相关论文: Trustless Price Feeds of Cryptocurrencies: Pathfin…
There has been an intense concern for security alternatives because of the recent rise of cyber attacks, mainly targeting critical systems such as industry, medical, or energy ecosystem. Though the latest industry infrastructures largely…
The rapid expansion of Artificial Intelligence is hindered by a fundamental friction in data markets: the value-privacy dilemma, where buyers cannot verify a dataset's utility without inspection, yet inspection may expose the data (Arrow's…
This article surveys blockchain-based approaches for several security services. These services include authentication, confidentiality, privacy, and access control list (ACL), data and resource provenance, and integrity assurance. All these…
A growing number of products use layer 2 solutions to expand the capabilities of primary blockchains like Ethereum, where computation is off-loaded from the root chain, and the results are published to it in bulk. Those include optimistic…
With the growth of the internet, the number of fake-news online has been proliferating every year. The consequences of such phenomena are manifold, ranging from lousy decision-making process to bullying and violence episodes. Therefore,…
Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…
We propose an innovative data-driven option pricing methodology that relies exclusively on the dataset of historical underlying asset prices. While the dataset is rooted in the objective world, option prices are commonly expressed as…
We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the market have only partial observations,…
A digital goods auction is a type of auction where potential buyers bid the maximal price that they are willing to pay for a certain item, which a seller can produce at a negligible cost and in unlimited quantity. To maximise her benefits,…
To improve crop forecasting and provide farmers with actionable data-driven insights, we propose a novel approach integrating IoT, machine learning, and blockchain technologies. Using IoT, real-time data from sensor networks continuously…
Over the past few years, there has been a growth in activity, public knowledge, and awareness of cryptocurrencies and related blockchain technology. As the industry has grown, there has also been an increase in scams looking to steal…
Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…
In this paper, we propose a decentralized, privacy-friendly energy trading platform (PFET) based on game theoretical approach - specifically Stackelberg competition. Unlike existing trading schemes, PFET provides a competitive market in…
Crowd-intelligence tries to gather, process, infer and ascertain massive useful information by utilizing the intelligence of crowds or distributed computers, which has great potential in Industrial Internet of Things (IIoT). A…
This work introduces a framework for evaluating onchain order flow auctions (OFAs), emphasizing the metric of price improvement. Utilizing a set of open-source tools, our methodology systematically attributes price improvements to specific…
This paper proposes a theory of pricing premised upon the assumptions that customers dislike unfair prices---those marked up steeply over cost---and that firms take these concerns into account when setting prices. Since they do not observe…
Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…
We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…
Blockchain technologies have overturned the digital finance industry by introducing a decentralized pseudonymous means of monetary transfer. The pseudonymous nature introduced privacy concerns, enabling various deanonymization techniques,…
Bitcoin uses blockchain technology to maintain transactions order and provides probabilistic guarantee to prevent double-spending, assuming that an attacker's computational power does not exceed %50 of the network power. In this paper, we…