Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 26 October 2020Accepted: 21 May 2021Published online: 07 September 2021KeywordsHawkes processes, market making, high frequency trading, stochastic control, partial differential equations, viscosity solutionsAMS Subject Headings68Q25, 68R10, 68U05Publication DataISSN (onli...

We present a protocol for unlinkable serial transactions suitable for a variety of network-based subscription services. The protocol prevents the service from tracking the behavior of its customers while protecting the service vendor from abuse due to simultaneous or \cloned" usage from a single subscription. We present variants of the protocol supporting pay-per-use transactions within a subsc...

a r t i c l e i n f o Online storage and streaming services are surpassing physical media as the predominate means of disseminating and sharing digital contents such as music, documents, photos, and videos. In addition, many software vendors are switching from on-premises installations to web-based rendering for their offerings. Differentiated pricing, based on tiered service responsiveness and...

Subscription adaptations are becoming increasingly important across many content-based publish/subscribe (CPS) applications. In algorithmic high frequency trading, for instance, stock price thresholds that are of interest to a trader change rapidly, and gains directly hinge on the reaction time to relevant fluctuations. The common solution to adapt a subscription consists of a re-subscription, ...

Software piracy refers to the illegal use of software by end users. The Business Software Alliance (BSA) in its 2002 annual report states that 40% of business software installed on computers is pirated, resulting in $11 billion in losses (BSA 2002). Given that piracy is ubiquitous in software markets, managers need to consider it in their marketing decisions. While piracy on a large scale is cl...

This paper develops a system dynamics model to analyze the impacts of different kinds of capacity payment as investment incentive mechanisms in Iranian electricity market. Since it is aimed that the incurred capital and operating costs of generation technologies be recovered in Iranian electricity pool, the noncompetitive capacity payment mechanism has been introduced for this purpose in order ...