2 Search Results for "Liu, Cong"


Document
Extended Abstract
Detecting and Quantifying Crypto Wash Trading (Extended Abstract)

Authors: Lin William Cong, Xi Li, Ke Tang, and Yang Yang

Published in: OASIcs, Volume 97, 3rd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2021)


Abstract
We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and nature; abnormal first-significant-digit distributions, size rounding, and transaction tail distributions on unregulated exchanges reveal rampant manipulations unlikely driven by strategy or exchange heterogeneity. We quantify the wash trading on each unregulated exchange, which averaged over 70% of the reported volume. We further document how these fabricated volumes (trillions of dollars annually) improve exchange ranking, temporarily distort prices, and relate to exchange characteristics (e.g., age and userbase), market conditions, and regulation.

Cite as

Lin William Cong, Xi Li, Ke Tang, and Yang Yang. Detecting and Quantifying Crypto Wash Trading (Extended Abstract). In 3rd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2021). Open Access Series in Informatics (OASIcs), Volume 97, pp. 10:1-10:6, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)


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@InProceedings{cong_et_al:OASIcs.Tokenomics.2021.10,
  author =	{Cong, Lin William and Li, Xi and Tang, Ke and Yang, Yang},
  title =	{{Detecting and Quantifying Crypto Wash Trading}},
  booktitle =	{3rd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2021)},
  pages =	{10:1--10:6},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-95977-220-4},
  ISSN =	{2190-6807},
  year =	{2022},
  volume =	{97},
  editor =	{Gramoli, Vincent and Halaburda, Hanna and Pass, Rafael},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/OASIcs.Tokenomics.2021.10},
  URN =		{urn:nbn:de:0030-drops-159072},
  doi =		{10.4230/OASIcs.Tokenomics.2021.10},
  annote =	{Keywords: Bitcoin, Cryptocurrency, FinTech, Forensic Finance, Fraud Detection, Regulation}
}
Document
Optimal Dataflow Scheduling on a Heterogeneous Multiprocessor With Reduced Response Time Bounds

Authors: Zheng Dong, Cong Liu, Alan Gatherer, Lee McFearin, Peter Yan, and James H. Anderson

Published in: LIPIcs, Volume 76, 29th Euromicro Conference on Real-Time Systems (ECRTS 2017)


Abstract
Heterogeneous computing platforms with multiple types of computing resources have been widely used in many industrial systems to process dataflow tasks with pre-defined affinity of tasks to subgroups of resources. For many dataflow workloads with soft real-time requirements, guaranteeing fast and bounded response times is often the objective. This paper presents a new set of analysis techniques showing that a classical real-time scheduler, namely earliest-deadline first (EDF), is able to support dataflow tasks scheduled on such heterogeneous platforms with provably bounded response times while incurring no resource capacity loss, thus proving EDF to be an optimal solution for this scheduling problem. Experiments using synthetic workloads with widely varied parameters also demonstrate that the magnitude of the response time bounds yielded under the proposed analysis is reasonably small under all scenarios. Compared to the state-of-the-art soft real-time analysis techniques, our test yields a 68% reduction on response time bounds on average. This work demonstrates the potential of applying EDF into practical industrial systems containing dataflow-based workloads that desire guaranteed bounded response times.

Cite as

Zheng Dong, Cong Liu, Alan Gatherer, Lee McFearin, Peter Yan, and James H. Anderson. Optimal Dataflow Scheduling on a Heterogeneous Multiprocessor With Reduced Response Time Bounds. In 29th Euromicro Conference on Real-Time Systems (ECRTS 2017). Leibniz International Proceedings in Informatics (LIPIcs), Volume 76, pp. 15:1-15:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2017)


Copy BibTex To Clipboard

@InProceedings{dong_et_al:LIPIcs.ECRTS.2017.15,
  author =	{Dong, Zheng and Liu, Cong and Gatherer, Alan and McFearin, Lee and Yan, Peter and Anderson, James H.},
  title =	{{Optimal Dataflow Scheduling on a Heterogeneous Multiprocessor With Reduced Response Time Bounds}},
  booktitle =	{29th Euromicro Conference on Real-Time Systems (ECRTS 2017)},
  pages =	{15:1--15:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-037-8},
  ISSN =	{1868-8969},
  year =	{2017},
  volume =	{76},
  editor =	{Bertogna, Marko},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/LIPIcs.ECRTS.2017.15},
  URN =		{urn:nbn:de:0030-drops-71565},
  doi =		{10.4230/LIPIcs.ECRTS.2017.15},
  annote =	{Keywords: Real-time Scheduling, schedulability, heterogeneous multiprocessor}
}
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