Related papers: Cryptocurrency Time Series on the Binary Complexit…
We study selfish mining attacks in longest-chain blockchains like Bitcoin, but where the proof of work is replaced with efficient proof systems -- like proofs of stake or proofs of space -- and consider the problem of computing an optimal…
The Binary Vector Clock is a simple, yet space-efficient algorithm for generating a partial order of transactions in account-based blockchain systems. The Binary Vector Clock solves the problem of order dependency in systems such as…
We analyze a recently introduced concept, called the price of clustering, for variants of bin packing called open-end bin packing problems (OEBP). Input items have sizes, and they also belong to a certain number of types. The new concept…
This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We show that the degree of market efficiency is significantly low…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…
In this paper we revisit some major orthodoxies which lie at the heart of the bitcoin crypto currency and its numerous clones. In particular we look at The Longest Chain Rule, the monetary supply policies and the exact mechanisms which…
AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…
We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…
Cryptocurrency price dynamics are driven largely by microstructural supply demand imbalances in the limit order book (LOB), yet the highly noisy nature of LOB data complicates the signal extraction process. Prior research has demonstrated…
This paper presents a scenario based robust optimization framework for short term energy scheduling in electricity intensive industrial plants, explicitly addressing uncertainty in planning decisions. The model is formulated as a two-stage…
Mamba selective state space models (SSMs) provide linear-time sequence modeling but remain sensitive to selective-scan chunk scheduling. We present COREY, a \emph{concept-and-feasibility} runtime scheduler that maps fixed-bin activation…
Bitcoin is a "crypto currency", a decentralized electronic payment scheme based on cryptography which has recently gained excessive popularity. Scientific research on bitcoin is less abundant. A paper at Financial Cryptography 2012…
Algorithmic trading is well studied in traditional financial markets. However, it has received less attention in centralized cryptocurrency exchanges. The Commodity Futures Trading Commission (CFTC) attributed the $2010$ flash crash, one of…
We review the so called selfish mining strategy in the Bitcoin network and compare its profitability to honest mining.We build a rigorous profitability model for repetition games. The time analysis of the attack has been ignored in the…
Here we report a comprehensive analysis of the robustness of five high-quality real-world complex weighted networks to errors and attacks of nodes and links. We analyze C. Elegans, Cargo ship, E. Coli, Us Airports and Human brain real-world…
The increasing integration of renewable energy sources into power systems is intensifying the demand for greater flexibility among industrial electricity consumers. However, operational constraints, production requirements, and market…
Optimal execution, i.e., the determination of the most cost-effective way to trade volumes in continuous trading sessions, has been a topic of interest in the equity trading world for years. Electricity intraday trading slowly follows this…
The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…
The dynamics of complex systems, from financial markets to the brain, can be monitored in terms of multiple time series of activity of the constituent units, such as stocks or neurons respectively. While the main focus of time series…
In this paper, we present a measure of time irreversibility using trend pattern statistics. We define the irreversibility index as the Kullback-Leibler divergence between the distribution of uptrends subsequences (increasing trends) and the…