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In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy…

Computer Science and Game Theory · Computer Science 2022-09-19 Nitin Singha , V Shreyas , Sandeep Kumar

It is well-known that information loss can occur in the classic and simple Q-learning algorithm. Entropy-based policy search methods were introduced to replace Q-learning and to design algorithms that are more robust against information…

Machine Learning · Computer Science 2020-06-29 Tung D. Nguyen , Kathryn E. Kasmarik , Hussein A. Abbass

Edge computing provides resources for IoT workloads at the network edge. Monitoring systems are vital for efficiently managing resources and application workloads by collecting, storing, and providing relevant information about the state of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-14 Shashikant Ilager , Jakob Fahringer , Alessandro Tundo , Ivona Brandić

We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…

Optimization and Control · Mathematics 2025-11-24 Christopher King , Homayoun Hamedmoghadam , Christos G. Cassandras , Fabian R. Wirth , Robert N. Shorten

Decentralized exchange markets leveraging blockchain have been proposed recently to provide open and equal access to traders, improve transparency and reduce systemic risk of centralized exchanges. However, they compromise on the privacy of…

Cryptography and Security · Computer Science 2021-12-21 Kavya Govindarajan , Dhinakaran Vinayagamurthy , Praveen Jayachandran , Chester Rebeiro

We present a mathematical formulation of liquidity provision in decentralized exchanges. We focus on constant function market makers of utility indifference type, which include constant product market makers with concentrated liquidity as a…

Trading and Market Microstructure · Quantitative Finance 2025-02-05 Masaaki Fukasawa , Basile Maire , Marcus Wunsch

Uniswap is a Constant Product Market Maker built around liquidity pools, where pairs of tokens are exchanged subject to a fee that is proportional to the size of transactions. At the time of writing, there exist more than 6,000 pools…

Trading and Market Microstructure · Quantitative Finance 2023-02-01 Deborah Miori , Mihai Cucuringu

The growing electricity demand and use of smart appliances are placing pressure on power grids, making efficient energy management more important than ever. The existing energy management systems often prioritize system efficiency (balanced…

Multiagent Systems · Computer Science 2026-02-05 Rabiya Khalid , Evangelos Pournaras

Agent-based solutions lend themselves well to address privacy concerns and the computational scalability needs of future distributed electric grids and end-use energy exchanges. Decentralized decision-making methods are the key to enabling…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Meiyi Li , Javad Mohammadi , Soummya Kar

The dynamic provisioning of virtualized resources offered by cloud computing infrastructures allows applications deployed in a cloud environment to automatically increase and decrease the amount of used resources. This capability is called…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-02-14 Nicolo M. Calcavecchia , Bogdan Alexandru Caprarescu , Elisabetta Di Nitto , Daniel J. Dubois , Dana Petcu

Decentralized Finance (DeFi) money markets have seen explosive growth in recent years, with billions of dollars borrowed in various cryptocurrency assets. Key to the safety of money markets is the implementation of interest rates that…

Risk Management · Quantitative Finance 2024-07-16 Yuval Boneh

Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advances promote improved accessibility and convenience,…

Trading and Market Microstructure · Quantitative Finance 2023-12-05 Agostino Capponi , Garud Iyengar , Jay Sethuraman

Deep Equilibrium Models (DEQs) have emerged as a powerful paradigm in deep learning, offering the ability to model infinite-depth networks with constant memory usage. However, DEQs incur significant inference latency due to the iterative…

Machine Learning · Computer Science 2026-02-04 Junchao Lin , Zenan Ling , Jingwen Xu , Robert C. Qiu

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

We propose Ping-Pong Swaps: A secure pure peer-to-peer crosschain swap mechanism of tokens or cryptocurrencies that does not require escrow nor an intermediate trusted third party. The only technical requirement is to be able to open…

Cryptography and Security · Computer Science 2023-01-11 Cyril Grunspan , Ricardo Perez-Marco

Communication scheduling aims to reduce communication bottlenecks in data parallel training (DP) by maximizing the overlap between computation and communication. However, existing schemes fall short due to three main issues: (1) hard data…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-24 Lin Meng , Yuzhong Sun

We develop a model of coordination and allocation of decentralized multi-sided markets, in which our theoretical analysis is promisingly optimizing the decentralized transaction packaging process at high-throughput blockchains or Web 3.0…

General Economics · Economics 2023-01-27 Yuxuan Lu , Qian Qi , Xi Chen

Decentralized exchange platforms such as Uniswap and Balancer operate on several pools where each pool contains two or more cryptocurrencies and constitutes direct trading pairs. The drawbacks here are that liquidity providing requires…

Information Theory · Computer Science 2025-07-31 Wittawat Kositwattanarerk

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

This paper proposes a model that enables permissionless and decentralized networks for complex computations. We explore the integration and optimize load balancing in an open, decentralized computational network. Our model leverages…

Computational Finance · Quantitative Finance 2025-01-03 German Rodikov
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