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