Offline Digital Euro: a Minimum Viable CBDC using Groth-Sahai proofs
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Kempen, Leon, Pouwelse, Johan |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
A Stream Pipeline Framework for Digital Payment Programming based on Smart Contracts
par: Meng, Zijia, et autres
Publié: (2025)
par: Meng, Zijia, et autres
Publié: (2025)
Strategic Users in a Priority Queue with Bulk Service on Blockchains
par: Seo, Donghwa, et autres
Publié: (2026)
par: Seo, Donghwa, et autres
Publié: (2026)
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
par: Ma, Tianyi
Publié: (2025)
par: Ma, Tianyi
Publié: (2025)
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
par: Wu, Fei, et autres
Publié: (2025)
par: Wu, Fei, et autres
Publié: (2025)
PEB Separation and State Migration: Unmasking the New Frontiers of DeFi AML Evasion
par: Cao, Yixin, et autres
Publié: (2026)
par: Cao, Yixin, et autres
Publié: (2026)
Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
par: Kirste, Daniel, et autres
Publié: (2023)
par: Kirste, Daniel, et autres
Publié: (2023)
Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
par: Saguillo, Oriol, et autres
Publié: (2025)
par: Saguillo, Oriol, et autres
Publié: (2025)
Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
par: Adams, Austin, et autres
Publié: (2023)
par: Adams, Austin, et autres
Publié: (2023)
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
par: Nechepurenko, Maksym
Publié: (2026)
par: Nechepurenko, Maksym
Publié: (2026)
Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts
par: Chen, Erdong, et autres
Publié: (2024)
par: Chen, Erdong, et autres
Publié: (2024)
SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
par: Rahman, Nahid, et autres
Publié: (2025)
par: Rahman, Nahid, et autres
Publié: (2025)
A Formal Approach to AMM Fee Mechanisms with Lean 4
par: Dessalvi, Marco, et autres
Publié: (2026)
par: Dessalvi, Marco, et autres
Publié: (2026)
Can AI Detect Wash Trading? Evidence from NFTs
par: Falk, Brett Hemenway, et autres
Publié: (2023)
par: Falk, Brett Hemenway, et autres
Publié: (2023)
Competition and Incentives in a Shared Order Book
par: Aïd, René, et autres
Publié: (2025)
par: Aïd, René, et autres
Publié: (2025)
Agent-Based Simulation of a Perpetual Futures Market
par: Rao, Ramshreyas
Publié: (2025)
par: Rao, Ramshreyas
Publié: (2025)
Position building in competition is a game with incomplete information
par: Chriss, Neil A.
Publié: (2025)
par: Chriss, Neil A.
Publié: (2025)
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
par: Kashif, Kamil, et autres
Publié: (2024)
par: Kashif, Kamil, et autres
Publié: (2024)
Productivity of Short Term Assets as a Signal of Future Stock Performance
par: Vohra, Veer, et autres
Publié: (2024)
par: Vohra, Veer, et autres
Publié: (2024)
Modeling metaorder impact with a Non-Markovian Zero Intelligence model
par: Ravagnani, Adele, et autres
Publié: (2025)
par: Ravagnani, Adele, et autres
Publié: (2025)
Can market volumes reveal traders' rationality and a new risk premium?
par: Mariani, Francesca, et autres
Publié: (2024)
par: Mariani, Francesca, et autres
Publié: (2024)
Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective
par: Henrichs, Luca, et autres
Publié: (2025)
par: Henrichs, Luca, et autres
Publié: (2025)
A New Traders' Game? -- Empirical Analysis of Response Functions in a Historical Perspective
par: Schuhmann, Cedric, et autres
Publié: (2025)
par: Schuhmann, Cedric, et autres
Publié: (2025)
Against a Universal Trading Strategy: No-Arbitrage, No-Free-Lunch, and Adversarial Cantor Diagonalization
par: Svozil, Karl
Publié: (2026)
par: Svozil, Karl
Publié: (2026)
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
par: Wheeler, Aaron, et autres
Publié: (2024)
par: Wheeler, Aaron, et autres
Publié: (2024)
Heterogeneous Beliefs Model of Stock Market Predictability
par: Park, Jiho
Publié: (2024)
par: Park, Jiho
Publié: (2024)
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
par: Benhamou, E., et autres
Publié: (2025)
par: Benhamou, E., et autres
Publié: (2025)
Information Leakages in the Green Bond Market
par: Shannon, Darren, et autres
Publié: (2025)
par: Shannon, Darren, et autres
Publié: (2025)
Rolling intrinsic for battery valuation in day-ahead and intraday markets
par: Oeltz, Daniel, et autres
Publié: (2025)
par: Oeltz, Daniel, et autres
Publié: (2025)
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
par: Singh, Srisht Fateh, et autres
Publié: (2025)
par: Singh, Srisht Fateh, et autres
Publié: (2025)
Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
par: Steinbacher, Matej, et autres
Publié: (2025)
par: Steinbacher, Matej, et autres
Publié: (2025)
Option Pricing on Automated Market Maker Tokens
par: Maymin, Philip Z.
Publié: (2026)
par: Maymin, Philip Z.
Publié: (2026)
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
par: Nechepurenko, Maksym
Publié: (2026)
par: Nechepurenko, Maksym
Publié: (2026)
Nash Equilibrium between Brokers and Traders
par: Cartea, Álvaro, et autres
Publié: (2024)
par: Cartea, Álvaro, et autres
Publié: (2024)
Strategic Learning and Trading in Broker-Mediated Markets
par: Aqsha, Alif, et autres
Publié: (2024)
par: Aqsha, Alif, et autres
Publié: (2024)
Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
par: Macrì, Andrea, et autres
Publié: (2024)
par: Macrì, Andrea, et autres
Publié: (2024)
Deep reinforcement learning with positional context for intraday trading
par: Goluža, Sven, et autres
Publié: (2024)
par: Goluža, Sven, et autres
Publié: (2024)
Stochastic Gradient Descent in the Optimal Control of Execution Costs
par: Kolev, Simeon
Publié: (2024)
par: Kolev, Simeon
Publié: (2024)
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
par: Suchato, Jirat, et autres
Publié: (2024)
par: Suchato, Jirat, et autres
Publié: (2024)
Competitive equilibria in trading
par: Chriss, Neil A.
Publié: (2024)
par: Chriss, Neil A.
Publié: (2024)
Optimal position-building strategies in competition
par: Chriss, Neil A.
Publié: (2024)
par: Chriss, Neil A.
Publié: (2024)
Documents similaires
-
A Stream Pipeline Framework for Digital Payment Programming based on Smart Contracts
par: Meng, Zijia, et autres
Publié: (2025) -
Strategic Users in a Priority Queue with Bulk Service on Blockchains
par: Seo, Donghwa, et autres
Publié: (2026) -
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
par: Ma, Tianyi
Publié: (2025) -
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
par: Wu, Fei, et autres
Publié: (2025) -
PEB Separation and State Migration: Unmasking the New Frontiers of DeFi AML Evasion
par: Cao, Yixin, et autres
Publié: (2026)