相关论文: Towards Private On-Chain Algorithmic Trading

Cryptocurrencies such as Bitcoin and Ethereum have made payment transactions possible without a trusted third party, but they have a scalability issue due to their consensus mechanisms. Payment networks have emerged to overcome this…

The prosperity of the cryptocurrency ecosystem drives the need for digital asset trading platforms. Beyond centralized exchanges (CEXs), decentralized exchanges (DEXs) are introduced to allow users to trade cryptocurrency without…

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

The diversity and quantity of data warehouses, gathering data from distributed devices such as mobile devices, can enhance the success and robustness of machine learning algorithms. Federated learning enables distributed participants to…

The integration of bots in Distributed Ledger Technologies (DLTs) fosters efficiency and automation. However, their use is also associated with predatory trading and market manipulation, and can pose threats to system integrity. It is…

Currently, there are no convincing proxies for the fundamentals of cryptocurrency assets. We propose a new market-to-fundamental ratio, the price-to-utility (PU) ratio, utilizing unique blockchain accounting methods. We then proxy various…

A trusted electronic election system requires that all the involved information must go public, that is, it focuses not only on transparency but also privacy issues. In other words, each ballot should be counted anonymously, correctly, and…

As transaction fees skyrocket today, blockchains become increasingly expensive, hurting their adoption in broader applications. This work tackles the saving of transaction fees for economic blockchain applications. The key insight is that…

The Ponzi scheme, an old-fashioned fraud, is now popular on the Ethereum blockchain, causing considerable financial losses to many crypto investors. A few Ponzi detection methods have been proposed in the literature, most of which detect a…

The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies…

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

We consider the execution of smart contracts on Bitcoin. There, every contract step corresponds to appending to the blockchain a new transaction that spends the output representing the old contract state, creating a new one for the updated…

The interoperability across multiple blockchains would play a critical role in future blockchain-based data management paradigm. Existing techniques either work only for two blockchains or requires a centralized component to govern the…

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Off-Chain transactions allow for the immediate transfer of Cryptocurrency between two parties, without delays or unavoidable transaction fees. Such capabilities are critical for mainstream Cryptocurrency adaption. They allow for the…

We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…

Multi-party business processes are based on the cooperation of different actors in a distributed setting. Blockchains can provide support for the automation of such processes, even in conditions of partial trust among the participants.…

Throughput limitations of existing blockchain architectures are one of the most significant hurdles for their wide-spread adoption. Attempts to address this challenge include layer-2 solutions, such as Bitcoin's Lightning or Ethereum's…

Using on-chain Polygon data, we analyze Polymarket's 2024 U.S. Presidential Election market and develop a transaction-level accounting framework with two components: a volume decomposition that separates exchange-equivalent turnover from…