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Individual trade orders are often bunched into a block order for processing efficiency, where in post execution, they are allocated into individual accounts. Since Regulators have not mandated any specific post trade allocation practice or…
Multi-Exit models (MEMs) use an early-exit strategy to improve the accuracy and efficiency of deep neural networks (DNNs) by allowing samples to exit the network before the last layer. However, the effectiveness of MEMs in the presence of…
We propose a model suggesting that honest-but-rational consensus participants may play timing games, and strategically delay their block proposal to optimize MEV capture, while still ensuring the proposal's timely inclusion in the canonical…
The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the same blockchain, incurring unnecessary network and block-space…
A mean-reverting financial instrument is optimally traded by buying it when it is sufficiently below the estimated `mean level' and selling it when it is above. In the presence of linear transaction costs, a large amount of value is paid…
Geo-distribution is essential for modern online applications to ensure service reliability and high availability. However, supporting high-performance serializable transactions in geo-replicated databases remains a significant challenge.…
The properties of tokens within the Ethereum blockchain, such as their current prices, trade volumes, and potential future values, have been the subjects of numerous studies. Employing social networks and graphs, as powerful tools for…
In this paper, we present the first large-scale and systematic study to characterize the code reuse practice in the Ethereum smart contract ecosystem. We first performed a detailed similarity comparison study on a dataset of 10 million…
The security of Bitcoin protocols is deeply dependent on the incentives provided to miners, which come from a combination of block rewards and transaction fees. As Bitcoin experiences more halving events, the protocol reward converges to…
Atomic Crosschain Transaction technology allows composable programming across permissioned Ethereum blockchains. It allows for inter-contract and inter-blockchain function calls that are both synchronous and atomic: if one part fails, the…
Autonomous crypto trading systems often spend most of their design effort on finding entries, while exits are left to fixed rules that are rarely tested in a systematic way. This paper examines whether better stop-loss and take-profit…
Blockchains have popularized automated market makers (AMMs). An AMM exchange is an application running on a blockchain which maintains a pool of crypto-assets and automatically trades assets with users governed by some pricing function that…
With the emergence of Miner Extractable Value (MEV), block construction markets on blockchains have evolved into a competitive arena. Following Ethereum's transition from Proof of Work (PoW) to Proof of Stake (PoS), the Proposer Builder…
On March 13, 2024, Ethereum implemented EIP-4844, designed to enhance its role as a data availability layer. While this upgrade reduces data posting costs for rollups, it also raises concerns about its impact on the consensus layer due to…
Non-fungible tokens (NFTs) as a decentralized proof of ownership represent one of the main reasons why Ethereum is a disruptive technology. This paper presents the first systematic study of the interactions occurring in a number of NFT…
There are two intertwined factors that affect performance of concurrent data structures: the ability of processes to access the data in parallel and the cost of synchronization. It has been observed that for a large class of…
As blockchains begin processing significant economic activity, the ability to include and order transactions inevitably becomes highly valuable, a concept known as Maximal Extractable Value (MEV). This makes effective mechanisms for…
It is widely accepted that Ethereum mining is highly centralized. Nonetheless, centralization has been mostly characterized by exclusively looking at the influence that independent miners or mining pools can have over the network. Moreover,…
We study the deployment performance of machine learning based enforcement systems used in cryptocurrency anti money laundering (AML). Using forward looking and rolling evaluations on Bitcoin transaction data, we show that strong static…
Asymmetric relationship between price and volatility is a prominent feature of the financial market time series. This paper explores the price-volatility nexus in cryptocurrency markets and investigates the presence of asymmetric volatility…