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The use of blockchains for automated and adversarial trading has become commonplace. However, due to the transparent nature of blockchains, an adversary is able to observe any pending, not-yet-mined transactions, along with their execution…

Cryptography and Security · Computer Science 2024-02-16 Kaihua Qin , Stefanos Chaliasos , Liyi Zhou , Benjamin Livshits , Dawn Song , Arthur Gervais

Model-based Systems Engineering (MBSE) has been widely utilized to formalize system artifacts and facilitate their development throughout the entire lifecycle. During complex system development, MBSE models need to be frequently exchanged…

Systems and Control · Electrical Eng. & Systems 2020-05-13 Jinzhi Lu , Xiaochen Zheng , Zhenchao Hu , Huisheng Zhang , Dimitris Kiritsis

Security bugs and trapdoors in smart contracts have been impacting the Ethereum community since its inception. Conceptually, the 1.45-million Ethereum's contracts form a single "gigantic program" whose behaviors are determined by the…

Cryptography and Security · Computer Science 2025-08-08 Thomas Ball , Nikolaj S. Bjørner , Ashley J. Chen , Shuo Chen , Yang Chen , Zhongxin Guo , Tzu-Han Hsu , Peng Liu , Nanqing Luo

Transaction privacy is a hard problem on an account-based blockchain such as Ethereum. While Ben-Sasson et al. presented the Zerocash protocol [BCG+14] as a decentralized anonymous payment (DAP) scheme standing on top of Bitcoin, no study…

Cryptography and Security · Computer Science 2019-04-08 Antoine Rondelet , Michal Zajac

The cryptocurrency Ethereum is the most widely used execution platform for smart contracts. Smart contracts are distributed applications, which govern financial assets and, hence, can implement advanced financial instruments, such as…

Cryptography and Security · Computer Science 2023-02-01 Sebastian Holler , Sebastian Biewer , Clara Schneidewind

Automated Market Maker (AMM)-based Decentralized Exchanges (DEXs) are crucial in Decentralized Finance (DeFi), but Ethereum implementations suffer from high transaction costs and price synchronization challenges. To address these…

Computational Engineering, Finance, and Science · Computer Science 2025-08-28 Walter Hernandez Cruz , Firas Dahi , Yebo Feng , Jiahua Xu , Aanchal Malhotra , Paolo Tasca

Yield aggregators are financial services in Decentralised Finance (DeFi) providing automated investment management and return optimisation for users. In this study, we investigate the operational mechanisms and monetary flows of two major…

Computational Engineering, Finance, and Science · Computer Science 2026-05-25 Stefan Kitzler , Kasra Zarinehbaf Asadi , Svetlana Kremer , Bernhard Haslhofer

The Blockchain and the programs running on it, called Smart Contracts, are more and more applied in all fields requiring trust and strong certifications. In this work we compare public and permissioned blockchains for industrial…

Cryptography and Security · Computer Science 2020-05-07 Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

Zero-Liquidation loans allow DeFi users to borrow USDC against their ETH holdings, but without the risk of being liquidated in case of LTV shortfalls. This is achieved by giving users the option to repay their loans, either in USDC or…

Risk Management · Quantitative Finance 2021-10-27 Aetienne Sardon

The decentralized finance (DeFi) community has grown rapidly in recent years, pushed forward by cryptocurrency enthusiasts interested in the vast untapped potential of new markets. The surge in popularity of cryptocurrency has ushered in a…

Computational Engineering, Finance, and Science · Computer Science 2025-12-12 Adriana Watson , Grant Richards , Daniel Schiff

The widespread lack of broad source code verification on blockchain explorers such as Etherscan, where despite 78,047,845 smart contracts deployed on Ethereum (as of May 26, 2025), a mere 767,520 (< 1%) are open source, presents a severe…

Cryptography and Security · Computer Science 2025-06-25 Isaac David , Liyi Zhou , Dawn Song , Arthur Gervais , Kaihua Qin

A smart contract that is deployed to a blockchain system like Ethereum is, under reasonable circumstances, expected to be immutable and tamper-proof. This is both a feature (promoting integrity and transparency) and a bug (preventing…

Cryptography and Security · Computer Science 2022-06-03 Mehdi Salehi , Jeremy Clark , Mohammad Mannan

Stablecoins have become a foundational component of the digital asset ecosystem, with their market capitalization exceeding 230 billion USD as of May 2025. As fiat-referenced and programmable assets, stablecoins provide low-latency,…

General Economics · Economics 2025-08-07 Luyao Zhang

As cross-chain interoperability advances, decentralized finance (DeFi) protocols enable illicit funds to be reorganized into uniform liquid assets that flow throughout the cryptocurrency market. Such operations can bypass monitoring…

Cryptography and Security · Computer Science 2026-04-15 Shuyi Miao , Wangjie Qiu , Shengda Zhuo , Fei Shen , Dan Lin , Xingtong Yu , Chua Tat-Seng , Zhiming Zheng

The tokenization of assets deployed to distributed ledger technology is increasingly cited to revolutionize financial services by allowing traditionally illiquid assets to be bought and sold on primary and secondary markets increasing asset…

Computers and Society · Computer Science 2020-05-18 Richard Barnes

With the rapid development of blockchain technology in recent years, all kinds of blockchain-based applications have emerged. Among them, the decentralized finance (DeFi) is one of the most successful applications, which is regarded as the…

Cryptography and Security · Computer Science 2022-01-10 Yinjie Zhao , Xin Kang , Tieyan Li , Cheng-Kang Chu , Haiguang Wang

Non-Fungible Tokens (NFTs), digital certificates of ownership for virtual art, have until recently been traded on a highly lucrative and speculative market. Yet, an emergence of misconceptions, along with a sustained market downtime, are…

Cryptography and Security · Computer Science 2022-09-30 Sarah Barrington , Nick Merrill

Blockchain introduces decentralized trust in peer-to-peer networks, advancing security and democratizing systems. Yet, a unified definition for decentralization remains elusive. Our Systematization of Knowledge (SoK) seeks to bridge this…

General Economics · Economics 2023-08-21 Luyao Zhang , Xinshi Ma , Yulin Liu

Due to the widespread use of smart contracts, Ethereum has become the second-largest blockchain platform after Bitcoin. Many different types of Ethereum accounts (ICO, Mining, Gambling, etc.) also have quite active trading activities on…

Cryptography and Security · Computer Science 2022-11-16 Baoying Huang , Jieli Liu , Jiajing Wu , Quanzhong Li , Hao Lin

This paper discusses a decentralized finance (DeFi) application called MakerDAO. The Maker Protocol, built on the Ethereum blockchain, enables users to create and hold currency. Current elements of the Maker Protocol are the Dai stable…

Computational Finance · Quantitative Finance 2022-11-01 Jason Chen , Kathy Fogel , Kose John