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One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange…
Computing the receding horizon optimal control of nonlinear hybrid systems is typically prohibitively slow, limiting real-time implementation. To address this challenge, we propose a layered Model Predictive Control (MPC) architecture for…
Stablecoins have emerged as a significant component of global financial infrastructure, with aggregate market capitalization surpassing USD250 billion in 2025. Their increasing integration into payment and settlement systems has…
We examine the problem of dynamic reserving for risk in multiple currencies under a general coherent risk measure. The reserver requires to hedge risk in a time-consistent manner by trading in baskets of currencies. We show that reserving…
Stablecoins have gained significant popularity recently, with their market cap rising to over $180 billion. However, recent events have raised concerns about their stability. In this paper, we classify stablecoins into four types based on…
We study dilute suspensions of magnetic nanoparticles in a nematic host, on two-dimensional (2D) polygons. These systems are described by a nematic order parameter and a spontaneous magnetization, in the absence of any external fields. We…
Liquidity Providers on Automated Market Makers generate millions of USD in transaction fees daily. However, the net value of a Liquidity Position is vulnerable to price changes in the underlying assets in the pool. The dominant measure of…
In this paper, we present secure distributed matrix multiplication (SDMM) schemes over the complex numbers with good numerical stability and small mutual information leakage by utilizing polynomial interpolation with roots of unity.…
We present an automated market-making (AMM) cross-settlement mechanism for digital assets on interoperable blockchains, focusing on central bank digital currencies (CBDCs) and stable coins. We develop an innovative approach for generating…
Monte Carlo molecular simulations of curve-shaped rods show the propensity of such shapes to polymorphism revealing both smectic and polar nematic phases. The nematic exhibits a nanoscale modulated local structure characterized by a unique,…
Harmonic stator-rotor coupling offers a promising approach for the interconnection of rotating subsystems in the simulation of electric machines. This paper studies the stability of discretization schemes based on harmonic coupling in the…
Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…
Stablecoins face an unresolved trilemma of balancing decentralization, stability, and regulatory compliance. We present a hybrid stabilization protocol that combines crypto-collateralized reserves, algorithmic futures contracts, and…
Stablecoins are a class of cryptocurrencies which aim at providing consistency and predictability, typically by pegging the token's value to that of a real world asset. Designing resilient decentralized stablecoins is a challenge, and…
In this article, a few problems related to multiscale modelling of magnetic materials at finite temperatures and possible ways of solving these problems are discussed. The discussion is mainly centred around two established multiscale…
Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…
In this paper, we conduct a numerical analysis of the strong stabilization and polynomial decay of solutions for the initial boundary value problem associated with a system that models the dynamics of a mixture of two rigid solids with…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…
We report bulk, room-temperature hyperpolarization of 13C nuclear spins observed via high-field nuclear magnetic resonance (NMR). The hyperpolarization is achieved by optical pumping (OP) of nitrogen vacancy defect centers in diamond…