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Adaptive optimization algorithms -- such as Adagrad, Adam, and their variants -- have found widespread use in machine learning, signal processing and many other settings. Several methods in this family are not rotationally equivariant,…

Machine Learning · Computer Science 2026-02-17 Adela DePavia , Jose Cruzado , Jiayou Liang , Vasileios Charisopoulos , Rebecca Willett

Roughgarden (2020) initiates the study of Transaction Fee Mechanisms (TFMs), and posits that the on-chain game of a ``good'' TFM should be on-chain simple (OnCS), i.e., incentive compatible for users and the miner. Recent work of Ganesh,…

Computer Science and Game Theory · Computer Science 2025-12-03 Aadityan Ganesh , Clayton Thomas , S. Matthew Weinberg

The historic trend of Moore's Law, which predicted exponential growth in computational performance per dollar, has diverged for modern Graphics Processing Units (GPUs). While Floating Point Operations per Second (FLOPs) capabilities have…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-08 Ian McDougall , Noah Scott , Joon Huh , Kirthevasan Kandasamy , Karthikeyan Sankaralingam

We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is $v_t=\mu_\ast(\mathsf c_t)+\xi_t$, with an unknown utility map $\mu_\ast$ and an unknown additive noise distribution. The key…

Machine Learning · Statistics 2026-05-18 Yingying Fan , Yuxuan Han , Jinchi Lv , Xiaocong Xu , Zhengyuan Zhou

This paper studies the market structure impact of cheaper and faster chains on the Uniswap v3 Protocol. The Uniswap Protocol is the largest decentralized application on Ethereum by both gas and blockspace used, and user behaviors of the…

Trading and Market Microstructure · Quantitative Finance 2024-03-18 Austin Adams

An important issue in today's electricity markets is the management of flexibilities offered by new practices, such as smart home appliances or electric vehicles. By inducing changes in the behavior of residential electric utilities, demand…

Systems and Control · Electrical Eng. & Systems 2022-09-08 Olivier Bilenne , Paulin Jacquot , Nadia Oudjane , Mathias Staudigl , Cheng Wan , Barbara Franci

Transaction fee prediction in Bitcoin's ecosystem represents a crucial challenge affecting both user costs and miner revenue optimization. This study presents a systematic evaluation of six predictive models for forecasting Bitcoin…

Machine Learning · Computer Science 2025-02-04 Jiangqin Ma , Erfan Mahmoudinia

The financial sector's adoption of technology-driven data analysis has enhanced operational efficiency and revenue generation by leveraging personal sensitive data. However, the inherent characteristics of blockchain hinder decentralized…

Cryptography and Security · Computer Science 2023-11-13 Zhuangtong Huang , Jiawei Zhu , Zhongyu Huang , Yixin Xu , Jerome Yen , Ye Wang

This work presents the design and implementation of a blockchain system that enables the trustable transactive energy management for distributed energy resources (DERs). We model the interactions among DERs, including energy trading and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-07 Qing Yang , Hao Wang , Xiaoxiao Wu , Taotao Wang , Shengli Zhang

Cross-chain bridges and oracle DAOs represent some of the most vulnerable components of decentralized systems, with more than $2.8 billion lost due to trust failures, opaque validation behavior, and weak incentives. Current oracle designs…

Quantum Physics · Physics 2026-01-09 M. Z. Haider , Tayyaba Noreen , M. Salman , M. Dias de Assuncao , Kaiwen Zhang

In the traditional mobile edge computing (MEC) system, the availability of MEC services is greatly limited for the edge users of the cell due to serious signal attenuation and inter-cell interference. User-centric MEC (UC-MEC) can be seen…

Signal Processing · Electrical Eng. & Systems 2023-02-22 Langtian Qin , Hancheng Lu , Yuang Chen , Zhuojia Gu , Dan Zhao , Feng Wu

This work proposes a time-efficient Natural Gradient Descent method, called TENGraD, with linear convergence guarantees. Computing the inverse of the neural network's Fisher information matrix is expensive in NGD because the Fisher matrix…

Machine Learning · Computer Science 2022-03-04 Saeed Soori , Bugra Can , Baourun Mu , Mert Gürbüzbalaban , Maryam Mehri Dehnavi

It is well known that users on open blockchains are tracked by an industry providing services to governments, law enforcement, secret services, and alike. While most blockchains do not protect their users' privacy and allow external…

Cryptography and Security · Computer Science 2021-06-08 Duc V. Le , Arthur Gervais

Decentralized Autonomous Organization (DAO) is very popular in Decentralized Finance (DeFi) applications as it provides a decentralized governance solution through blockchain. We analyze the governance characteristics in the Maker protocol,…

Cryptography and Security · Computer Science 2023-03-24 Xiaotong Sun , Charalampos Stasinakis , Georigios Sermpinis

In blockchain-based order book systems, buyers and sellers trade assets, while it is miners to match them and include their transactions in the blockchain. It is found that many miners behave selfishly and myopically, prioritizing…

Computer Science and Game Theory · Computer Science 2025-01-23 Yunshu Liu , Lingjie Duan

Blockchain technology has revolutionized financial markets by enabling decentralized exchanges (DEXs) that operate without intermediaries. Uniswap V2, a leading DEX, facilitates the rapid creation and trading of new tokens, which offer high…

Computational Finance · Quantitative Finance 2026-02-18 Manuel Naviglio , Francesco Tarantelli , Fabrizio Lillo

Automated Market Makers (AMMs) have cemented themselves as an integral part of the decentralized finance (DeFi) space. AMMs are a type of exchange that allows users to trade assets without the need for a centralized exchange. They form the…

Machine Learning · Computer Science 2022-11-29 Dev Churiwala , Bhaskar Krishnamachari

Decentralized finance (DeFi) protocols are crypto projects developed on the blockchain to manage digital assets. Attacks on DeFi have been frequent and have resulted in losses exceeding \$77 billion. However, detection methods for malicious…

Cryptography and Security · Computer Science 2024-05-21 Wenkai Li , Xiaoqi Li , Yuqing Zhang , Zongwei Li

Ethereum contracts can be designed to function as fully decentralized applications called DAPPs. Many DAPPs have already been fielded, including an online marketplace, a role playing game, a prediction market, and an Internet service…

Cryptography and Security · Computer Science 2017-01-17 George Bissias , Brian Levine , Nikunj Kapadia

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…

Computational Engineering, Finance, and Science · Computer Science 2025-09-26 Yu Zhang , Claudio J. Tessone
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