Related papers: Concentrated Liquidity with Leverage
This paper studies the stability and convergence properties of a class of multi-agent concurrent learning (CL) algorithms with momentum and restart. Such algorithms can be integrated as part of the estimation pipelines of data-enabled…
Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…
Collaborative learning (CL) enables multiple participants to jointly train machine learning (ML) models on decentralized data sources without raw data sharing. While the primary goal of CL is to maximize the expected accuracy gain for each…
One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange…
We study the loan contracts offered by decentralised loan protocols (DLPs) through the lens of financial derivatives. DLPs, which effectively are clearinghouses, facilitate transactions between option buyers (i.e. borrowers) and option…
Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…
Replicating or caching popular content in memories distributed across the network is a technique to reduce peak network loads. Conventionally, the main performance gain of this caching was thought to result from making part of the requested…
Load aggregators are independent private entities whose goal is to optimize energy consumption flexibilities offered by multiple residential consumers. Although aggregators optimize their decisions in a decentralized way, they are…
Secure Multi-Party Computation (MPC) is an important enabling technology for data privacy in modern distributed applications. Currently, proof methods for low-level MPC protocols are primarily manual and thus tedious and error-prone, and…
The paper develops a decentralized resource allocation mechanism for allocating divisible goods with capacity constraints to non-price-taking agents with general concave utilities. The proposed mechanism is always budget balanced,…
Federated Learning (FL) has emerged as a promising paradigm for collaborative model training across distributed edge devices while preserving data privacy especially with the huge increase amount of data due to the adoption of technologies…
Lending pools are decentralized applications which allow mutually untrusted users to lend and borrow crypto-assets. These applications feature complex, highly parametric incentive mechanisms to equilibrate the loan market. This complexity…
Autonomous Market Makers (AMMs) rely on arbitrage to facilitate passive price updates. Liquidity fragmentation poses a complex challenge across different blockchain networks. This paper proposes FluxLayer, a solution to mitigate fragmented…
The use of machine learning methods helps to improve decision making in different fields. In particular, the idea of bridging predictions (machine learning models) and prescriptions (optimization problems) is gaining attention within the…
Hyperdrive is a protocol designed to facilitate the trading of fixed and variable rate assets. The protocol's unique pricing model consolidates liquidity into a single pool which addresses the challenges of fragmented liquidity across…
Edge computing allows for the decentralization of computing resources. This decentralization is achieved through implementing microservice architectures, which require low latencies to meet stringent service level agreements (SLA) such as…
The standard approach for compensating liquidity providers on many decentralized exchanges (DEX) for serving as counter-party to swaps is through charging a small percentage of fees. The expected payoff from the cash flow of this mode of…
Uniswap v3 is the largest decentralized exchange for digital currencies. A novelty of its design is that it allows a liquidity provider (LP) to allocate liquidity to one or more closed intervals of the price of an asset instead of the full…
In mobile edge computing (MEC) systems, edge service caching refers to pre-storing the necessary programs for executing computation tasks at MEC servers. At resource-constrained edge servers, service caching placement is in general a…
Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have integrated automated risk management tools into their smart…