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Envisioned to be the future of secured distributed systems, blockchain networks have received increasing attention from both the industry and academia in recent years. However, blockchain mining processes demand high hardware costs and…
Price Trend Prediction (PTP) based on Limit Order Book (LOB) data is a fundamental challenge in financial markets. Despite advances in deep learning, existing models fail to generalize across different market conditions and assets.…
Peer-to-peer trading and the move to decentralized grids have reshaped the energy markets in the United States. Notwithstanding, such developments lead to new challenges, mainly regarding the safety and authenticity of energy trade. This…
With the recent rise of cryptocurrencies' popularity, the security and management of crypto-tokens have become critical. We have witnessed many attacks on users and providers, which have resulted in significant financial losses. To remedy…
Decentralized finance revolutionizes traditional financial systems by leveraging blockchain technology to reduce trust. However, some vulnerabilities persist, notably front-running by malicious actors who exploit transaction information to…
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…
Transactive energy plays a key role in the operation and energy management of future power systems. However, the conventional operational mechanism, which follows a centralized design, is often less secure, vulnerable to malicious…
We investigate the welfare loss of continuous and discrete order matching models in blockchain-based decentralized exchanges (DEX) that utilize order books to record outstanding orders. Continuous processing matches each incoming…
Time-bound stablecoins are DeFi assets that temporarily tokenize traditional securities during market off-hours, enabling continuous cross-market liquidity. We introduce the Liquidity-of-Time Premium (TLP): the extra return or cost of…
The rapid development of blockchain technology has driven the widespread application of decentralized applications (DApps) across various fields. However, DApps cannot directly access external data and rely on oracles to interact with…
Ethereum introduced Transaction Access Lists (TALs) in 2020 to optimize gas costs during transaction execution. In this work, we present a comprehensive analysis of TALs in Ethereum, focusing on adoption, quality, and gas savings. Analyzing…
Several recent works address the impact of inexact oracles in the convergence analysis of modern first-order optimization techniques, e.g. Bregman Proximal Gradient and Prox-Linear methods as well as their accelerated variants, extending…
This paper considers the problem of controlling inverter-interfaced distributed energy resources (DERs) in a distribution grid to solve an AC optimal power flow (OPF) problem in real time. The AC OPF includes voltage constraints, and seeks…
Automated Market Makers (AMMs) are essential in Decentralized Finance (DeFi) as they match liquidity supply with demand. They function through liquidity providers (LPs) who deposit assets into liquidity pools. However, the asset trading…
Coordination of distributed energy resources is critical for electricity grid management. Although nodal pricing schemes can mitigate congestion and voltage deviations, the resulting prices are not necessarily equitable. In this work, we…
Feeding external data to a blockchain, a.k.a. data feed, is an essential task to enable blockchain interoperability and support emerging cross-domain applications, notably stablecoins. Given the data-intensive feeds in real life (e.g.,…
Solving systems of polynomial equations, particularly those with finitely many solutions, is a crucial challenge across many scientific fields. Traditional methods like Gr\"obner and Border bases are fundamental but suffer from high…
Decentralized Finance (DeFi) has revolutionized financial markets by enabling complex asset-exchange protocols without trusted intermediaries. Automated Market Makers (AMMs) are a central component of DeFi, providing the core functionality…
The implementation of optimal power flow (OPF) methods to perform voltage and power flow regulation in electric networks is generally believed to require extensive communication. We consider distribution systems with multiple controllable…
User transactions on Ethereum's peer-to-peer network are at risk of being attacked. The smart contracts building decentralized finance (DeFi) have introduced a new transaction ordering dependency to the Ethereum blockchain. As a result,…