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Two popular forms of automated market makers are constant sum and constant product (CSMM and CPMM respectively). Each has its advantages and disadvantages: CSMMs have stable exchange rates but are vulnerable to arbitrage and can sometimes…

Trading and Market Microstructure · Quantitative Finance 2022-04-07 Alexander Port , Neelesh Tiruviluamala

A mobile ad hoc network (MANET) is a collection of autonomous nodes that communicate with each other by forming a multi-hop radio network and maintaining connections in a decentralized manner. Security remains a major challenge for these…

Cryptography and Security · Computer Science 2012-01-24 Jaydip Sen

As an integral part of the decentralized finance (DeFi) ecosystem, decentralized exchanges (DEXs) with automated market maker (AMM) protocols have gained massive traction with the recently revived interest in blockchain and distributed…

Trading and Market Microstructure · Quantitative Finance 2023-03-16 Jiahua Xu , Krzysztof Paruch , Simon Cousaert , Yebo Feng

Hashed Timelock (HTLC)-based atomic swap protocols enable the exchange of coins between two or more parties without relying on a trusted entity. This protocol is like the American call option without premium. It allows the finalization of a…

Cryptography and Security · Computer Science 2022-11-30 Subhra Mazumdar

Automated market makers (AMMs) are a prime example of Web 3.0 applications. Their popularity and high trading activity led to serious scalability issues in terms of throughput and state size. In this paper, we address these challenges by…

Cryptography and Security · Computer Science 2025-03-21 Nicolas Michel , Mohamed E. Najd , Ghada Almashaqbeh

Layer-2 (L2) blockchains inherit Ethereums security guarantees while reducing gas fees. As a result, they are gaining traction among traders at Automated Market Makers (AMMs), sparking debate over whether they contribute to liquidity…

Computational Engineering, Finance, and Science · Computer Science 2025-03-14 Krzysztof Gogol , Manvir Schneider , Claudio Tessone , Benjamin Livshits

The state-of-the-art techniques for processing cross-blockchain transactions take a simple centralized approach: when the assets on blockchain $X$, say $X$-coins, are exchanged with the assets on blockchain $Y$---the $Y$-coins, those…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-20 Dongfang Zhao

Money transfer is an abstraction that realizes the core of cryptocurrencies. It has been shown that, contrary to common belief, money transfer in the presence of Byzantine faults can be implemented in asynchronous networks and does not…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-07-28 Oded Naor , Idit Keidar

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

A new improved transfer matrix method (TMM) is presented. It is shown that the method not only overcomes the numerical instability found in the original TMM, but also greatly improves the scalability of computation. The new improved TMM has…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Huiqiong Yin , Ruibao Tao

In his 2018 paper, Herlihy introduced an atomic protocol for multi-party asset swaps across different blockchains. His model represents an asset swap by a directed graph whose nodes are the participating parties and edges represent asset…

Data Structures and Algorithms · Computer Science 2024-03-18 Emily Clark , Chloe Georgiou , Katelyn Poon , Marek Chrobak

The proliferation of blockchains has given developers a variety of platforms on which to run their smart contracts based on application features and requirements for throughput, security, and cost. However, a consequence of this freedom is…

Networking and Internet Architecture · Computer Science 2021-10-27 Ryan Zarick , Bryan Pellegrino , Caleb Banister

Automated Market Makers (AMMs) are a class of smart contracts on Ethereum and other blockchains that "make markets" autonomously. In other words, AMMs stand ready to trade with other market participants that interact with them, at the…

Mathematical Finance · Quantitative Finance 2022-12-22 Stefan Loesch

An increasing number of industries rely on Internet-of-Things devices to track physical resources. Blockchain technology provides primitives to represent these resources as digital assets on a secure distributed ledger. Due to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-13 Martijn de Vos , Can Umut Ileri , Johan Pouwelse

Automated Market Makers (AMMs), as a core infrastructure of decentralized finance (DeFi), uniquely drive on-chain asset pricing through a deterministic reserve ratio mechanism. Unlike traditional markets, AMM price dynamics is triggered…

Machine Learning · Computer Science 2026-04-23 Huaiyu Jia , Jiehshun You , Yizhi Luo , Jingyu Liu , Shuo Sun

Sharding is used to address the performance and scalability issues of the blockchain protocols, which divides the overall transaction processing costs among multiple clusters of nodes. Shards require less storage capacity and communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-31 Ramesh Adhikari , Costas Busch

Current neural architectures lack a principled way to handle interchangeable tokens, i.e., symbols that are semantically equivalent yet distinguishable, such as bound variables. As a result, models trained on fixed vocabularies often…

Machine Learning · Computer Science 2026-02-02 İlker Işık , Wenchao Li

Modern blockchain applications are often constrained by a trade-off between user experience and trust. Chainless Apps present a new paradigm of application architecture that separates execution, trust, bridging, and settlement into distinct…

Cryptography and Security · Computer Science 2025-05-30 Brian Seong , Paul Gebheim

Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…

Machine Learning · Computer Science 2018-02-27 Rui Zhu , Di Niu , Zongpeng Li

For permissionless blockchains, scalability is paramount. While current technologies still fail to address this problem fully, many research works propose sharding or other techniques that extensively adopt parallel processing of…

Cryptography and Security · Computer Science 2022-12-23 Andrea Mariani , Gianluca Mariani , Diego Pennino , Maurizio Pizzonia
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