相关论文: Double spend races
As distributed ledgers, blockchains run consensus protocols which trade capacity for consistency, especially in non-ideal networks with incomplete connectivity and erroneous links. Existing studies on the tradeoff between capacity and…
We present a technique for estimating the number of future neutrinoless double-beta decay results using several distinct nuclei to optimize the physics reach of upcoming experiments. We use presently available matrix element calculations…
We present an optimal investment theorem for a currency exchange model with random and possibly discontinuous proportional transaction costs. The investor's preferences are represented by a multivariate utility function, allowing for…
Specimens are collected from $N$ different sources. Each specimen has probability $p$ of being contaminated, independently of the other specimens. We assume group testing is applicable, namely one can take small portions from several…
Cryptocurrencies employ auction-esque transaction fee mechanisms (TFMs) to allocate transactions to blocks, and to determine how much fees miners can collect from transactions. Several impossibility results show that TFMs that satisfy a…
This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…
Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…
The value of proof-of-work cryptocurrencies critically depends on miners having incentives to follow the protocol. However, the Bitcoin mining protocol proposed by Nakamoto (2008) and implemented in practice is well known not to constitute…
The large variety of digital payment choices available to consumers today has been a key driver of e-commerce transactions in the past decade. Unfortunately, this has also given rise to cybercriminals and fraudsters who are constantly…
Decentralized Finance (DeFi) has emerged as a contemporary competitive as well as complementary to traditional centralized finance systems. As of 23rd January 2024, per Defillama approximately USD 55 billion is the total value locked on the…
This paper considers a multi-armed bandit game where the number of arms is much larger than the maximum budget and is effectively infinite. We characterize necessary and sufficient conditions on the total budget for an algorithm to return…
In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value…
The Payment Protocol standard BIP70, specifying how payments in Bitcoin are performed by merchants and customers, is supported by the largest payment processors and most widely-used wallets. The protocol has been shown to be vulnerable to…
In this paper, we present a Byzantine fault tolerant distributed commit protocol for transactions running over untrusted networks. The traditional two-phase commit protocol is enhanced by replicating the coordinator and by running a…
This work describes two randomized, asynchronous, round based, Binary Byzantine faulty tolerant consensus algorithms based on the algorithms of [25] and [26]. Like the algorithms of [25] and [26] they do not use signatures, use $O(n^2)$…
In the Bitcoin system, transaction fees serve as an incentive for blockchain confirmations. In general, a transaction with a higher fee is likely to be included in the next block mined, whereas a transaction with a smaller fee or no fee may…
We evaluate the discovery probability of a combined analysis of proposed neutrinoless double-beta decay experiments in a scenario with normal ordered neutrino masses. The discovery probability strongly depends on the value of the lightest…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
We analyze bribing attacks in Proof-of-Stake distributed ledgers from a game theoretic perspective. In bribing attacks, an adversary offers participants a reward in exchange for instructing them how to behave, with the goal of attacking the…
We study selfish mining attacks in longest-chain blockchains like Bitcoin, but where the proof of work is replaced with efficient proof systems -- like proofs of stake or proofs of space -- and consider the problem of computing an optimal…