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We model the trading activity between a broker and her clients (informed and uninformed traders) as an infinite-horizon stochastic control problem. We derive the broker's optimal dealing strategy in closed form and use this to introduce an…

Trading and Market Microstructure · Quantitative Finance 2025-03-25 Álvaro Cartea , Leandro Sánchez-Betancourt

Middleware is middle tier software that supports communications between two or more different applications, and between applications and shared services. Managing the complexity and heterogeneity of distributed infrastructures is the…

Software Engineering · Computer Science 2021-02-09 Alaa Abd Elhamid Radwan , Mohammad Tabrez Quasim

This article introduces the innovative Quantum Dining Information Brokers Problem, presenting a novel entanglement-based quantum protocol to address it. The scenario involves $n$ information brokers, all located in distinct geographical…

Graph neural networks can be effectively applied to find solutions for many real-world problems across widely diverse fields. The success of graph neural networks is linked to the message-passing mechanism on the graph, however, the…

Machine Learning · Computer Science 2022-01-06 Yan Pang , Chao Liu

We study strategic interactions in a broker-mediated market in which agents learn and exploit each other's private information. A broker provides liquidity to an informed trader and to noise traders while managing inventory in a lit market.…

Trading and Market Microstructure · Quantitative Finance 2026-01-21 Alif Aqsha , Fayçal Drissi , Leandro Sánchez-Betancourt

We consider a number of fundamental statistical and graph problems in the message-passing model, where we have $k$ machines (sites), each holding a piece of data, and the machines want to jointly solve a problem defined on the union of the…

Data Structures and Algorithms · Computer Science 2013-07-29 David P. Woodruff , Qin Zhang

Cryptographic Protocols (CP) are distributed algorithms intended for secure communication in an insecure environment. They are used, for example, in electronic payments, electronic voting procedures, systems of confidential data processing,…

Cryptography and Security · Computer Science 2021-09-21 Andrew M. Mironov

In the paper we consider a graph model of message passing processes and present a method verification of message passing processes. The method is illustrated by an example of a verification of sliding window protocol.

Logic in Computer Science · Computer Science 2017-06-02 Andrew M. Mironov

Cloud computing (cloud computing) is a kind of distributed computing, referring to the network "cloud" will be a huge data calculation and processing program into countless small programs, and then, through the system composed of multiple…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-16 Yufu Wang , Mingwei Zhu , Jiaqiang Yuan , Guanghui Wang , Hong Zhou

This paper re-visits a multi-agent deployment problem where agents are restricted from requesting information from other agents as well as sending acknowledgments when information is received. These communication constraints relax the…

Optimization and Control · Mathematics 2019-10-25 Mohanad Ajina , Daniel Tabatabai , Cameron Nowzari

Graph filters are one of the core tools in graph signal processing. A central aspect of them is their direct distributed implementation. However, the filtering performance is often traded with distributed communication and computational…

Signal Processing · Electrical Eng. & Systems 2019-05-01 Mario Coutino , Elvin Isufi , Geert Leus

Information fusion deals with the integration and merging of data and information from multiple (heterogeneous) sources. In many cases, the information that needs to be fused has security classification. The result of the fusion process is…

Cryptography and Security · Computer Science 2017-06-20 Magnus Jändel , Pontus Svenson , Ronnie Johansson

Semantic communication, regarded as the breakthrough beyond the Shannon paradigm, aims at the successful transmission of semantic information conveyed by the source rather than the accurate reception of each single symbol or bit regardless…

Information Theory · Computer Science 2022-06-28 Zhijin Qin , Xiaoming Tao , Jianhua Lu , Wen Tong , Geoffrey Ye Li

Multi-agents systems communication is a technology, which provides a way for multiple interacting intelligent agents to communicate with each other and with environment. Multiple-agent systems are used to solve problems that are difficult…

Multiagent Systems · Computer Science 2017-03-01 S. Ponomarev , A. E. Voronkov

Supply Chain coordination has become a critical success factor for Supply Chain management (SCM) and effectively improving the performance of organizations in various industries. Companies are increasingly located at the intersection of one…

Artificial Intelligence · Computer Science 2012-10-15 Benaissa Ezzeddine , Benabdelhafid Abdellatif , Benaissa Mounir

Data integration is one of the main problems in distributed data sources. An approach is to provide an integrated mediated schema for various data sources. This research work aims at developing a framework for defining an integrated schema…

Databases · Computer Science 2012-11-28 Amineh Amini , Hadi Saboohi , Nasser Nemat bakhsh

Modern applied optimization problems become more and more complex every day. Due to this fact, distributed algorithms that can speed up the process of solving an optimization problem through parallelization are of great importance. The main…

Optimization and Control · Mathematics 2023-12-14 Svetlana Tkachenko , Artem Andreev , Aleksandr Beznosikov , Alexander Gasnikov

Data pre-processing is a fundamental component in any data-driven application. With the increasing complexity of data processing operations and volume of data, Cylon, a distributed dataframe system, is developed to facilitate data…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-02 Kaiying Shan , Niranda Perera , Damitha Lenadora , Tianle Zhong , Arup Sarker , Supun Kamburugamuve , Thejaka Amila Kanewela , Chathura Widanage , Geoffrey Fox

Deep unfolding is a method of growing popularity that fuses iterative optimization algorithms with tools from neural networks to efficiently solve a range of tasks in machine learning, signal and image processing, and communication systems.…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Alexios Balatsoukas-Stimming , Christoph Studer

The main aim of the paper is to create a trust and transparency in the food supply chain system, ensuring food safety for everyone with the help of Blockchain Technology. Food supply chain is the process of tracing a crop from the farmer or…

Cryptography and Security · Computer Science 2024-01-19 Sudarssan N