Related papers: MEV Capture Through Time-Advantaged Arbitrage
In blockchain systems operating under the Proof-of-Stake (PoS) consensus mechanism, fairness in transaction processing is essential to preserving decentralization and maintaining user trust. However, with the emergence of Maximal…
Sealed-bid auctions play a crucial role in blockchain ecosystems. Previous works introduced viable blockchain sealed-bid auction protocols, leveraging timed commitments for bid encryption. However, a crucial challenge remains unresolved in…
As the core issue of blockchain, the mining requires solving a proof-of-work puzzle, which is resource expensive to implement in mobile devices due to high computing power needed. Thus, the development of blockchain in mobile applications…
As a trusted middleware connecting the blockchain and the real world, the blockchain oracle can obtain trusted real-time price information for financial applications such as payment and settlement, and asset valuation on the blockchain.…
This paper develops a model to evaluate the viability of blockchain markets as the sole venue for price formation. Blockchains clear at discrete intervals called block time, and transactions are executed sequentially according to priority…
This paper presents MPC-EVM, the first blockchain prototype that extends the EVM to enable asynchronous MPC invocations by smart contracts during transaction executions without compromising consistency or throughput. MPC-EVM uses an…
Many blockchain platform are subject to maximal value extraction (MEV), and users on the platform are losing money while sending transactions because the transaction order can be manipulated to extract value from them. Consensus protocols…
This paper provides a comprehensive empirical analysis of the economics and dynamics behind arbitrages between centralized and decentralized exchanges (CEX-DEX) on Ethereum. We refine heuristics to identify arbitrage transactions from…
A blockchain replaces central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows cross-exchange trading, exposing arbitrageurs to price risk. Off-chain settlement,…
Automated market makers (AMMs) quote prices from pool state rather than from a limit order book. AMM pools often stay close to a reference price because arbitrageurs correct profitable mispricing. A large part of decentralized finance…
Mobile edge computing (MEC) is a promising computing paradigm that offers users proximity and instant computing services for various applications, and it has become an essential component of the Internet of Things (IoT). However, as…
Given the rapid rise of electric vehicles (EVs) worldwide, and the ambitious targets set for the near future, the management of large EV fleets must be seen as a priority. Specifically, we study a scenario where EV charging is managed…
The convergence of mobile edge computing (MEC) and blockchain is transforming the current computing services in wireless Internet-of-Things networks, by enabling task offloading with security enhancement based on blockchain mining. Yet the…
Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…
Researchers all over the world are employing a variety of analysis approaches in attempt to provide a safer and faster solution for sharing resources via a Multi-access Edge Computing system. Multi-access Edge Computing (MEC) is a…
In the ever evolving landscape of decentralized finance automated market makers (AMMs) play a key role: they provide a market place for trading assets in a decentralized manner. For so-called bluechip pairs, arbitrage activity provides a…
In the given technology-driven era, smart cities are the next frontier of technology, aiming at improving the quality of people's lives. Many research works focus on future smart cities with a holistic approach towards smart city…
Mobile edge computing (MEC) has emerged as one of the key technical aspects of the fifth-generation (5G) networks. The integration of MEC with resource-constrained unmanned aerial vehicles (UAVs) could enable flexible resource provisioning…
The advent of Ethereum 2.0 has introduced significant changes, particularly the shift to Proof-of-Stake consensus. This change presents new opportunities and challenges for arbitrage. Amidst these changes, we introduce BriDe Arbitrager, a…
This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…