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Statistical arbitrage exploits temporal price differences between similar assets. We develop a unifying conceptual framework for statistical arbitrage and a novel data driven solution. First, we construct arbitrage portfolios of similar…

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Multi-Robot-Arm Motion Planning (M-RAMP) is a challenging problem featuring complex single-agent planning and multi-agent coordination. Recent advancements in extending the popular Conflict-Based Search (CBS) algorithm have made large…

Uniswap, like other DEXs, has gained much attention this year because it is a non-custodial and publicly verifiable exchange that allows users to trade digital assets without trusted third parties. However, its simplicity and lack of…

A good parallelization strategy can significantly improve the efficiency or reduce the cost for the distributed training of deep neural networks (DNNs). Recently, several methods have been proposed to find efficient parallelization…

Nonnegative matrix factorization (NMF) is a popular method in machine learning and signal processing to decompose a given nonnegative matrix into two nonnegative matrices. In this paper, we propose new algorithms, called…

This work proposes a decentralized, iterative, Bayesian algorithm called CB-DSBL for in-network estimation of multiple jointly sparse vectors by a network of nodes, using noisy and underdetermined linear measurements. The proposed algorithm…

Preamble collision is a bottleneck that impairs the performance of random access (RA) user equipment (UE) in grant-free RA (GFRA). In this paper, by leveraging distributed massive multiple input multiple output (mMIMO) together with machine…

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their set of optimal solutions. Motivated by the recent advances…

Study the general single-source shortest path problem. Firstly, define a path function on a set of some path with same source on a graph, and develop a kind of general single-source shortest path problem (GSSSP) on the defined path…

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

We present a message-passing algorithm to solve the edge disjoint path problem (EDP) on graphs incorporating under a unique framework both traffic optimization and path length minimization. The min-sum equations for this problem present an…

Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 2023 was announced. Specifically, participating teams were…

In this paper, we consider a queue-aware distributive resource control algorithm for two-hop MIMO cooperative systems. We shall illustrate that relay buffering is an effective way to reduce the intrinsic half-duplex penalty in cooperative…

The Restricted Shortest Path (RSP) problem, also known as the Delay-Constrained Least-Cost (DCLC) problem, is an NP-hard bicriteria optimization problem on graphs with $n$ vertices and $m$ edges. In a graph where each edge is assigned a…

We present an accelerated, or 'look-ahead' version of the Newton-Dinkelbach method, a well-known technique for solving fractional and parametric optimization problems. This acceleration halves the Bregman divergence between the current…

The evolution of blockchain technology, from its origins as a decentralized ledger for cryptocurrencies to its broader applications in areas like decentralized finance (DeFi), has significantly transformed financial ecosystems while…

The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies…