17 citations · 20 across the 5 of their papers we have counts for
5 papers
Variational Autoencoders: A Hands-Off Approach to Volatility
Maxime Bergeron, Nicholas Fung, John Hull +1
A volatility surface is an important tool for pricing and hedging derivatives. The surface shows the volatility that is implied by the market price of an option on an asset as a fu…
SigVM: Enabling Event-Driven Execution for Autonomous Smart Contracts
Zihan Zhao, Sidi Mohamed Beillahi, Ryan Song +3
This paper presents SigVM, a novel blockchain virtual machine that supports an event-driven execution model, enabling developers to build autonomous smart contracts. Contracts in S…
Engineering Economics in the Conflux Network
Yuxi Cai, Fan Long, Andreas Park +1
Proof-of-work blockchains need to be carefully designed so as to create the proper incentives for miners to faithfully maintain the network in a sustainable way. This paper describ…
Special Drawing Rights in a New Decentralized Century
Andreas Veneris, Andreas Park
Unfulfilled expectations from macro-economic initiatives during the Great Recession and the massive shift into globalization echo today with political upheaval, anti-establishment…
Astraea: A Decentralized Blockchain Oracle
John Adler, Ryan Berryhill, Andreas Veneris +3
The public blockchain was originally conceived to process monetary transactions in a peer-to-peer network while preventing double-spending. It has since been extended to numerous o…