QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols

Automated Market Makers (AMMs) have cemented themselves as an integral part of the decentralized finance (DeFi) space. AMMs are a type of exchange that allows users to trade assets without the need for a centralized exchange. They form the foundation for numerous decentralized exchanges (DEXs), which help facilitate the quick and efficient exchange of on-chain tokens. All present-day popular DEXs are static protocols, with fixed parameters controlling the fee and the curvature - they suffer from invariance and cannot adapt to quickly changing market conditions. This characteristic may cause traders to stay away during high slippage conditions brought about by intractable market movements. We propose an RL framework to optimize the fees collected on an AMM protocol. In particular, we develop a Q-Learning Agent for Market Making Protocols (QLAMMP) that learns the optimal fee rates and leverage coefficients for a given AMM protocol and maximizes the expected fee collected under a range of different market conditions. We show that QLAMMP is consistently able to outperform its static counterparts under all the simulated test conditions

Beyond oracles – a critical look at real-world blockchains

This thesis intends to provide answers to the following questions: 1) What is the oracle problem, and how do the limitations of oracles affect different real-world applications? 2) What are the characteristics of the portion of the literature that leaves the oracle problem unaddressed? 3) Who are the main contributors to solving the oracle problem, and which issues are they focusing on? 4) How can the oracle problem be overcome in real-world applications? The first chapter aims to answer the first question through a literature review of the most current papers published in the field, bringing clarity to the blockchain oracle problem by discussing its effects in some of the most promising real-world blockchain applications. Thus, the chapter investigates the sectors of Intellectual Property Rights (IPRs), healthcare, supply chains, academic records, resource management, and law. By comparing the different applications, the review reveals that heterogeneous issues arise depending on the sector. The analysis supports the view that the more trusted a system is, the less the oracle problem has an impact. The second chapter presents the results of a systematic review intended to highlight the state-of-the-art of real-world blockchain applications using the oracle problem as a lens of analysis. Academic papers proposing real-world blockchain applications were reviewed to see if the authors considered the oracle’s role in the applications and related issues. The results found that almost 90% of the inspected literature neglected the role of oracles, thereby proposing incomplete or irreproducible projects. Through a bibliometric analysis, the third chapter sheds light on the institutions and authors that are actively contributing to the literature on oracles and promoting progress and cooperation. The study shows that, although there is still a lack of collaboration worldwide, there are dedicated authors and institutions working toward a similar and beneficial cause. The results also make it clear that most areas of oracle research are poorly addressed, with some remaining untouched. The fourth and last chapter focuses on a case study of a dairy company operating in the northeast region of Italy. The company applied blockchain technology to support the traceability of their products worldwide, and the study investigated the benefits of their innovation from the point of view of sustainability. The study also considers the role of oracle management, as it is a critical aspect of a blockchain-based project. Thus, the relationship between the company, the blockchain oracle, and the supervising authority is discussed, offering insight into how sustainable innovations can positively impact supply chain management. This work as a whole aims to shed light on blockchain oracles as an academic area of research, explaining why the study of oracles should be considered the backbone of blockchain literature development

Strategic and Blockchain-based Market Decisions for Cloud Computing

The cloud computing market has been in the center of attention for years where cloud providers strive to survive by either competition or cooperation. Some cloud providers choose to compete in the market that is dominated by few large providers and try to maximize their profit without sacrificing the service quality which leads to higher user ratings. Many research proposals tried to contribute to the cloud market competition. However, the majority of these proposals focus only on pricing mechanisms, neglecting thus the cloud service quality and users satisfaction. Meanwhile, cloud providers intend to form cloud federations to enhance their services quality and revenues. Nevertheless, traditional centralized cloud federations have strict challenges that might hinder the members' motivation to participate in, such as formation of stable coalitions with long-term commitments, participants' trustworthiness, shared revenue, and security of the managed data and services. For a stable and trustworthy federation, it is vital to avoid blind-trust on the claimed SLA guarantees from the members and monitor the quality of service considering the various characteristics of cloud services. This thesis aims to tackle the issues of cloud computing market from the two perspectives of competition and cooperation by: 1) modeling and solving the conflicting situation of revenue, user ratings and service quality, to improve the providers position in the market and increase the future users' demand; 2) proposing a user-centric game theoretical framework to allow the new and smaller cloud providers to have a share in the market and increase users satisfaction through providing high quality and added-value services; 3) motivating the cloud providers to adopt a coopetition behavior through a novel, fully distributed blockchain-based federation's structure that enables them to trade their computing resources through smart contracts; 4) introducing a new role of oracle as a verifier agent to monitor the quality of service and report to the smart contract agents deployed on the blockchain while optimizing the cost of using oracles; and 5) developing a Bayesian bandit learning oracles reliability mechanism to select the oracles smartly and optimize the cost and reliability of utilized oracles. All of the contributions are validated by simulations and implementations using real-world data

Blockchain-enabled Real-time SLA Monitoring for Cloud-hosted Services

Cloud computing is an important technology for businesses and individual users to obtain computing resources over the Internet on-demand and exibly. Although cloud computing has been adopted across diverse applications, the owners of time-and-performance critical applications require cloud service providers' guarantees about their services, such as availability and response times. Service Level Agreements (SLAs) are a mechanism to communicate and enforce such guarantees typically represented as service level objectives (SLOs), and financial penalties are imposed on SLO violations. Due to delays and inaccuracies caused by manual processing, an automatic method to periodically verify SLA terms in a transparent and trustworthy manner is fundamental to effective SLA monitoring, leading to the acceptance and credibility of such service to the customers of cloud services. This paper presents a blockchain-based distributed infrastructure that leverages fundamental blockchain properties to achieve immutable and trustworthy SLA monitoring within cloud services. The paper carries out an in-depth empirical investigation for the scalability of the proposed system in order to address the challenge of transparently enforcing real-time monitoring of cloud-hosted services leveraging blockchain technology. This will enable all the stakeholders to enforce accurate execution of SLA without any imprecisions and delays by maintaining an immutable ledger publicly across blockchain network. The experimentation takes into consideration several attributes of blockchain which are critical in achieving optimum performance. The paper also investigates key characteristics of these factors and their impact to the behaviour of the system for further scaling it up under various cases for increased service utilization

Secure Information Sharing with Distributed Ledgers

In 2009, blockchain technology was first introduced as the supporting database technology for digital currencies. Since then, more advanced derivations of the technology have been developed under the broader term Distributed Ledgers, with improved scalability and support for general-purpose application logic. As a distributed database, they are able to support interorganizational information sharing while assuring desirable information security attributes like non-repudiation, auditability and transparency. Based on these characteristics, researchers and practitioners alike have begun to identify a plethora of disruptive use cases for Distributed Ledgers in existing application domains. While these use cases are promising significant efficiency improvements and cost reductions, practical adoption has been slow in the past years. This dissertation focuses on improving three aspects contributing to slow adoption. First, it attempts to identify application areas and substantiated use cases where Distributed Ledgers can considerably advance the security of information sharing. Second, it considers the security aspects of the technology itself, identifying threats to practical applications and detection approaches for these threats. And third, it investigates success factors for successful interorganizational collaborations using Distributed Ledgers

Beyond the paywall

In dieser Dissertation untersuche ich die Forschungswege von sechs Wissenschaftlern, die in verschiedenen Disziplinen und Institutionen in den Vereinigten Staaten und in der Tschechischen Republik arbeiten. Um dies zu tun, verwende ich sogenannte „multi-sited“ ethnographisch-methodische Strategien (d.h. Strategien, die Anthropologen verwenden, um Kulturen an zwei oder mehr geografischen Standorten zu vergleichen), mit dem Ziel, informationsbezogene Verhaltensweisen dieser Wissenschaftler im global vernetzten akademischen Umfeld zu untersuchen, englisch abgekürzt „GNAE“, ein Begriff, der sich speziell auf die komplexe Bricolage von Netzwerkinfrastrukturen, Online-Informationsressourcen und Tools bezieht, die Wissenschaftler heutzutage nutzen, d.h. die weltweite akademische e-IS, oder akademische Infrastruktur (Edwards et al. 2013). Die zentrale Forschungsfrage (RQ1), die in dieser Dissertation beantwortet wird, ist: Gibt es, gemäß der multi-sited ethnographischen Analyse der beteiligten Wissenschaftler in dieser Studie—Personen, die Forschung in verschiedenen Disziplinen und Institutionen sowie an unterschiedlichen Standorten betreiben—Hinweise darauf, dass ein signifikanter Anteil der nicht-institutionellen/informellen informationsbezogenen Forschung über Mechanismen im GNAE, die nicht von Bibliotheken unterstützt werden, betrieben wird, sowie (RQ2): Was für Muster sind vorhanden und wie beziehen sie sich auf informationswissenschaftliche und andere sozialwissenschaftliche Theorien? Und drittens (RQ3): Haben die Resultate praxisnahe Bedeutungen für die Entwicklung von Dienstleistungen in wissenschaftlichen Bibliotheken? Ethnographische Strategien sind bisher noch nicht in der Informationswissenschaft (IS) eingesetzt worden, um Fragen dieser Art zu untersuchen. Die Ergebnisse zeigen, dass eine informelle Informationsexploration nur bei zwei Wissenschaftlern, die mit offenen Daten und Tools einer verteilten Computing-Infrastruktur arbeiten, zu finden ist.In this dissertation I examine the pathways of information exploration and discovery of six scientists working in different research disciplines affiliated with several academic institutions in the United States and in the Czech Republic. To do so, I utilize multi-sited ethnographic methodological strategies (i.e., strategies developed by anthropologists to compare cultures across two or more geographic locations) to examine the information-related behaviors of these scholars within the global networked academic environment (GNAE), a term which specifically refers to the complex bricolage of network infrastructures, online information resources, and tools scholars use to perform their research today (i.e., the worldwide academic e-IS, or academic infrastructure [Edwards et al. 2013]). The central research question (RQ1) to be answered in this dissertation: According to the multi-sited ethnographic analysis of scientists participating in this study—individuals conducting research in various disciplines at different institutions in several geographical locations—is there evidence indicating a significant allotment of non-institutional/informal information-related exploration and discovery occurring beyond official library-supported mechanisms in the GNAE?, and—part two (RQ2) of the central research question—What (if any) patterns are exhibited and how do these patterns relate to information science (IS) and other social science theories? Both RQ1 and RQ2 are exploratory. I additionally ask (RQ3): What might all this mean in the applied sense? by showing examples of services piloted during the research process in response to my observations in the field. Multi-sited ethnographic strategies have not yet been employed in IS, as of the date of publication of this thesis, to examine such questions. Results indicate informal information exploration occurring only with two scientists who use of open data and tools on a distributed computing infrastructure

A two-fold Perspective on Enterprise Security in the Digital Twin Context

Digital twins represent and can manage an enterprise asset virtually along its lifecycle. The vital technologies the twin relies upon (e.g., Internet of Things) have only recently matured. Since then, literature has taken up on digital twins. The digital twin therefore constitutes a very young concept, where security is currently neglected. This dissertation aims at closing this research gap, and further contributes to the body of knowledge concerning digital twin security. To study digital twin security, a two-fold approach is necessary. On the one hand, digital twins are at risk for being attacked (security for digital twins). However, on the other hand, they can also be leveraged to gain novel security opportunities (digital twins for security). This dissertation lays the general foundations of the digital twin concept in enterprises and studies these two security perspectives hereinafter. It shows that the digital twin’s security can be fostered utilizing the blockchain technology. Furthermore, it proposes digital twins to be of use in corporate security: It is shown that digital twins can collaborate with traditional security tools like Security Information and Event Management (SIEM) systems and organizational structures like the Security Operations Center (SOC). In this regard, the use of digital twins is further proven to be beneficial for digital forensics as well as Cyber Threat Intelligence (CTI)

Erkennung und Vermeidung von Fehlverhalten in fahrzeugbasierten DTNs

Delay- and Disruption-Tolerant Networks (DTNs) are a suitable technology for many applications when the network suffers from intermittent connections and significant delays. In current vehicular networks, due to the high mobility of vehicles, the connectivity in vehicular networks can be highly unstable, links may change or break soon after they have been established and the network topology varies significantly depending on time and location. When the density of networked vehicles is low, connectivity is intermittent and with only a few transmission opportunities. This makes forwarding packets very difficult. For the next years, until a high penetration of networked vehicles is realized, delay-tolerant methods are a necessity in vehicular networks, leading to Vehicular DTNs (VDTNs). By implementing a store-carry-forward paradigm, VDTNs can make sure that even under difficult conditions, the network can be used by applications. However, we cannot assume that all vehicles are altruistic in VDTNs. Attackers can penetrate the communication systems of vehicles trying their best to destroy the network. Especially if multiple attackers collude to disrupt the network, the characteristics of VDTNs, without continuous connectivity, make most traditional strategies of detecting attackers infeasible. Additionally, selfish nodes may be reluctant to cooperate considering their profit, and due to hard- or software errors some vehicles cannot send or forward data. Hence, efficient mechanisms to detect malicious nodes in VDTNs are imperative. In this thesis, two classes of Misbehavior Detection Systems (MDSs) are proposed to defend VDTNs against malicious nodes. Both MDSs use encounter records (ERs) as proof to document nodes' behavior during previous contacts. By collecting and securely exchanging ERs, depending on different strategies in different classes of MDSs, a reputation system is built in order to punish bad behavior while encouraging cooperative behavior in the network. With independently operating nodes and asynchronous exchange of observations through ERs, both systems are very well suited for VDTNs, where there will be no continuous, ubiquitous network in the foreseeable future. By evaluating our methods through extensive simulations using different DTN routing protocols and different realistic scenarios, we find that both MDS classes are able to efficiently protect the system with low overhead and prevent malicious nodes from further disrupting the network.In Netzwerken mit zeitweisen Unterbrechungen oder langen Verzögerungen sind Delay- and Disruption-Tolerant Networks (DTNs) eine geeignete Technologie für viele Anwendungen. Die Konnektivität in Fahrzeugnetzen ist bedingt durch die hohe Mobilität und die geringe Verbreitung von netzwerkfähigen Fahrzeugen oft instabil. Bis zur flächendeckenden Verbreitung von netzwerkfähigen Fahrzeugen ist es daher zwingend notwendig auf Methoden des Delay Tolerant Networking zurückzugreifen um die bestmögliche Kommunikation zu gewährleisten. In diesem Zusammenhang wird von Vehicular Delay Tolerant Networks (VDTNs) gesprochen. Durch das Store-Carry-Forward-Prinzip kann ein VDTN Kommunikation für Anwendungen ermöglichen. Allerdings ist davon auszugehen, dass sich nicht alle Fahrzeuge altruistisch verhalten: Angreifer können Fahrzeuge übernehmen und das Netzwerk attackieren oder Knoten sind aus egoistischen Motiven oder auf Grund von Defekten unkooperativ. Verfahren, die Fehlverhalten in stabilen Netzen durch direkte Beobachtung erkennen können, sind in VDTNs nicht anwendbar. Daher sind Methoden, die Fehlverhalten in VDTNs nachweisen können, zwingend erforderlich. In dieser Arbeit werden zwei Klassen von Misbehavior Detection Systems (MDSs) vorgestellt. Beide Systeme basieren auf Encounter Records (ERs): Nach einem Kontakt tauschen zwei Knoten kryptografisch signierte Meta-Informationen zu den erfolgten Datentransfers aus. Diese ERs dienen bei darauffolgenden Kontakten mit anderen Netzwerkteilnehmern als vertrauenswürdiger Nachweis für das Verhalten eines Knotens in der Vergangenheit. Basierend auf der Auswertung gesammelter ERs wird ein Reputationssystem entwickelt, das kooperatives Verhalten belohnt und unkooperatives Verhalten bestraft. Dauerhaft unkooperative Knoten werden aus dem Netzwerk ausgeschlossen. Durch den asynchronen Austausch von Informationen kann jeder Knoten das Verhalten seiner Nachbarn selbstständig und unabhängig evaluieren. Dadurch sind die vorgestellten MDS-Varianten sehr gut für den Einsatz in einem VDTN geeignet. Durch umfangreiche Evaluationen wird gezeigt, dass sich die entwickelten MDS-Verfahren für verschiedene Routingprotokolle und in unterschiedlichen Szenarien anwenden lassen. In allen Fällen ist das MDS in der Lage das System mit geringem Overhead gegen Angreifer zu verteidigen und eine hohe Servicequalität im Netzwerk zu gewährleisten