相关论文: Understand Volatility of Algorithmic Stablecoin: M…

Smart contracts are blockchain-based algorithms that execute when specific criteria are satisfied. They are often used to automate the implementation of an agreement so that all parties may be confident of the conclusion right away, without…

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…

In this paper, we introduce a novel framework to model the exchange rate dynamics between two intrinsically linked cryptoassets, such as stablecoins pegged to the same fiat currency or a liquid staking token and its associated native token.…

A chaos control algorithm is developed to actively stabilize unstable periodic orbits of higher-dimensional systems. The method assumes knowledge of the model equations and a small number of experimentally accessible parameters. General…

State space subspace algorithms for input-output systems have been widely applied but also have a reasonably well-developedasymptotic theory dealing with consistency. However, guaranteeing the stability of the estimated system matrix is a…

Bitcoin has attracted everyone's attention and interest recently. Ethereum (ETH), a second generation cryptocurrency, extends Bitcoin's design by offering a Turing-complete programming language called Solidity to develop smart contracts.…

The blockchain paradigm provides a mechanism for content dissemination and distributed consensus on Peer-to-Peer (P2P) networks. While this paradigm has been widely adopted in industry, it has not been carefully analyzed in terms of its…

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

Stable coins are not very stable. Cash collateralized coins are more stable, but the overall failure rate is similar to tokens that are not designed to be stable. USD Coin, Tether and Dai have the largest Ethereum market shares, and they…

Cryptocurrencies have evolved into an important asset class, providing a variety of benefits. However, they also present significant risks, such as market volatility and the potential for misuse in illegal activities. These risks underline…

I study a repeated auction in which payments are made with a blockchain token created and initially owned by the auction designer. Unlike the ``virtual money'' previously examined in mechanism design, such tokens can be saved and traded…

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

The popularity of cryptocurrencies has grown significantly in recent years, and they have become an important asset for internet trading. One of the main drawbacks of cryptocurrencies is the high volatility and fluctuation in value. The…

Smart contracts are small programs that run autonomously on the blockchain, using it as their persistent memory. The predominant platform for smart contracts is the Ethereum VM (EVM). In EVM smart contracts, a problem with significant…

Encrypted dynamic controllers that operate for an unlimited time have been a challenging subject of research. The fundamental difficulty is the accumulation of errors and scaling factors in the internal state during operation.…

Smart contracts are stateful programs deployed on blockchains; they secure over a trillion dollars in transaction value per year. High-stakes smart contracts often rely on timely alerts about external events, but prior work has not analyzed…

This research study focuses primarily on Block-Chain-based voting systems, which facilitate participation in and administration of voting for voters, candidates, and officials. Because we used Block-Chain in the backend, which enables…

As a blockchain platform that has developed vigorously in recent years, Ethereum is different from Bitcoin in that it introduces smart contracts into blockchain.Solidity is one of the most mature and widely used smart contract programming…