相关论文: Towards Private On-Chain Algorithmic Trading

Blockchain introduces decentralized trust in peer-to-peer networks, advancing security and democratizing systems. Yet, a unified definition for decentralization remains elusive. Our Systematization of Knowledge (SoK) seeks to bridge this…

A major challenge in blockchain sharding protocols is that more than 95% transactions are cross-shard. Not only those cross-shard transactions degrade the system throughput but also double the confirmation time, and exhaust an already…

We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

Recommender systems often rely on graph-based filters, such as normalized item-item adjacency matrices and low-pass filters. While effective, the centralized computation of these components raises concerns about privacy, security, and the…

Sharding has shown great potential to scale out blockchains. It divides nodes into smaller groups which allow for partial transaction processing, relaying and storage. Hence, instead of running one blockchain, we will run multiple…

The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…

User transactions on Ethereum's peer-to-peer network are at risk of being attacked. The smart contracts building decentralized finance (DeFi) have introduced a new transaction ordering dependency to the Ethereum blockchain. As a result,…

Building on our prior threshold-based analysis of six months of Poloniex trading data, we have extended both the temporal span and granularity of our study by incorporating minute-level OHLCV records for 1021 tokens around each confirmed…

Social bots have recently gained attention in the context of public opinion manipulation on social media platforms. While a lot of research effort has been put into the classification and detection of such (semi-)automated programs, it is…

We introduce Onflow, a reinforcement learning method for optimizing portfolio allocation via gradient flows. Our approach dynamically adjusts portfolio allocations to maximize expected log returns while accounting for transaction costs.…

Autonomous crypto trading systems often spend most of their design effort on finding entries, while exits are left to fixed rules that are rarely tested in a systematic way. This paper examines whether better stop-loss and take-profit…

Decentralized Exchanges (DEXes) enable users to create markets for exchanging any pair of cryptocurrencies. The direct exchange rate of two tokens may not match the cross-exchange rate in the market, and such price discrepancies open up…

The cross-blockchain transaction remains one of the most challenging problems in blockchains. The root cause of the challenge lies in the nondeterministic nature of blockchains: A $n$-party transaction across multiple blockchains might be…

Multi-robot decision-making is the process where multiple robots coordinate actions. In this paper, we aim for efficient and effective multi-robot decision-making despite the robots' limited on-board resources and the often…

The growing complexity of Internet of Things (IoT) environments, particularly in cross-domain data sharing, presents significant security challenges. Existing data-sharing schemes often rely on computationally expensive cryptographic…

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

The efficiency of decentralized exchanges (DEXs) and the influence of token routing algorithms on market performance and stakeholder outcomes remain underexplored. This paper introduces the concept of Standardized Total Arbitrage Profit…

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the same blockchain, incurring unnecessary network and block-space…

This research introduces the Decentralized Finance (DeFi) TrustBoost Framework, which combines blockchain technology and Explainable AI to address challenges faced by lenders underwriting small business loan applications from low-wealth…