activity
20112026
most citedAn Experimental Study of Cryptocurrency Market Dynamics

67 citations · 69 across the 7 of their papers we have counts for

collaborators

7 papers

cs.GT2026

Beyond Self-Resolution: Settlement Factorization for Robust Natural Language Mechanism

Nicolas Della Penna

Language models increasingly mediate paid advice: agents submit open-ended forecasts, recommendations, plans, and evidence; a principal acts on the reports; and the mechanism later…

cs.GT2023★ 1 cited

Towards Optimal Prior-Free Permissionless Rebate Mechanisms, with applications to Automated Market Makers & Combinatorial Orderflow Auctions

Bruno Mazorra, Nicolás Della Penna

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 censor…

cs.GT2023★ 1 cited

The Cost of Sybils, Credible Commitments, and False-Name Proof Mechanisms

Bruno Mazorra, Nicolás Della Penna

Consider a mechanism that cannot observe how many players there are directly, but instead must rely on their self-reports to know how many are participating. Suppose the players ca…

cs.CY2018★ 67 cited

An Experimental Study of Cryptocurrency Market Dynamics

Peter M Krafft, Nicolás Della Penna, Alex Pentland

As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance. Understanding the dynamics of these markets can help to assess how…

cs.SI2014

Popularity and Performance: A Large-Scale Study

Peter Krafft, Julia Zheng, Erez Shmueli +3

Social scientists have long sought to understand why certain people, items, or options become more popular than others. One seemingly intuitive theory is that inherent value drives…

cs.SI2012

Crowd & Prejudice: An Impossibility Theorem for Crowd Labelling without a Gold Standard

Nicolás Della Penna, Mark D. Reid

A common use of crowd sourcing is to obtain labels for a dataset. Several algorithms have been proposed to identify uninformative members of the crowd so that their labels can be d…

q-fin.TR2011

Bandit Market Makers

Nicolas Della Penna, Mark D. Reid

We introduce a modular framework for market making. It combines cost-function based automated market makers with bandit algorithms. We obtain worst-case profits guarantee's relativ…