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The rise of decentralized applications (dApps) has made smart contracts imperative components of blockchain technology. As many smart contracts process financial transactions, their security is paramount. Moreover, the immutability of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-24 Khalid Hassan , Saeed Moradi , Shaiful Chowdhury , Sara Rouhani

This white paper provides an overview of the topic of "technical debt" and presents an approach for managing technical debt in teams. The white paper is based on the results of my dissertation, which aimed to translate scientific findings…

Software Engineering · Computer Science 2026-03-04 Marion Wiese

This paper proposes implicit cooperation, a framework enabling decentralized agents to approximate optimal coordination in local energy markets without explicit peer-to-peer communication. We formulate the problem as a decentralized…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Nelson Salazar-Pena , Alejandra Tabares , Andres Gonzalez-Mancera

Digital payments play a pivotal role in the burgeoning digital economy. Moving forward, the enhancement of digital payment systems necessitates programmability, going beyond just efficiency and convenience, to meet the evolving needs and…

Trading and Market Microstructure · Quantitative Finance 2025-09-01 Zijia Meng , Victor Feng

A Task Decomposition method for iterative learning Model Predictive Control (TDMPC) for linear time-varying systems is presented. We consider the availability of state-input trajectories which solve an original task T1, and design a…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Charlott Vallon , Francesco Borrelli

Controlling stochastic systems with unknown dynamics and under complex specifications is specially challenging in safety-critical settings, where performance guarantees are essential. We propose a data-driven policy synthesis framework that…

Systems and Control · Electrical Eng. & Systems 2025-12-17 Ibon Gracia , Morteza Lahijanian

Keeping track of and managing Self-Admitted Technical Debts (SATDs) is important for maintaining a healthy software project. Current active-learning SATD recognition tool involves manual inspection of 24% of the test comments on average to…

Software Engineering · Computer Science 2022-01-27 Huy Tu , Tim Menzies

Neural networks (NNs) are emerging as powerful tools to represent the dynamics of control systems with complicated physics or black-box components. Due to complexity of NNs, however, existing methods are unable to synthesize complex…

Systems and Control · Electrical Eng. & Systems 2022-03-22 Steven Adams , Morteza Lahijanian , Luca Laurenti

Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could…

Risk Management · Quantitative Finance 2025-01-28 Sabrina Aufiero , Preben Forer , Pierpaolo Vivo , Fabio Caccioli , Silvia Bartolucci

In recent years, the Transformer architecture has achieved outstanding performance across a wide range of tasks and modalities. Token is the unified input and output representation in Transformer-based models, which has become a fundamental…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Jingkai Ying , Zhijin Qin , Yulong Feng , Liejun Wang , Xiaoming Tao

Diffusion models (DMs) have achieved remarkable success across various domains owing to their strong generative and denoising capabilities. Meanwhile, semantic communication based on neural joint source-channel coding (JSCC) has emerged as…

Signal Processing · Electrical Eng. & Systems 2026-03-25 Yoon Huh , Jeongho Kang , Wan Choi

The convergence of mobile edge computing (MEC) and blockchain is transforming the current computing services in wireless Internet-of-Things networks, by enabling task offloading with security enhancement based on blockchain mining. Yet the…

This paper investigates whether a financial system can be made more stable if financial institutions share risk by exchanging contingent convertible (CoCo) debt obligations. The question is framed in a financial network model of debt and…

Risk Management · Quantitative Finance 2022-10-27 Zachary Feinstein , T. R. Hurd

Model Predictive Control (MPC) is a powerful control strategy for power electronics, but it highly relies on manually-derived and topology-specific analytical models, which is labor-intensive and time-consuming in practical designs. To…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Jialin Zheng , Haoyu Wang , Yangbin Zeng , Han Xu , Di Mou , Hong Li , Patrick Wheeler , Sergio Vazquez , Leopoldo G. Franquelo

American and Bermudan-type financial instruments are often priced with specific Monte Carlo techniques whose efficiency critically depends on the effective dimensionality of the problem and the available computational power. In our work we…

Pricing of Securities · Quantitative Finance 2021-05-04 Riccardo Aiolfi , Nicola Moreni , Marco Bianchetti , Marco Scaringi , Filippo Fogliani

The ability of deeply decarbonised power systems to ensure adequacy may increasingly depend on long-duration energy storage (LDES). A central challenge is whether capacity markets (CMs), originally designed around thermal generation, can…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Adam Suski , Elina Spyrou , Richard Green

An efficient method to price bonds with optional sinking feature is presented. Such instruments equip their issuer with the option (but not the obligation) to redeem parts of the notional prior to maturity, therefore the future cash flows…

Pricing of Securities · Quantitative Finance 2013-05-23 Jan-Frederik Mai , Marc Wittlinger

Autoregressive large language models (LLMs) have made remarkable progress in various natural language generation tasks. However, they incur high computation cost and latency resulting from the autoregressive token-by-token generation. To…

Computation and Language · Computer Science 2023-07-07 Luciano Del Corro , Allie Del Giorno , Sahaj Agarwal , Bin Yu , Ahmed Awadallah , Subhabrata Mukherjee

Recently, there has been a growing interest in network research, especially in these fields of biology, computer science, and sociology. It is natural to address complex financial issues such as the European sovereign debt crisis from the…

Risk Management · Quantitative Finance 2015-06-15 Hongwei Chuang , Hwai-Chung Ho

Decentralised automated market makers (AMMs) have gained significant attention recently. We propose an adaptive and automated Dynamic Function Market Maker (DFMM) that addresses challenges in this space. Our DFMM protocol includes a data…

General Finance · Quantitative Finance 2023-07-26 Arman Abgaryan , Utkarsh Sharma