Related papers: Autonomous Money Supply Strategy Utilizing Control…
Decentralized Finance (DeFi) is increasingly studied and adopted for its potential to provide accessible and transparent financial services. Analyzing how investors use DeFi is important for reaching a better understanding of their usage…
Automated market makers are a popular mechanism used on decentralized exchange, through which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function. The liquidity provider…
Decentralized Finance (DeFi) is emerging as a peer-to-peer financial ecosystem, enabling participants to trade products on a permissionless blockchain. Built on blockchain and smart contracts, the DeFi ecosystem has experienced explosive…
Automated Market Makers (AMMs) are major centers of matching liquidity supply and demand in Decentralized Finance. Their functioning relies primarily on the presence of liquidity providers (LPs) incentivized to invest their assets into a…
The need for control strategies that can address dynamic system uncertainty is becoming increasingly important. In this work, we propose a Model Predictive Control by quantifying the risk of failure in our system model. The proposed control…
With the reform of interest rate benchmarks, interbank offered rates (IBORs) like LIBOR have been replaced by risk-free rates (RFRs), such as the Secured Overnight Financing Rate (SOFR) in the U.S. and the Euro Short-Term Rate (\euro STR)…
Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a decentralized framework for prediction markets using…
Decentralized finance (DeFi) in Ethereum is a financial ecosystem built on the blockchain that has locked over 200 billion USD until April 2022. All transaction information is transparent and open when transacting through the DeFi protocol,…
The increasing deployment of end use power resources in distribution systems created active distribution systems. Uncontrolled active distribution systems exhibit wide variations of voltage and loading throughout the day as some of these…
The decentralized finance (DeFi) community has grown rapidly in recent years, pushed forward by cryptocurrency enthusiasts interested in the vast untapped potential of new markets. The surge in popularity of cryptocurrency has ushered in a…
The paper tests the validity of the critique of the fiscal theory of the price level. A stochastic general equilibrium model with continuous time is constructed. An active fiscal policy and a passive monetary policy have been set. Monetary…
The disbalance of Supply and Demand is typically considered as the driving force of the markets. However, the measurement or estimation of Supply and Demand at price different from the execution price is not possible even after the…
A major impediment towards the industrial adoption of decentralized distributed systems comes from the difficulty to theoretically prove that these systems exhibit the required behavior. In this paper, we use probability theory to analyze a…
The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…
Passivity theory has recently contributed to developing decentralized control schemes for large-scale systems. Many decentralized passivity-based control schemes are designed in continuous-time. It is well-known, however, that the passivity…
Traditionally, resource management and capacity allocation has been controlled network-side in cellular deployment. As autonomicity has been added to network design, machine learning technologies have largely followed this paradigm,…
Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participation in the performance of a risky asset while protecting the invested capital. This protection is however not perfect and the gap risk must…
The dynamic provisioning of virtualized resources offered by cloud computing infrastructures allows applications deployed in a cloud environment to automatically increase and decrease the amount of used resources. This capability is called…
We develop a general framework for incorporating distributional preferences in market design. We identify the structural properties of these preferences that guarantee the path independence of choice rules. In decentralized settings, a…
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…