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This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…
The electricity distribution grid was not designed to cope with load dynamics imposed by high penetration of electric vehicles, neither to deal with the increasing deployment of distributed Renewable Energy Sources. Distribution System…
This paper introduces peer to peer (P2P) trading mechanisms based on decentralized Blockchain to facilitate retail electricity market for ever-increasing distributed energy resources (DERs). The Blockchain network supports fast and secure…
Peer-to-peer energy trading offers a promising solution for enhancing renewable energy utilization and economic benefits within interconnected microgrids. However, existing real-time P2P markets face two key challenges: high computational…
Most current assessments use ex post proxies that miss uncertainty and fail to consistently capture the rapid change in bitcoin mining. We introduce a unified, ex ante statistical model that derives expected return, downside risk, and…
The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…
Processing, managing, and analyzing dynamic graphs are the cornerstone in multiple application domains including fraud detection, recommendation system, graph neural network training, etc. This demo presents GTX, a latch-free…
Renewables will soon dominate energy production in our electric power system. And yet, how to integrate renewable energy into the grid and the market is still a subject of major debate. Decentral Smart Grid Control (DSGC) was recently…
A key obstacle to increasing renewable energy penetration in the power grid is the lack of utility-scale storage capacity. Transportation electrification has the potential to overcome this obstacle since Electric Vehicles (EVs) that are not…
Stock trading has always been a challenging task due to the highly volatile nature of the stock market. Making sound trading decisions to generate profit is particularly difficult under such conditions. To address this, we propose four…
Increased penetration of Distributed Energy Resources (DER) and Renewable Energy Systems (RES) transforming the conventional distribution grid into a transactive framework supervised by a distribution system operator (DSO). Although the…
This paper aims to accelerate decentralized optimization by strategically designing the edge weights used in the agent-to-agent message exchanges. We propose a Dynamic Directed Decentralized Gradient (D3GD) framework and show that the…
We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…
In the seminal paper on optimal execution of portfolio transactions, Almgren and Chriss (2001) define the optimal trading strategy to liquidate a fixed volume of a single security under price uncertainty. Yet there exist situations, such as…
With the time-varying renewable energy generation and power demand, microgrids (MGs) exchange energy in smart grids to reduce their dependence on power plants. In this paper, we formulate an MG energy trading game, in which each MG trades…
Participation in permissionless blockchains results in competition over system resources, which needs to be controlled with fees. Ethereum's current fee mechanism is implemented via a first-price auction that results in unpredictable fees…
Energy storage resources must consider both price uncertainties and their physical operating characteristics when participating in wholesale electricity markets. This is a challenging problem as electricity prices are highly volatile, and…
Trading data through blockchain platforms is hard to achieve \textit{fair exchange}. Reasons come from two folds: Firstly, guaranteeing fairness between sellers and consumers is a challenging task as the deception of any participating…
We propose using a hierarchical retail market structure to alert and dispatch resources to mitigate cyber-physical attacks on a distribution grid. We simulate attacks where a number of generation nodes in a distribution grid are attacked.…
The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…