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Lending protocols are one of the main applications of Decentralized Finance (DeFi), enabling crypto-assets loan markets with a total value estimated in the tens of billions of dollars. Unlike traditional lending systems, these protocols…

Computer Science and Game Theory · Computer Science 2025-06-19 Massimo Bartoletti , Enrico Lipparini

Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

Statistics Theory · Mathematics 2015-01-22 Kevin Judd

Many of the problems that arise in the context of blockchains and decentralized finance can be seen as variations on classical problems of distributed computing. The smart contract model proposed here is intended to capture both the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-11 Yackolley Amoussou-Guenou , Maurice Herlihy , Sucharita Jayanti , Maria Potop-Butucaru , Sergio Rajsbaum

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Consensus plays a crucial role in distributed ledger systems, impacting both scalability and decentralization. Many blockchain systems use a weighted lottery based on a scarce resource such as a stake, storage, memory, or computing power to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-18 Grigorii Melnikov , Sebastian Müller , Nikita Polyanskii , Yury Yanovich

In this article we propose a study of market models starting from a set of axioms, as one does in the case of risk measures. We define a market model simply as a mapping from the set of adapted strategies to the set of random variables…

Mathematical Finance · Quantitative Finance 2015-12-08 Mario Sikic

This paper introduces a structural game-theoretic model to value decentralized digital assets like Bitcoin. Instead of relying on speculative beliefs, it frames the asset's price within a Rational-Expectations Security-Utility Nash…

Cryptography and Security · Computer Science 2025-08-12 Liang Chen

In this paper, I propose a new concept for understanding the role of algorithms in daily life: algorithmic authority. Algorithmic authority is the legitimate power of algorithms to direct human action and to impact which information is…

Human-Computer Interaction · Computer Science 2022-01-19 Caitlin Lustig

Randomized mechanisms can have good normative properties compared to their deterministic counterparts. However, randomized mechanisms are problematic in several ways such as in their verifiability. We propose here to derandomize such…

Computer Science and Game Theory · Computer Science 2024-05-16 Toby Walsh

This research paper provides a comprehensive analysis of Bitcoin, delving into its evolution, adoption, and potential future implications. As the pioneering cryptocurrency, Bitcoin has sparked significant interest and debate in recent…

Cryptography and Security · Computer Science 2023-04-07 Neelesh Mungoli

In this paper, we construct a decentralized clearing mechanism which endogenously and automatically provides a claims resolution procedure. This mechanism can be used to clear a network of obligations through blockchain. In particular, we…

Risk Management · Quantitative Finance 2022-01-11 Hamed Amini , Maxim Bichuch , Zachary Feinstein

Decentralized finance (DeFi) has the potential to disrupt centralized finance by validating peer-to-peer transactions through tamper-proof smart contracts, thus significantly lowering the transaction cost charged by financial…

General Economics · Economics 2023-12-04 Ziqiao Ao , Lin William Cong , Gergely Horvath , Luyao Zhang

In recent years, blockchain has gained widespread attention as an emerging technology for decentralization, transparency, and immutability in advancing online activities over public networks. As an essential market process, auctions have…

Cryptography and Security · Computer Science 2022-11-29 Zeshun Shi , Cees de Laat , Paola Grosso , Zhiming Zhao

Programmable blockchains have long been a hot research topic given their tremendous use in decentralized applications. Smart contracts, using blockchains as their underlying technology, inherit the desired properties such as verifiability,…

Cryptography and Security · Computer Science 2025-08-19 Zhaorun Lin

Suppose we need a deep collective analysis of an open scientific problem: there is a complex scientific hypothesis and a large online group of mutually unrelated experts with relevant private information of a diverse and unpredictable…

Computer Science and Game Theory · Computer Science 2026-01-27 Alexey V. Osipov , Nikolay N. Osipov

Automated market makers are a popular mechanism used on decentralized exchange, through which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function. The liquidity provider…

Mathematical Finance · Quantitative Finance 2024-11-27 Xue Dong He , Chen Yang , Yutian Zhou

Decentralized data markets gather data from many contributors to create a joint data cooperative governed by market stakeholders. The ability to perform secure computation on decentralized data markets would allow for useful insights to be…

Cryptography and Security · Computer Science 2019-07-03 Fattaneh Bayatbabolghani , Bharath Ramsundar

Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with…

Mathematical Finance · Quantitative Finance 2018-08-16 Oleg Malafeyev , Shulga Andrey

This paper presents Wrapless -- a lending protocol that enables the collateralization of bitcoins without requiring a trusted wrapping mechanism. The protocol facilitates a "loan channel" on the Bitcoin blockchain, allowing bitcoins to be…

Launching a new blockchain system or application is frequently facilitated by a so called airdrop, where the system designer chooses a pre-existing set of potentially interested parties and allocates newly minted tokens to them with the…

Computer Science and Game Theory · Computer Science 2025-05-07 Sotiris Georganas , Aggelos Kiayias , Paolo Penna
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