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We study bilateral trade with interdependent values as an informed-principal problem. The mechanism-selection game has multiple equilibria that differ with respect to principal's payoff and trading surplus. We characterize the equilibrium…

Theoretical Economics · Economics 2022-02-22 Takeshi Nishimura

In the growing field of blockchain technology, smart contracts exist as transformative digital agreements that execute transactions autonomously in decentralised networks. However, these contracts face challenges in the form of security…

Cryptography and Security · Computer Science 2024-07-12 Christopher De Baets , Basem Suleiman , Armin Chitizadeh , Imran Razzak

We revisit Byzantine tolerant reliable broadcast with honest dealer algorithms in multi-hop networks. To tolerate Byzantine faulty nodes arbitrarily spread over the network, previous solutions require a factorial number of messages to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-13 Silvia Bonomi , Giovanni Farina , Sébastien Tixeuil

Ethereum smart contracts are highly powerful, immutable, and able to retain massive amounts of tokens. However, smart contracts keep attracting attackers to benefit from smart contract flaws and Ethereum unexpected behavior. Thus,…

Cryptography and Security · Computer Science 2024-04-10 Wejdene Haouari , Abdelhakim Senhaji Hafid , Marios Fokaefs

Blockchains provide environments where parties can interact transparently and securely peer-to-peer without needing a trusted third party. Parties can trust the integrity and correctness of transactions and the verifiable execution of…

Cryptography and Security · Computer Science 2023-03-02 Simon Tschirner , Shashank Shekher Tripathi , Mathias Roeper , Markus M. Becker , Volker Skwarek

In this paper we show how the relaxation techniques can be used to establish the existence of an optimal contract in presence of information asymmetry. The method we illustrate was initially motivated by the problem of designing optimal…

Mathematical Finance · Quantitative Finance 2023-07-17 Guillermo Alonso Alvarez , Sergey Nadtochiy

Wireless communication-based multi-robot systems open the door to cyberattacks that can disrupt safety and performance of collaborative robots. The physical channel supporting inter-robot communication offers an attractive opportunity to…

Signal Processing · Electrical Eng. & Systems 2025-06-11 Luca Ballotta , Áron Vékássy , Stephanie Gil , Michal Yemini

We put forward the idea that classical blockchains and smart contracts are potentially useful primitives not only for classical cryptography, but for quantum cryptography as well. Abstractly, a smart contract is a functionality that allows…

Quantum Physics · Physics 2019-07-04 Andrea Coladangelo

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

Trading and Market Microstructure · Quantitative Finance 2013-10-14 Peter Bank , Antje Fruth

Data driven approaches to problem solving are, in many regards, the holy grail of evidence backed decision making. Using first-party empirical data to analyze behavior and establish predictions yields us the ability to base in-depth…

Cryptography and Security · Computer Science 2021-02-09 Michael Bartholic , Zhengrong Gu , Jianan Su , Justin Goldstein , Shin'ichiro Matsuo

We study a repeated trading problem in which a mechanism designer facilitates trade between a single seller and multiple buyers. Our model generalizes the classic bilateral trade setting to a multi-buyer environment. Specifically, the…

Computer Science and Game Theory · Computer Science 2025-03-04 Anna Lunghi , Matteo Castiglioni , Alberto Marchesi

Internet of Things (IoT) data are increasingly viewed as a new form of massively distributed and large scale digital assets, which are continuously generated by millions of connected devices. The real value of such assets can only be…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-11 Paolo Missier , Shaimaa Bajoudah , Angelo Capossele , Andrea Gaglione , Michele Nati

We study blockchain trade-intent auctions, which currently intermediate about USD 10 billion in trades each month. These auctions are combinatorial because executing multiple trade intents jointly generates additional efficiencies. However,…

Theoretical Economics · Economics 2025-10-27 Andrea Canidio , Felix Henneke

Real-world contracts are often ambiguous. While recent work by D\"utting, Feldman, Peretz, and Samuelson (EC 2023, Econometrica 2024) demonstrates that ambiguous contracts can yield large gains for the principal, their optimal solutions…

Computer Science and Game Theory · Computer Science 2026-02-27 Paul Duetting , Michal Feldman , Yarden Rashti

We formulate and solve a finite horizon full balance sheet two-modes optimal switching problem related to trade-off strategies between expected profit and cost yields. Given the current mode, this model allows for either a switch to the…

Probability · Mathematics 2014-11-24 Boualem Djehiche , Ali Hamdi

Exchange markets are a significant type of market economy, in which each agent holds a budget and certain (divisible) resources available for trading. Most research on equilibrium in exchange economies is based on an environment of…

Computer Science and Game Theory · Computer Science 2024-10-10 Yusen Zheng , Yukun Cheng , Chenyang Xu , Xiaotie Deng

Blockchains are decentralized systems that provide trustable execution guarantees. Smart contracts are programs written in specialized programming languages running on blockchains that govern how tokens and cryptocurrency are sent and…

Logic in Computer Science · Computer Science 2024-01-23 Margarita Capretto , Martin Ceresa , Cesar Sanchez

Suppliers (including companies and individual prosumers) may wish to protect their private information when selling items they have in stock. A market is envisaged where private information can be protected through the use of differential…

Cryptography and Security · Computer Science 2015-09-23 Maurizio Naldi , Giuseppe D'Acquisto

An informed Advisor and an uninformed Decision-Maker, with conflicting interests, engage in repeated cheap talk communication in always new decision problems. While the Decision-Maker's optimal payoff is attainable in some subgame-perfect…

Theoretical Economics · Economics 2025-08-04 Steven Kivinen , Christoph Kuzmics

Smart contracts written in Solidity are programs used in blockchain networks, such as Etherium, for performing transactions. However, as with any piece of software, they are prone to errors and may present vulnerabilities, which malicious…

Logic in Computer Science · Computer Science 2021-11-29 Kunjian Song , Nedas Matulevicius , Eddie B. de Lima Filho , Lucas C. Cordeiro
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