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In data-parallel computing frameworks, intermediate parallel data is often produced at various stages which needs to be transferred among servers in the datacenter network (e.g. the shuffle phase in MapReduce). A stage often cannot start or…

Data Structures and Algorithms · Computer Science 2017-04-28 Mehrnoosh Shafiee , Javad Ghaderi

National football teams increasingly issue tradeable blockchain-based fan tokens to strategically enhance fan engagement. This study investigates the impact of 2022 World Cup matches on the dynamic performance of each team's fan token. The…

General Finance · Quantitative Finance 2024-03-26 Aman Saggu , Lennart Ante , Ender Demir

By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able to forecast the S&P 500 index beating the Buy and Hold…

Statistical Finance · Quantitative Finance 2016-12-19 Panagiotis Papaioannou , Thomas Dionysopoulos , Dietmar Janetzko , Constantinos Siettos

A technique for on-line estimation of spot volatility for high-frequency data is developed. The algorithm works directly on the transaction data and updates the volatility estimate immediately after the occurrence of a new transaction.…

Methodology · Statistics 2013-01-15 Rainer Dahlhaus , Jan C. Neddermeyer

We model the cadence of AI product releases, i.e. quiet spells, reversible patches, and rarer pivots, as optimal exercise of strategic real options under reputational learning. A privately observed technical state follows a diffusion. The…

Theoretical Economics · Economics 2025-11-24 I. Sebastian Buhai

We introduce a micro-velocity framework for analysing the on-chain circulation of Lidos liquid-staking tokens, stETH, and its wrapped ERC-20 form, wstETH. By reconstructing full transfer and share-based accounting histories, we compute…

Emerging Technologies · Computer Science 2025-08-22 Benjamin Kraner , Luca Pennella , Nicolò Vallarano , Claudio J. Tessone

Time-bound stablecoins are DeFi assets that temporarily tokenize traditional securities during market off-hours, enabling continuous cross-market liquidity. We introduce the Liquidity-of-Time Premium (TLP): the extra return or cost of…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-08 Ailiya Borjigin , Cong He

In quantitative finance, machine learning methods are essential for alpha generation. This study introduces a new approach that combines Hidden Markov Models (HMM) and neural networks, integrated with Black-Litterman portfolio optimization.…

Portfolio Management · Quantitative Finance 2025-11-18 Tiago Monteiro

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

Machine Learning · Computer Science 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Blockchain technology is widely expected to reduce transaction costs by automating contract enforcement and eliminating intermediaries; yet, the execution costs imposed by network congestion have received little attention in the operations…

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…

Computational Engineering, Finance, and Science · Computer Science 2026-02-13 Duc Bui , Thanh Nguyen

This paper presents a medium-term self-scheduling optimization of pumped hydro storage power plants with detailed consideration of short-term flexibility. A decomposition of the problem into inter- and intrastage subproblems, where the…

Optimization and Control · Mathematics 2014-03-20 Hubert Abgottspon , Göran Andersson

We introduce Onflow, a reinforcement learning method for optimizing portfolio allocation via gradient flows. Our approach dynamically adjusts portfolio allocations to maximize expected log returns while accounting for transaction costs.…

Portfolio Management · Quantitative Finance 2026-03-13 Gabriel Turinici , Pierre Brugiere

This work focuses on a self-exciting point process defined by a Hawkes-like intensity and a switching mechanism based on a hidden Markov chain. Previous works in such a setting assume constant intensities between consecutive events. We…

Methodology · Statistics 2025-02-07 Timothée Fabre , Ioane Muni Toke

The mining of bitcoin is modeled using system dynamics, showing that the past evolution of the network hash rate can be explained to a large extent by an efficient market hypothesis applied to the mining of blocks. The possibility of a…

Cryptography and Security · Computer Science 2020-04-21 Davide Lasi , Lukas Saul

Auto-deleveraging (ADL) mechanisms are a critical yet understudied component of risk management on cryptocurrency futures exchanges. When available margin and other loss-absorbing resources are insufficient to cover losses following large…

Risk Management · Quantitative Finance 2026-03-18 Steven Campbell , Natascha Hey , Ciamac C. Moallemi , Marcel Nutz

We have designed an innovative portfolio rebalancing mechanism termed the Cascading Waterfall Round Robin Mechanism. This algorithmic approach recommends an ideal size and number of trades for each asset during the periodic rebalancing…

Portfolio Management · Quantitative Finance 2024-07-18 Ravi Kashyap

The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual levels to understand the factors that impact future volatility. The study uses high-frequency panel data from 2020 to 2022 to examine the relationship…

Statistical Finance · Quantitative Finance 2024-04-09 Alessio Brini , Jimmie Lenz

We study the dynamics of the pump mode in the down-conversion Hamiltonian using the cumulant expansion method, perturbation theory, and the full numerical simulation of systems with a pump mean photon number of up to one hundred thousand.…

Quantum Physics · Physics 2024-08-21 Karthik Chinni , Nicolás Quesada
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