31 citations · 63 across the 39 of their papers we have counts for
8 papers · 1 filter
Asymptotic Extinction in Large Coordination Games
Desmond Chan, Bart De Keijzer, Tobias Galla +2
We study the exploration-exploitation trade-off for large multiplayer coordination games where players strategise via Q-Learning, a common learning framework in multi-agent reinfor…
From Competition to Centralization: The Oligopoly in Ethereum Block Building Auctions
Fei Wu, Thomas Thiery, Stefanos Leonardos +1
Block production on the Ethereum blockchain has adopted an auction-based mechanism known as Proposer--Builder Separation (PBS), where validators outsource block creation to builder…
Scalable Signature-Based Distribution Regression via Reference Sets
Andrew Alden, Carmine Ventre, Blanka Horvath
Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic a…
A Financial Time Series Denoiser Based on Diffusion Model
Zhuohan Wang, Carmine Ventre
Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generat…
An Algorithmic Theory of Simplicity in Mechanism Design
Diodato Ferraioli, Carmine Ventre
A growing body of work in economics and computation focuses on the trade-off between implementability and simplicity in mechanism design. The goal is to develop a theory that not o…
Algorithms for Claims Trading
Martin Hoefer, Carmine Ventre, Lisa Wilhelmi
The recent banking crisis has again emphasized the importance of understanding and mitigating systemic risk in financial networks. In this paper, we study a market-driven approach…
Willy Wonka Mechanisms
Thomas Archbold, Bart de Keijzer, Carmine Ventre
Bounded rationality in mechanism design aims to ensure incentive-compatibility for agents who are cognitively limited. These agents lack the contingent reasoning skills that tradit…
MEV Sharing with Dynamic Extraction Rates
Pedro Braga, Georgios Chionas, Piotr Krysta +3
Maximal Extractable Value (MEV) has emerged as a new frontier in the design of blockchain systems. In this paper, we propose making the MEV extraction rate as part of the protocol…