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Four recent trends have emerged in the evolution of authenticated encryption schemes: (1) Regarding simplicity, the adoption of public permutations as primitives allows for sparing a key schedule and the need for storing round keys; (2) using the sums of p ...
Springer2023
This thesis consists of three applications of machine learning techniques to empirical asset pricing.In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...
Amid a data revolution that is transforming industries around the globe, computing systems have undergone a paradigm shift where many applications are scaled out to run on multiple computers in a computing cluster. As the storage and processing capabilitie ...
We propose an optical proof-of-work scheme that feeds data encoded into wavelength-division multiplexed modes through a programmable photonic network. We verify robustness by modeling network dispersion, allowing for energy-efficient optical alternatives t ...
We conduct a detailed analysis of investors in successful initial coin offerings (ICOs). The average ICO has 4700 contributors. The median participant contributes small amounts and many investors sell their tokens before the underlying product is developed ...
While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets. We present a case study of a recent p ...
Locomotion is a very diverse phenomenon that results from the interactions of a body and its environment and enables a body to move from one position to another. Underlying control principles rely among others on the generation of intrinsic body movements, ...
The popularity of digital currencies, especially cryptocurrencies, has been continuously growing since the appearance of Bitcoin. Bitcoin is a peer-to-peer (P2P) cryptocurrency protocol enabling transactions between individuals without the need of a truste ...
The popularity of digital currencies, especially cryptocurrencies, has been continuously growing since the appearance of Bitcoin. Bitcoin is a peer-to-peer (P2P) cryptocurrency protocol enabling transactions between individuals without the need of a truste ...
Due to the rapidly growing number of devices that need to communicate securely, there is still significant interest in the development of efficient encryption schemes. It is important to maintain a portfolio of different constructions in order to enable a ...