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Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 2023 was announced. Specifically, participating teams were…

Portfolio Management · Quantitative Finance 2024-06-13 Daniele Maria Di Nosse , Federico Gatta

The emergence of Distributed Energy Resources (DERs) provides both challenges and opportunities for the planning and operations of distribution systems. These resources can be deployed in a manner that is either complementary to or in…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Marija Ilic , Matthew Gough

To determine the effectiveness of metaheuristic Differential Evolution optimization strategy for inventory management (IM) in the context of stochastic demand, this empirical study undertakes a thorough investigation. The primary objective…

Neural and Evolutionary Computing · Computer Science 2023-12-11 Sarit Maitra , Sukanya Kundu , Vivek Mishra

Fine-tuning Large Language Models (LLMs) for specialized domains is constrained by a fundamental challenge: the need for diverse, cross-organizational data conflicts with the principles of data privacy and sovereignty. While Federated…

Machine Learning · Computer Science 2026-01-27 Inderjeet Singh , Eleonore Vissol-Gaudin , Andikan Otung , Motoyoshi Sekiya

Decentralized Finance (DeFi) is reshaping traditional finance by enabling direct transactions without intermediaries, creating a rich source of open financial data. Layer 2 (L2) solutions are emerging to enhance the scalability and…

General Economics · Economics 2025-08-11 Nir Chemaya , Lin William Cong , Emma Jorgensen , Dingyue Liu , Luyao Zhang

We consider dynamic pricing algorithms as applied to the online set cover problem. In the dynamic pricing framework, we assume the standard client server model with the additional constraint that the server can only place prices over the…

Data Structures and Algorithms · Computer Science 2024-09-24 Max Bender , Aum Desai , Jialin He , Oliver Thompson , Pramithas Upreti

Decentralized exchanges (DEXes) have evolved dramatically since the introduction of Automated Market Makers (AMMs). In recent years, solver-based protocols have emerged as an alternative venue aiming to introduce competition for routing,…

Computational Engineering, Finance, and Science · Computer Science 2025-05-08 Yuki Yuminaga , Dex Chen , Danning Sui

As distributed energy resources (DERs) grow, the electricity grid faces increased net load variability at the grid edge, impacting operability and reliability. Transactive energy, facilitated through local energy markets, offers a…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Daniel May , Matthew Taylor , Petr Musilek

Decentralized finance (DeFi) has introduced a new era of permissionless financial innovation but also led to unprecedented market manipulation. Without centralized oversight, malicious actors coordinate shilling campaigns and pump-and-dump…

Artificial Intelligence · Computer Science 2026-05-26 Ronghua Shi , Yiou Liu , Yuchun Feng , Lynn Ai , Bill Shi , Zhuang Liu

Federated Learning (FL) has emerged as a powerful paradigm for decentralized machine learning, enabling collaborative model training across diverse clients without sharing raw data. However, traditional FL approaches often face limitations…

Machine Learning · Computer Science 2025-10-22 Ali Forootani , Raffaele Iervolino

Federated continual learning (FCL) has garnered increasing attention for its ability to support distributed computation in environments with evolving data distributions. However, the emergence of new tasks introduces both temporal and…

Machine Learning · Computer Science 2025-09-30 Danni Yang , Zhikang Chen , Sen Cui , Mengyue Yang , Ding Li , Abudukelimu Wuerkaixi , Haoxuan Li , Jinke Ren , Mingming Gong

In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…

Machine Learning · Computer Science 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu

Decentralised Finance (DeFi) applications constitute an entire financial ecosystem deployed on blockchains. Such applications are based on complex protocols and incentive mechanisms whose financial safety is hard to determine. Besides,…

Software Engineering · Computer Science 2022-09-19 Massimo Bartoletti , James Chiang , Tommi Junttila , Alberto Lluch Lafuente , Massimiliano Mirelli , Andrea Vandin

This article analytically characterizes the impermanent loss of concentrated liquidity provision for automatic market makers in decentralised markets such as Uniswap. We propose two static replication formulas for the impermanent loss by a…

General Finance · Quantitative Finance 2023-03-03 Jun Deng , Hua Zong , Yun Wang

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

Safely navigating through an urban environment without violating any traffic rules is a crucial performance target for reliable autonomous driving. In this paper, we present a Reinforcement Learning (RL) based methodology to DEtect and FIX…

Robotics · Computer Science 2025-07-21 Resul Dagdanov , Feyza Eksen , Halil Durmus , Ferhat Yurdakul , Nazim Kemal Ure

Decentralized finance (DeFi) is an integral component of the blockchain ecosystem, enabling a range of financial activities through smart-contract-based protocols. Traditional DeFi governance typically involves manual parameter adjustments…

Risk Management · Quantitative Finance 2025-05-08 Jiahua Xu , Yebo Feng , Daniel Perez , Benjamin Livshits

In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of…

Risk Management · Quantitative Finance 2013-06-13 Tomasz R. Bielecki , Igor Cialenco , Ismail Iyigunler , Rodrigo Rodriguez

Finding a maximal independent set (MIS) in a graph is a cornerstone task in distributed computing. The local nature of an MIS allows for fast solutions in a static distributed setting, which are logarithmic in the number of nodes or in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-17 Keren Censor-Hillel , Elad Haramaty , Zohar Karnin

The growing adoption of electric vehicles (EVs) is increasing peak demand in distribution systems, which can threaten grid stability and reduce operational efficiency. Dynamic electricity pricing is a promising means of mitigating these…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Jiarui Yu , Zhiyu He , Wenbin Wang , Colin N. Jones , Florian Dörfler , Hanmin Cai
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