相关论文: Trustless Price Feeds of Cryptocurrencies: Pathfin…
Blockchains have recently been under the spotlight due to the boom of cryptocurrencies and decentralized applications. There is an increasing demand for querying the data stored in a blockchain database. To ensure query integrity, the user…
In this work, we study how to securely evaluate the value of trading data without requiring a trusted third party. We focus on the important machine learning task of classification. This leads us to propose a provably secure four-round…
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…
The explosive growth of data has highlighted its critical role in driving economic growth through data marketplaces, which enable extensive data sharing and access to high-quality datasets. To support effective trading, signaling mechanisms…
Cryptographic research takes software timing side channels seriously. Approaches to mitigate them include constant-time coding and techniques to enforce such practices. However, recent attacks like Meltdown [42], Spectre [37], and…
Cryptocurrencies come with a variety of tokenomic policies as well as aspirations of desirable monetary characteristics that have been described by proponents as 'sound money' or even 'ultra sound money.' These propositions are typically…
In this paper incomplete-information models are developed for the pricing of securities in a stochastic interest rate setting. In particular we consider credit-risky assets that may include random recovery upon default. The market…
Using blockchain technology, it is possible to create contracts that offer a reward in exchange for a trained machine learning model for a particular data set. This would allow users to train machine learning models for a reward in a…
According to the advent of cryptocurrencies and Bitcoin, many investments and businesses are now conducted online through cryptocurrencies. Among them, Bitcoin uses blockchain technology to make transactions secure, transparent, traceable,…
We investigate the theoretical and empirical relationships between activity in on-chain markets and pricing in off-chain cryptocurrency markets (e.g., ETH/USD prices). The motivation is to develop methods for proxying off-chain market data…
Smart grids leverage data from smart meters to improve operations management and to achieve cost reductions. The fine-grained meter data also enable pricing schemes that simultaneously benefit electricity retailers and users. Our goal is to…
Privacy-preserving cryptocurrency exchanges (shielded AMMs, batched swap auctions, sealed-bid order-flow auctions) alter what the pricing mechanism observes about order flow. We derive the unique linear Kyle equilibrium when a committed…
We design a novel calibration procedure that is designed to handle the specific characteristics of options on cryptocurrency markets, namely large bid-ask spreads and the possibility of missing or incoherent prices in the considered data…
Conflicts of interest often arise between data sources and their users regarding how the users' information needs should be interpreted by the data source. For example, an online product search might be biased towards presenting certain…
The global trend of energy deregulation has led to the market mechanism replacing some functionality of load frequency control (LFC). Accordingly, information exchange among participating generators and the market operator plays a crucial…
Recently, inference privacy has attracted increasing attention. The inference privacy concern arises most notably in the widely deployed edge-cloud video analytics systems, where the cloud needs the videos captured from the edge. The video…
Decentralized marketplace applications demand fast, cheap and easy-to-use cryptocurrency payment mechanisms to facilitate high transaction volumes. The standard solution for off-chain payments, state channels, are optimized for frequent…
This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…
We study a crowdsourcing problem where the platform aims to incentivize distributed workers to provide high quality and truthful solutions without the ability to verify the solutions. While most prior work assumes that the platform and…
A data marketplace is an online venue that brings data owners, data brokers, and data consumers together and facilitates commoditisation of data amongst them. Data pricing, as a key function of a data marketplace, demands quantifying the…