Understand Waiting Time in Ethereum Transaction Fee Mechanism

Fan Z., Luyao Z., Tianyu W. (Research Fellow)

We combine the techniques of Reinforcement Learning (RL) and batch auction to extend current theoretical framework of Transaction Fee Mechanism that can model the effect of policy change on the waiting time. Then with a hybrid approach combining the RL model and empirical data, we figure out the optimal policy based on the blockchain state.

[Grant Announcement]

The Public Sentiment towards the Uptake of HPV Vaccine among Chinese Population: A Geospatial Analysis

Tianyu W., Meifang C.

We Investigated social determinants of cancers in local areas and examined the impact of individual behaviors, social and physical environment, and policy influence on cancer-related outcomes in China. Moreover, we applied VADER, a natural language processing (NLP) algorithm on Chinese social media posts, to quantify public sentiment towards the human papillomavirus (HPV) vaccine.

[Poster]

How FinTech Empowers Asset Valuation: Theory and Applications

Luyao Z., Tianyu W. (1st Co-author), Saad L., Carlos-Gustavo S., Jiayi L.

We proposed a generally applicable pipeline for designing, programming, and evaluating the algorithmic trading of stock and crypto assets. Moreover, we demonstrated how our data science pipeline works with respect to four conventional algorithms: the moving average crossover, volume-weighted average price, sentiment analysis, and statistical arbitrage algorithms.

[Publication][Presentation]

Pricing Model for Snowball Options

Tianyu W., Qi Z.

I applied Monte Carlo Simulation and Finite-difference PDE Methods separately to implement pricing models for the snowball options, with CSI Smallcap 500 Index as the target.

Open Education Resources (OER) Initiatives

Luyao Z., Haiyan Z., Brandon F., Kartik N., Fan Z., Haley W., Tianyu W. (Student Manager), Yinhong Z.

We contributed to publishing three interdisciplinary and research-based curricula as components of Industry 4.0 Open Educational Resources (OER) with open access to students and researchers worldwide. This program is supported by Duke Learning Innovation.

[Announcement]

Zu Chongzhi Center of Mathematics and Computational Science (CMCS), DKU

Yishui S., Tianyu W., Haibei Z., Joshua C., Huaxiong H., Shixin X.

We built an Ordinary Differential Equation (ODE) mathematical model on the rate of calcium clearance to demonstrate that the dissolution of calcium that has aggregated within the mitochondria of vascular smooth muscle cells can drive an hour-long disruption, to improve the state of neurovascular malfunction in the wake of Cortical Spreading Depressions.

[Poster]

SciEcon Research Publications

[1] Ray Z., Tianyu W.

How Blockchain Empowers Social Media: on the mechanics of token economy and decentralization? [1][2][3]

[2] Tianyu W., Xinyu T.

Algorithmic Trading in Crypto Market

Moving North: Fish For a Lifetime

Jinchen Z., Tianyu W., Zhonghang Q.

We quantitatively introduced our prediction models of ocean subsurface temperature and spatial distribution of herring and mackerel to estimate how this trend would continue and how it would affect local fishing companies, especially smaller ones.

[Report]