Optimal portfolio sold-out via blockchain tokenization

Vyacheslav Davydov, Yury Yanovich

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Citations (Scopus)

Abstract

Financial institutions own balanced portfolios with many assets and hence a small risk. But they are not able to split them into smaller parts with comparable risk for resale due to regulators' restrictions caused by a lack of auditability. Blockchain and smart contracts allow overcoming this problem via tokenizing assets into a commodity. The paper seeks to answer the question: how to assemble as many as possible standardized packages from a given portfolio. The optimal algorithms for two special cases-discrete and continuous homogeneous-are provided.

Original languageEnglish
Title of host publicationProceedings of the 2020 2nd International Electronics Communication Conference, IECC 2020
PublisherAssociation for Computing Machinery
Pages129-136
Number of pages8
ISBN (Electronic)9781450377706
DOIs
Publication statusPublished - 8 Jul 2020
Event2nd International Electronics Communication Conference, IECC 2020 and the 2nd Blockchain and Internet of Things Conference, BIOTC 2020 - Virtual, Online, Singapore
Duration: 8 Jul 202010 Jul 2020

Publication series

NameACM International Conference Proceeding Series

Conference

Conference2nd International Electronics Communication Conference, IECC 2020 and the 2nd Blockchain and Internet of Things Conference, BIOTC 2020
Country/TerritorySingapore
CityVirtual, Online
Period8/07/2010/07/20

Keywords

  • algorithm design and analysis
  • smart contracts
  • tokenization

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