, in contrast to the classical setting of continuous-time mathematical finance, does not rely on stochastic integrals or other…
The growth of the Bitcoin network during the first decade of its operation to a global scale system is a singular event in the deployment of Information Technology systems. Can this approach serve as a wider paradigm for Information…
In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…
We examine the statistical properties of a closed monetary economy with multi-aggregates interactions. Building upon Yakovenko's single-agent monetary model (Dragulescu and Yakovenko, 2000), we investigate the joint equilibrium distribution…
Blockchains have sparked global interest in recent years, gaining importance as they increasingly influence technology and finance. This thesis investigates the robustness of blockchain protocols, specifically focusing on Ethereum…
Decentralization has been touted as the principal security advantage which propelled blockchain systems at the forefront of developments in the financial technology space. Its exact semantics nevertheless remain highly contested and…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
Dynamic Spectrum Sharing can enhance spectrum resource utilization by promoting the dynamic distribution of spectrum resources. However, to effectively implement dynamic spectrum resource allocation, certain mechanisms are needed to…
Money laundering presents a persistent challenge for financial institutions worldwide, while criminal organizations constantly evolve their tactics to bypass detection systems. Traditional anti-money laundering approaches mainly rely on…
We develop a mixed control framework that combines absolutely continuous controls with impulse interventions subject to stochastic execution delays. The model extends current impulse control formulations by allowing (i) the controller to…
Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…
The Financial system has witnessed rapid technological changes. The rise of Bitcoin and other crypto assets based on Distributed Ledger Technology mark a fundamental change in the way people transact and transmit value over a decentralized…
We study the problem of formalizing and checking probabilistic hyperproperties for models that allow nondeterminism in actions. We extend the temporal logic \HyperPCTL, which has been previously introduced for discrete-time Markov chains,…
Stablecoins have become a foundational component of the digital asset ecosystem, with their market capitalization exceeding 230 billion USD as of May 2025. As fiat-referenced and programmable assets, stablecoins provide low-latency,…
We develop a general and practical framework to address the problem of the optimal design of dynamic fee mechanisms for multiple blockchain resources. Our framework allows to compute policies that optimally trade-off between adjusting…
Decentralized exchanges (DEXs) form a cornerstone of the decentralized finance (DeFi) ecosystem, processing token trades worth billions of dollars daily. Yet, a significant fraction of these trades are suboptimal: alternative routing paths…
This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…
The subpopulationtion shift, characterized by a disparity in subpopulation distributibetween theween the training and target datasets, can significantly degrade the performance of machine learning models. Current solutions to subpopulation…
This paper proposes a portfolio construction framework designed to remain robust under estimation error, non-stationarity, and realistic trading constraints. The methodology combines dynamic asset eligibility, deterministic rebalancing, and…