相关论文: Pathway: a protocol for algorithmic pricing of a D…
The emergence of Distributed Energy Resources (DERs) provides both challenges and opportunities for the planning and operations of distribution systems. These resources can be deployed in a manner that is either complementary to or in…
Multi-Access edge computing (MEC) is an emerging paradigm where users offload computationally intensive jobs to the Access Point (AP). Given that the AP's resources are shared by selfish users, pricing is a useful tool for incentivising…
In this paper, we present a computationally efficient technique based on the \emph{Method of Lines} (MOL) for the approximation of the Bermudan option values via the associated partial differential equations (PDEs). The MOL converts the…
Networked computing power is a critical utility in the era of artificial intelligence. This paper presents a novel Physical Infrastructure Finance (PinFi) protocol designed to facilitate the distribution of computing power within networks…
We study the problem of optimal liquidity withdrawal for a representative liquidity provider (LP) in an automated market maker (AMM). LPs earn fees from trading activity but are exposed to impermanent loss (IL) due to price fluctuations.…
While quantitative automation related to trading crypto-assets such as ERC-20 tokens has become relatively commonplace, with services such as 3Commas and Shrimpy offering user-friendly web-driven services for even the average crypto trader,…
Decentralized exchanges (DEXs) provide a means for users to trade pairs of assets on-chain without the need for a trusted third party to effectuate a trade. Amongst these, constant function market maker DEXs such as Uniswap handle the most…
When executing their orders, investors are proposed different strategies by brokers and investment banks. Most orders are executed using VWAP algorithms. Other basic execution strategies include POV (also called PVol) -- for percentage of…
This paper describes a method for computing price signals for prosumers, incentivizing them to adjust their consumption according to the constraints of the distribution grids to which they are connected, thereby preventing voltage…
An optimal scheduling model for a microgrid participating in the electricity distribution market in interaction with a Distribution Market Operator (DMO) is proposed in this paper. The DMO administers the established electricity market in…
This document analyzes price discovery in cryptocurrency markets by comparing centralized and decentralized exchanges, as well as spot and futures markets. The study focuses first on Ethereum (ETH) and then applies a similar approach to…
We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…
The Optimism Retroactive Project Funding (RetroPGF) is a key initiative within the blockchain ecosystem that retroactively rewards projects deemed valuable to the Ethereum and Optimism communities. Managed by the Optimism Collective, a…
We design a simple ascending-price algorithm to compute a $(1+\varepsilon)$-approximate equilibrium in Arrow-Debreu exchange markets with weak gross substitute (WGS) property, which runs in time polynomial in market parameters and $\log…
In recent years, tokenomic systems, decentralized systems that use cryptographic tokens to represent value and rights, have evolved considerably. Growing complexity in incentive structures has expanded the applicability of blockchain beyond…
Automated market makers (AMMs) are one of the most prominent decentralized finance (DeFi) applications. AMMs allow users to trade different types of crypto-tokens, without the need to find a counter-party. There are several implementations…
We propose an operating-envelope-aware, prosumer-centric, and efficient energy community that aggregates individual and shared community distributed energy resources and transacts with a regulated distribution system operator (DSO) under a…
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,…
Traditional facility management often relies on centralized decision-making structures that limit stakeholder participation, leading to misalignment with occupant needs and reduced satisfaction. This paper proposes a novel blockchain- and…
As a trusted middleware connecting the blockchain and the real world, the blockchain oracle can obtain trusted real-time price information for financial applications such as payment and settlement, and asset valuation on the blockchain.…