相关论文: Profit lag and alternate network mining

It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a sufficient measure of market efficiency. We instead propose to…

In the last few years several papers investigated selfish mine attacks, most of which assumed that every miner that is not part of the selfish mine pool will continue to mine honestly. However, in reality, remaining honest is not always…

The recent advances of web-based cryptomining libraries along with the whopping market value of cryptocoins have convinced an increasing number of publishers to switch to web mining as a source of monetization for their websites. The…

In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…

This paper investigates the so-called leakage effect of trading strategies generated functionally from rank-dependent portfolio generating functions. This effect measures the loss in wealth of trading strategies due to renewing the…

Payment channel networks like Bitcoin's Lightning network are an auspicious approach for realizing high transaction throughput and almost-instant confirmations in blockchain networks. However, the ability to successfully make payments in…

The consensus protocol named proof of work (PoW) is widely applied by cryptocurrencies like Bitcoin. Although security of a PoW cryptocurrency is always the top priority, it is threatened by mining attacks like selfish mining. Researchers…

We investigate ways to support interactive mining sessions, in the setting of association rule mining. In such sessions, users specify conditions (queries) on the associations to be generated. Our approach is a combination of the…

Sequentially, the systematic processing of a significant amount of data can be necessary for input datasets to get desired outputs. In a workflow management system(WMS), usually, users build workflows by manually selecting and…

A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of…

Mining attacks allow adversaries to obtain a disproportionate share of the mining reward by deviating from the honest mining strategy in the Bitcoin system. Among them, the most well-known are selfish mining (SM), block withholding (BWH),…

This work extends a previous work in regime detection, which allowed trading positions to be profitably adjusted when a new regime was detected, to ex ante prediction of regimes, leading to substantial performance improvements over the…

The Markowitz problem consists of finding in a financial market a self-financing trading strategy whose final wealth has maximal mean and minimal variance. We study this in continuous time in a general semimartingale model and under cone…

Several attacks have been proposed against Proof-of-Work blockchains, which may increase the attacker's share of mining rewards (e.g., selfish mining, block withholding). A further impact of such attacks, which has not been considered in…

To trade tokens in cryptoeconomic systems, automated market makers (AMMs) typically rely on liquidity providers (LPs) that deposit tokens in exchange for rewards. To profit from such rewards, LPs must use effective liquidity provisioning…

Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the most aggressive such practices, and…

Influence maximization is the problem of finding a set of influential users in a social network such that the expected spread of influence under a certain propagation model is maximized. Much of the previous work has neglected the important…

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

Association rule mining is a time consuming process due to involving both data intensive and computation intensive nature. In order to mine large volume of data and to enhance the scalability and performance of existing sequential…

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…