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The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the same blockchain, incurring unnecessary network and block-space…

Centralized stablecoins such as USDT and USDC enforce sanctions through contract-layer blacklist functions. Yet on public blockchains, a freeze is still an ordinary transaction competing with the sanctioned party's transfer for priority. It…

Maximal Extractable Value (MEV) refers to excess value captured by miners (or validators) from users in a cryptocurrency network. This excess value often comes from reordering users' transactions to maximize fees or from inserting new…

Currency arbitrage leverages price discrepancies in currency exchange rates across different currency pairs to gain risk-free profits. It involves multiple trading, where short-lived price discrepancies require real-time, high-speed…

This paper provides a comprehensive empirical analysis of the economics and dynamics behind arbitrages between centralized and decentralized exchanges (CEX-DEX) on Ethereum. We refine heuristics to identify arbitrage transactions from…

The study seeks to develop an effective strategy based on the novel framework of statistical arbitrage based on graph clustering algorithms. Amalgamation of quantitative and machine learning methods, including the Kelly criterion, and an…

We study sequential multi-issue trading between two greedily rational agents who exchange resources from a finite set of categories. Each agent's utility depends on its allocation, but the offering agent does not know the responding agent's…

Maximal Extractable Value (MEV) has become a significant incentive on blockchain networks, referring to the value captured through the manipulation of transaction execution order and strategic issuance of profit-generation transactions. We…

This paper explores the integration of Additive Manufacturing (or 3D printing) into decentralized supply chains, focusing on the strategic decisions manufacturers and retailers make when facing capacity constraints. Using a Stackelberg game…

Currently, over 90% of Ethereum blocks are built using MEV-Boost, an auction that allows validators to sell their block-building power to builders who compete in an open English auction in each slot. Shortly after the merge, when MEV-Boost…

Maximal Extractable Value (MEV) in Constant Function Market Making is fairly well understood. Does having dynamic weights, as found in liquidity boostrap pools (LBPs), Temporal-function market makers (TFMMs), and Replicating market makers…

The growing use of electric vehicles (EVs) may hinder their integration into the electricity system as well as their efficient operation due to the intrinsic stochasticity associated with their driving patterns. In this work, we assume a…

This paper explores how different ideas of racial equity in machine learning, in justice settings in particular, can present trade-offs that are difficult to solve computationally. Machine learning is often used in justice settings to…

The growth of Robotics-as-a-Service (RaaS) presents new operational challenges, particularly in optimizing business decisions like pricing and equipment management. While much research focuses on the technical aspects of RaaS, the strategic…

Motivated by the success of the serial dictatorship mechanism in social choice settings, we explore its usefulness in tackling various combinatorial optimization problems. We do so by considering an abstract model, in which a set of agents…

As the share of variable renewable energy sources increases in the electricity mix, new solutions are needed to build a flexible and reliable grid. Energy arbitrage with battery storage systems supports renewable energy integration into the…

Maximal Extractable Value (MEV) has become a critical issue for blockchain ecosystems, as it enables validators or block proposers to extract value by ordering, including or censoring users' transactions. This paper aims to present a formal…

We analyze maximal extractable value in multiple concurrent proposer blockchains, where multiple blocks become data available before their final execution order is determined. This concurrency breaks the single builder assumption of…

Maximal extractable value (MEV) in which block proposers unethically gain profits by manipulating the order in which transactions are included within a block, is a key challenge facing blockchains such as Ethereum today. Left unchecked, MEV…

Ethereum block builders run sealed auctions among searchers, but nothing in the protocol forces a builder to honor the auction outcome after observing submitted bundles. This paper studies the commitment problem. We model a builder who…