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Related papers: Execution Welfare Across Solver-based DEXes

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Efficient resource allocation is essential in cloud systems to facilitate resource sharing among tenants. However, the growing scale of these optimization problems have outpaced commercial solvers commonly employed in production. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-17 Zhiying Xu , Minlan Yu , Francis Y. Yan

Over the past years, distributed energy resources (DER) have been the object of many studies, which recognise and establish their emerging role in the future of power systems. However, the implementation of many scenarios and mechanism are…

Systems and Control · Computer Science 2018-09-20 Jaysson Guerrero , Archie Chapman , Gregor Verbic

Decentralized Finance (DeFi) is reshaping traditional finance by enabling direct transactions without intermediaries, creating a rich source of open financial data. Layer 2 (L2) solutions are emerging to enhance the scalability and…

General Economics · Economics 2025-08-11 Nir Chemaya , Lin William Cong , Emma Jorgensen , Dingyue Liu , Luyao Zhang

Autonomous agents are moving beyond simple retrieval tasks to become economic actors that invoke APIs, sequence workflows, and make real-time decisions. As this shift accelerates, API providers need request-level monetization with…

Cryptography and Security · Computer Science 2026-04-03 Mohd Safwan Uddin , Mohammed Mouzam , Mohammed Imran , Syed Badar Uddin Faizan

In this paper, we present Velocity, a decentralized market deployed on Ethereum for trading a custom type of derivative option. To enable the smart contract to work, we also implement a price fetching tool called PriceGeth. We present this…

Cryptography and Security · Computer Science 2018-02-15 Shayan Eskandari , Jeremy Clark , Vignesh Sundaresan , Moe Adham

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…

Cryptography and Security · Computer Science 2025-08-05 Fei Wu , Danning Sui , Thomas Thiery , Mallesh Pai

Automated market makers are a popular mechanism used on decentralized exchange, through which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function. The liquidity provider…

Mathematical Finance · Quantitative Finance 2024-11-27 Xue Dong He , Chen Yang , Yutian Zhou

Exascale systems, expected to emerge by the end of the next decade, will require the exploitation of billion-way parallelism at multiple hierarchical levels in order to achieve the desired sustained performance. The task of assessing future…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-27 Matthew Anderson , Maciej Brodowicz , Hartmut Kaiser , Thomas Sterling

Liquidity providers (LPs) on decentralized exchanges (DEXs) can protect themselves from adverse selection risk by updating their positions more frequently. However, repositioning is costly, because LPs have to pay gas fees for each update.…

Trading and Market Microstructure · Quantitative Finance 2024-03-20 Basile Caparros , Amit Chaudhary , Olga Klein

In this paper, we will consider a governance token pricing algorithm that conducts liquidity operations on AMM (CPMM) DEXs (automated market maker decentralized exchanges) with liquidity that belongs to a decentralized autonomous…

Cryptography and Security · Computer Science 2022-03-18 Aleksei Pupyshev , Ilya Sapranidi , Shamil Khalilov

In this paper, we investigate two methods that allow us to automatically create profitable DeFi trades, one well-suited to arbitrage and the other applicable to more complicated settings. We first adopt the Bellman-Ford-Moore algorithm with…

Cryptography and Security · Computer Science 2021-03-04 Liyi Zhou , Kaihua Qin , Antoine Cully , Benjamin Livshits , Arthur Gervais

In many online systems, individuals provide services for each other; the recipient of the service obtains a benefit but the provider of the service incurs a cost. If benefit exceeds cost, provision of the service increases social welfare…

Computer Science and Game Theory · Computer Science 2015-03-19 Jie Xu , Mihaela van der Schaar , William Zame

We present V0LVER, an AMM protocol which solves an incentivization trilemma between users, passive liquidity providers, and block producers. V0LVER enables users and passive liquidity providers to interact without paying MEV or incurring…

Computer Science and Game Theory · Computer Science 2023-02-16 Conor McMenamin , Vanesa Daza

This paper analyzes the Execution Tickets proposal on Ethereum Research, unveiling its potential to revolutionize the Ethereum blockchain's economic model. At the core of this proposal lies a novel ticketing mechanism poised to redefine how…

Cryptography and Security · Computer Science 2024-04-09 Jonah Burian

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-05 Minghui Liwang , Zhibin Gao , Xianbin Wang

The rapid growth of Decentralized Finance (DeFi) boosts the Ethereum ecosystem. At the same time, attacks towards DeFi applications (apps) are increasing. However, to the best of our knowledge, existing smart contract vulnerability…

Cryptography and Security · Computer Science 2021-05-03 Siwei Wu , Dabao Wang , Jianting He , Yajin Zhou , Lei Wu , Xingliang Yuan , Qinming He , Kui Ren

The successive generations of consensus algorithms have progressively shifted the performance bottleneck of blockchains to the execution layer. While recent works address this by parallelizing transaction execution, they often overlook the…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-28 Artjom Pugatsov , Can Umut Ileri , Jérémie Decouchant

Incentivizing flexible consumption of end-users is key to maximizing the value of local exchanges within Renewable Energy Communities. If centralized coordination for flexible resources planning raises concerns regarding data privacy and…

Systems and Control · Electrical Eng. & Systems 2026-01-12 Thomas Stegen , Julien Allard , Noé Diffels , François Vallée , Mevludin Glavic , Zacharie De Grève , Bertrand Cornélusse

We present a fully-distributed self-healing algorithm DEX, that maintains a constant degree expander network in a dynamic setting. To the best of our knowledge, our algorithm provides the first efficient distributed construction of…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-10-22 Gopal Pandurangan , Peter Robinson , Amitabh Trehan

We study a new "laminated" queueing model for orders on batched trading venues such as decentralised exchanges. The model aims to capture and generalise transaction queueing infrastructure that has arisen to organise MEV activity on public…

Trading and Market Microstructure · Quantitative Finance 2024-01-17 Andrew W. Macpherson