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Decentralized finance, i.e., DeFi, has become the most popular type of application on many public blockchains (e.g., Ethereum) in recent years. Compared to the traditional finance, DeFi allows customers to flexibly participate in diverse…

Cryptography and Security · Computer Science 2021-03-05 Bin Wang , Han Liu , Chao Liu , Zhiqiang Yang , Qian Ren , Huixuan Zheng , Hong Lei

This paper focuses on an AC optimal power flow (OPF) problem for distribution feeders equipped with controllable distributed energy resources (DERs). We consider a solution method that is based on a continuous approximation of the projected…

Optimization and Control · Mathematics 2026-02-26 Damola Ajeyemi , Yiting Chen , Antonin Colot , Jorge Cortes , Emiliano Dall'Anese

Decentralized exchanges, such as those employing constant product market makers (CPMMs) like Uniswap V2, play a crucial role in the blockchain ecosystem by enabling peer-to-peer token swaps without intermediaries. Despite the increasing…

Computational Finance · Quantitative Finance 2025-04-23 Yu Zhang , Yafei Li , Claudio Tessone

This paper introduces peer to peer (P2P) trading mechanisms based on decentralized Blockchain to facilitate retail electricity market for ever-increasing distributed energy resources (DERs). The Blockchain network supports fast and secure…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Masoud H. Nazari , Antar Kumar Biswas

Decentralized data-feed systems enable blockchain-based smart contracts to access off-chain information by aggregating values from multiple oracles. To improve accuracy, these systems typically use an aggregation function, such as majority…

Computer Science and Game Theory · Computer Science 2025-09-16 Sina Aeeneh , Nikola Zlatanov , Jiangshan Yu

Consensus mechanism is the core technology for blockchain to ensure that transactions are executed in sequence. It also determines the decentralization, security, and efficiency of blockchain. Existing mechanisms all have certain…

Cryptography and Security · Computer Science 2025-01-03 Chenxi Xiong , Ting Yang , Yu Wang , Bing Dong

We introduce OFTER, a time series forecasting pipeline tailored for mid-sized multivariate time series. OFTER utilizes the non-parametric models of k-nearest neighbors and Generalized Regression Neural Networks, integrated with a…

Machine Learning · Statistics 2023-04-11 Nikolas Michael , Mihai Cucuringu , Sam Howison

The cost of using a blockchain infrastructure as well as the time required to search and retrieve information from it must be considered when designing a decentralized application. In this work, we examine a comprehensive set of data…

Databases · Computer Science 2021-05-25 P. Kostamis , A. Sendros , P. S. Efraimidis

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…

Computational Engineering, Finance, and Science · Computer Science 2025-09-26 Naga Venkata Sai Jitin Jami , Juraj Kardoš , Olaf Schenk , Harald Köstler

Decentralized marketplace applications demand fast, cheap and easy-to-use cryptocurrency payment mechanisms to facilitate high transaction volumes. The standard solution for off-chain payments, state channels, are optimized for frequent…

Cryptography and Security · Computer Science 2020-08-05 Madhumitha Harishankar , Dimitrios-Georgios Akestoridis , Sriram V. Iyer , Aron Laszka , Carlee Joe-Wong , Patrick Tague

We study the following fundamental data-driven pricing problem. How can/should a decision-maker price its product based on data at a single historical price? How valuable is such data? We consider a decision-maker who optimizes over…

Computer Science and Game Theory · Computer Science 2022-03-30 Amine Allouah , Achraf Bahamou , Omar Besbes

Transaction fee markets are essential components of blockchain economies, as they resolve the inherent scarcity in the number of transactions that can be added to each block. In early blockchain protocols, this scarcity was resolved through…

Computer Science and Game Theory · Computer Science 2022-12-16 Stefanos Leonardos , Daniël Reijsbergen , Barnabé Monnot , Georgios Piliouras

This paper introduces a trade ordering rule that aims to reduce intra-block price volatility in Automated Market Maker (AMM) powered decentralized exchanges. The ordering rule introduced here, Clever Look-ahead Volatility Reduction (CLVR),…

Computer Science and Game Theory · Computer Science 2026-05-29 Robert McLaughlin , Nir Chemaya , Dingyue Liu , Dahlia Malkhi

Smart contracts have been a topic of interest in blockchain research and are a key enabling technology for Connected Autonomous Vehicles (CAVs) in the era of Web 3.0. These contracts enable trustless interactions without the need for…

Cryptography and Security · Computer Science 2025-05-20 Xingchen Sun , Runhua Xu , Wei Ni , Li Duan , Chao Li

We consider the issue of high peak-to-average-power ratio (PAPR) of Orthogonal time frequency space (OTFS) modulated signals. This paper proposes a low-complexity novel iterative PAPR reduction method which achieves a PAPR reduction of…

Information Theory · Computer Science 2025-01-22 Saurabh Prakash , Venkatesh Khammammetti , Saif Khan Mohammed

Given the low throughput of blockchains like Bitcoin and Ethereum, scalability - the ability to process an increasing number of transactions - has become a central focus of blockchain research. One promising approach is the parallelization…

Computer Science and Game Theory · Computer Science 2025-08-11 Bahar Acilan , Andrei Constantinescu , Lioba Heimbach , Roger Wattenhofer

A number of problems in parallel computing require reasoning about the dependency structure in parallel programs. For example, dynamic race detection relies on efficient "on-the-fly" determination of dependencies between sequential and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-02 Sam Westrick , Larry Wang , Umut A. Acar

There are a multitude of Blockchain-based physical infrastructure systems, operating on a crypto-currency enabled token economy, where infrastructure suppliers are rewarded with tokens for enabling, validating, managing and/or securing the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-09 Oguzhan Akcin , Robert P. Streit , Benjamin Oommen , Sriram Vishwanath , Sandeep Chinchali

Threshold cryptography is essential for many blockchain protocols. For example, many protocols rely on threshold common coin to implement asynchronous consensus, leader elections, and provide support for randomized applications. Similarly,…

Cryptography and Security · Computer Science 2025-05-26 Zhuolun Xiang , Sourav Das , Zekun Li , Zhoujun Ma , Alexander Spiegelman

Decentralized Finance (DeFi) has reshaped the possibilities of reserve banking in the form of the Collateralized Debt Position (CDP). Key to the safety of CDPs is the money supply architecture that enables issued debt to maintain its value.…

Risk Management · Quantitative Finance 2024-07-19 Yuval Boneh