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We aim to derive effective lower bounds for the Discrete Cost Multicommodity Network Design Problem (DCMNDP). Given an undirected graph, the problem requires installing at most one facility on each edge such that a set of point-to-point…
Massive multi-user (MU) multiple-input multiple-output (MIMO) promises significant gains in spectral efficiency compared to traditional, small-scale MIMO technology. Linear equalization algorithms, such as zero forcing (ZF) or minimum…
In this work, we propose a Deep neural network-assisted Particle Filter-based (DePF) approach to address the Mobile User (MU) joint synchronization and localization (sync\&loc) problem in ultra dense networks. In particular, DePF deploys an…
The ADMM-based interior point (ABIP, Lin et al. 2021) method is a hybrid algorithm that effectively combines interior point method (IPM) and first-order methods to achieve a performance boost in large-scale linear optimization. Different…
This study quantifies the potential non-atomic MEV on Layer-2 (L2) blockchains by measuring the arbitrage opportunities between cross-rollup and DEX-CEX. Over recent years, we observe a shift in trading activities from Ethereum to rollups,…
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…
We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…
We propose a boundary neuron method with random features (BNM-RF) for solving partial differential equations. The method approximates the unknown boundary function by a shallow network within the boundary integral formulation. With randomly…
This paper proposes a novel joint non-binary network-channel code for the Time-Division Decode-and-Forward Multiple Access Relay Channel (TD-DF-MARC), where the relay linearly combines -- over a non-binary finite field -- the coded…
In this paper, we develop novel numerical methods based on the Multi-Point Flux Approximation (MPFA) method to solve the degenerated partial differential equation (PDE) arising from pricing two-assets options. The standard MPFA is used as…
DEX, or decentralized exchange, is a prominent class of decentralized finance (DeFi) applications on blockchains, attracting a total locked value worth tens of billions of USD today. This paper presents the first large-scale empirical study…
We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…
Boolean matrix has been used to represent digital information in many fields, including bank transaction, crime records, natural language processing, protein-protein interaction, etc. Boolean matrix factorization (BMF) aims to find an…
Auction has been used to allocate resources or tasks to processes, machines or other autonomous entities in distributed systems. When different bidders have different demands and valuations on different types of resources or tasks, the…
This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
The multi allocation p-hub median problem (MApHM), the multi allocation uncapacitated hub location problem (MAuHLP) and the multi allocation p-hub location problem (MApHLP) are common hub location problems with several practical…
The prevalence of maximal extractable value (MEV) in the Ethereum ecosystem has led to a characterization of the latter as a dark forest. Studies of MEV have thus far largely been restricted to purely on-chain MEV, i.e., sandwich attacks,…
We present the first in-depth empirical characterization of the costs of trading on a decentralized exchange (DEX). Using quoted prices from the Uniswap Labs interface for two pools -- USDC-ETH (5bps) and PEPE-ETH (30bps) -- we evaluate the…
Enterprise Wireless Local Area Networks (WLANs) consist of multiple Access Points (APs) covering a given area. Finding a suitable network configuration able to maximize the performance of enterprise WLANs is a challenging task given the…