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Related papers: The return of (I)DeFiX

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User transactions on Ethereum's peer-to-peer network are at risk of being attacked. The smart contracts building decentralized finance (DeFi) have introduced a new transaction ordering dependency to the Ethereum blockchain. As a result,…

Cryptography and Security · Computer Science 2022-09-23 Lioba Heimbach , Roger Wattenhofer

There are a multitude of Blockchain-based physical infrastructure systems, operating on a crypto-currency enabled token economy, where infrastructure suppliers are rewarded with tokens for enabling, validating, managing and/or securing the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-09 Oguzhan Akcin , Robert P. Streit , Benjamin Oommen , Sriram Vishwanath , Sandeep Chinchali

With advancements in distributed ledger technologies and smart contracts, tokenized voting rights gained prominence within Decentralized Finance (DeFi). Voting rights tokens (aka. governance tokens) are fungible tokens that grant individual…

Cryptography and Security · Computer Science 2025-10-01 Joaquin Delgado Fernandez , Tom Barbereau , Orestis Papageorgiou

In recent days, the proliferation of several existing and new cyber-attacks pose an axiomatic threat to the stability of financial services. It is hard to predict the nature of attacks that can trigger a serious financial crisis. The…

Cryptography and Security · Computer Science 2023-03-24 Pushpita Chatterjee , Debashis Das , Danda B Rawat

The number of attacks and accidents leading to significant losses of crypto-assets is growing. According to Chainalysis, in 2021, approx. $14 billion has been lost due to various incidents, and this number is dominated by Decentralized…

Logic in Computer Science · Computer Science 2022-03-16 Eske Hoy Nielsen , Danil Annenkov , Bas Spitters

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Cryptography and Security · Computer Science 2020-10-05 Xiao Fan Liu , Xin-Jian Jiang , Si-Hao Liu , Chi Kong Tse

Decentralized Exchanges (DEXs) are pivotal applications in the Decentralized Finance (DeFi) landscape, aiming to facilitate trustless cryptocurrency trading by relying on smart contracts and blockchain networks. The developments in the DEXs…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Mohammad Ali Asef , Seyed Mojtaba Hosseini Bamakan

Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are accessible with a simple Google search and update frequently,…

Trading and Market Microstructure · Quantitative Finance 2023-07-27 Tom Liu , Stefan Zohren

Total Value Locked (TVL) aims to measure the aggregate value of cryptoassets deposited in Decentralized Finance (DeFi) protocols. Although blockchain data is public, the way TVL is computed is not well understood. In practice, its…

General Finance · Quantitative Finance 2025-05-21 Pietro Saggese , Michael Fröwis , Stefan Kitzler , Bernhard Haslhofer , Raphael Auer

Credit allows a lender to loan out surplus capital to a borrower. In the traditional economy, credit bears the risk that the borrower may default on its debt, the lender hence requires upfront collateral from the borrower, plus interest fee…

Cryptography and Security · Computer Science 2021-03-23 Kaihua Qin , Liyi Zhou , Benjamin Livshits , Arthur Gervais

Decentralized Finance (DeFi), propelled by Blockchain technology, has revolutionized traditional financial systems, improving transparency, reducing costs, and fostering financial inclusion. However, transaction activities in these systems…

Cryptography and Security · Computer Science 2023-12-22 Hou-Wan Long , Xiongfei Zhao , Yain-Whar Si

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…

Cryptography and Security · Computer Science 2017-03-09 Iddo Bentov , Alex Mizrahi , Meni Rosenfeld

Decentralized applications are often composed of multiple interconnected smart contracts. This is especially evident in DeFi, where protocols are heavily intertwined and rely on a variety of basic building blocks such as tokens,…

Cryptography and Security · Computer Science 2025-05-27 Emily Priyadarshini , Massimo Bartoletti

We introduce the Clockwork Finance Framework (CFF), a general purpose, formal verification framework for mechanized reasoning about the economic security properties of composed decentralized-finance (DeFi) smart contracts. CFF features…

Cryptography and Security · Computer Science 2023-05-22 Kushal Babel , Philip Daian , Mahimna Kelkar , Ari Juels

Federated Learning (FL) is a collaborative machine learning paradigm which allows participants to collectively train a model while training data remains private. This paradigm is especially beneficial for sectors like finance, where data…

Machine Learning · Computer Science 2025-06-26 Arno Geimer , Beltran Fiz Pontiveros , Radu State

DeFi investment agents, systems that use AI for autonomous on-chain trading, have attained over USD 3 billion in combined token valuations since late 2024. We survey over 1,900 AI-tagged crypto projects, filter to investment-focused agents,…

Artificial Intelligence · Computer Science 2026-05-29 Jay Yu , Amy Zhao , Danning Sui

Opening up data produced by the Internet of Things (IoT) and mobile devices for public utilization can maximize their economic value. Challenges remain in the trustworthiness of the data sources and the security of the trading process,…

Cryptography and Security · Computer Science 2025-11-25 Yue Li , Ifteher Alom , Wenhai Sun , Yang Xiao

Financial options are fundamental to traditional markets, enabling strategies ranging from hedging to speculating. Yet, while the Automated Market Maker paradigm has revolutionized decentralized spot markets, no equivalent standard has…

Mathematical Finance · Quantitative Finance 2026-05-20 Maxim Bichuch , Zachary Feinstein

Decentralized Finance (DeFi) has revolutionized financial markets by enabling complex asset-exchange protocols without trusted intermediaries. Automated Market Makers (AMMs) are a central component of DeFi, providing the core functionality…

Mathematical Finance · Quantitative Finance 2026-02-03 Marco Dessalvi , Massimo Bartoletti , Alberto Lluch-Lafuente
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