相关论文: Short Paper: Atomic Execution is Not Enough for Ar…

Developing parallel algorithms efficiently requires careful management of concurrency across diverse hardware architectures. C++ executors provide a standardized interface that simplifies the development process, allowing developers to…

In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…

We study the problem of optimal execution of a trading order under Volume Weighted Average Price (VWAP) benchmark, from the point of view of a risk-averse broker. The problem consists in minimizing mean-variance of the slippage, with…

To achieve interoperability between unconnected ledgers, hash time lock contracts (HTLCs) are commonly used for cross-chain asset exchange. The solution tolerates transaction failure, and can "make the best out of worst'' by allowing…

We study a general task allocation problem, involving multiple agents that collaboratively accomplish tasks and where agents may fail to successfully complete the tasks assigned to them (known as execution uncertainty). The goal is to…

While decentralized prediction markets like Polymarket have gained significant traction, their market microstructure and high-frequency pricing efficiency remain underexplored. This paper conducts a systematic empirical analysis of…

We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted…

We introduce the notions of Collective Arbitrage and of Collective Super-replication in a discrete-time setting where agents are investing in their markets and are allowed to cooperate through exchanges. We accordingly establish versions of…

Executing multiple tasks concurrently is important in many robotic applications. Moreover, the prioritization of tasks is essential in applications where safety-critical tasks need to precede application-related objectives, in order to…

This paper tackles the discovery of tMEV, that is, the Maximal Extractable Value on blockchains that arises from Token smart contracts. This scope differs from the existing MEV-discovery research, which analyzes application-layer contracts…

We study the revenue performance of sequential posted price mechanisms and some natural extensions, for a general setting where the valuations of the buyers are drawn from a correlated distribution. Sequential posted price mechanisms are…

In this paper we study the limitations of parallelization in convex optimization. A convenient approach to study parallelization is through the prism of \emph{adaptivity} which is an information theoretic measure of the parallel runtime of…

Association rule mining is a time consuming process due to involving both data intensive and computation intensive nature. In order to mine large volume of data and to enhance the scalability and performance of existing sequential…

Block space on the blockchain is scarce and must be allocated efficiently through block building. However, Ethereum's current block-building ecosystem, MEV-Boost, has become highly centralized due to integration, which distorts competition,…

Jump stochastic volatility models are central to financial econometrics for volatility forecasting, portfolio risk management, and derivatives pricing. Markov Chain Monte Carlo (MCMC) algorithms are computationally unfeasible for the…

We study the amount of maximal extractable value (MEV) captured by validators, as a function of searcher competition, in blockchains with competitive block building markets such as Ethereum. We argue that the core is a suitable solution…

Popular blockchains such as Ethereum and several others execute complex transactions in blocks through user-defined scripts known as smart contracts. Serial execution of smart contract transactions/atomic-units (AUs) fails to harness the…

The adoption of electric vehicles (EVs), including electric taxis and buses, as a mode of transportation, is rapidly increasing in cities. In addition to providing economic and environmental benefits, these fleets can potentially…

Agents that plan and act in the real world must deal with the fact that time passes as they are planning. When timing is tight, there may be insufficient time to complete the search for a plan before it is time to act. By commencing…

Automatic charge prediction aims to predict appropriate final charges according to the fact descriptions for a given criminal case. Automatic charge prediction plays a critical role in assisting judges and lawyers to improve the efficiency…