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Related papers: Managing Risk in DeFi Portfolios

200 papers

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

Decentralized cryptocurrency exchanges offer compelling security benefits over centralized exchanges: users control their funds and avoid the risk of an exchange hack or malicious operator. However, because user assets are fully accessible…

Cryptography and Security · Computer Science 2021-06-22 Robert Annessi , Ethan Fast

Cross-chain technology enables seamless asset transfer and message-passing within decentralized finance (DeFi) ecosystems, facilitating multi-chain coexistence in the current blockchain environment. However, this development also raises…

Software Engineering · Computer Science 2025-04-03 Dan Lin , Ziye Zheng , Jiajing Wu , Jingjing Yang , Kaixin Lin , Huan Xiao , Bowen Song , Zibin Zheng

The vast majority of applications at this moment rely on centralized servers to relay messages between clients, where these servers are considered trusted third-parties. With the rise of blockchain technologies over the last few years,…

Networking and Internet Architecture · Computer Science 2020-08-19 Harry Halpin

We develop a mathematical framework to optimize leveraged staking ("loopy") strategies in Decentralized Finance (DeFi), in which a staked asset is supplied as collateral, the underlying is borrowed and re-staked, and the loop can be…

Mathematical Finance · Quantitative Finance 2026-01-21 Bastien Baude , Vincent Danos , Hamza El Khalloufi

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

The convergence of blockchain and artificial intelligence (AI) has led to the emergence of AI-based tokens, which are cryptographic assets designed to power decentralized AI platforms and services. This paper provides a comprehensive review…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-12 Rischan Mafrur

With the development of decentralized finance (DeFi), lending protocols have been increasingly proposed in the market. A comprehensive and in-depth evaluation of lending protocol is essential to the DeFi market participants. Due to the…

Social and Information Networks · Computer Science 2023-03-03 Shuai Yang , Wei Cui

Blockchain technology transformed the digital sphere by providing a transparent, secure, and decentralized platform for data security across a range of industries, including cryptocurrencies and supply chain management. Blockchain's…

Cryptography and Security · Computer Science 2023-06-22 Bilash Saha , Md Mehedi Hasan , Nafisa Anjum , Sharaban Tahora , Aiasha Siddika , Hossain Shahriar

Blockchain is a technological innovation that has the potential to radically change our financial markets by providing an alternative management approach to the "promise market", which is the foundation of our financial systems. Its…

General Finance · Quantitative Finance 2025-03-25 Nicola Borri

Ride-hailing and ride-sharing applications have recently gained popularity as a convenient alternative to traditional modes of travel. Current research into autonomous vehicles is accelerating rapidly and will soon become a critical…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-11 Ryan Shivers , Mohammad Ashiqur Rahman , Md Jobair Hossain Faruk , Hossain Shahriar , Alfredo Cuzzocrea , Victor Clincy

Spurred by the emerging blockchain technology and increased interest in tokenization, this forecasting research built on extensive literature and aggregated expertise to explore the potential implementation of blockchain-enabled…

Computers and Society · Computer Science 2022-12-02 Yifeng Tian , Chaofeng Wang , Junghoon Woo , Zheng Lu , Peter Adriaens

With the rapid development of technology, blockchain and artificial intelligence technology are playing a huge role in all walks of life. In the financial sector, blockchain solves many security problems in data storage and management in…

Cryptography and Security · Computer Science 2024-10-03 Junjun Huang

More than ten years ago the blockchain was acclaimed as the solution to overcome centralised trusted third parties for online payments. Through the years the crypto-movement changed and evolved, although decentralisation remained the core…

Decentralized Autonomous Organizations (DAOs) are blockchain-based organizations that facilitate decentralized governance. Today, DAOs not only hold billions of dollars in their treasury but also govern many of the most popular…

Cryptography and Security · Computer Science 2024-08-08 Rainer Feichtinger , Robin Fritsch , Lioba Heimbach , Yann Vonlanthen , Roger Wattenhofer

There is a growing interest today in blockchain technology as a possible foundation for the future global financial ecosystem. However, in order for this future financial ecosystem to be truly global, with a high degree of interoperability…

Cryptography and Security · Computer Science 2019-05-14 Thomas Hardjono , Ned Smith

Decentralization has been touted as the principal security advantage which propelled blockchain systems at the forefront of developments in the financial technology space. Its exact semantics nevertheless remain highly contested and…

Cryptography and Security · Computer Science 2024-04-16 Christina Ovezik , Dimitris Karakostas , Aggelos Kiayias

Blockchain technology, beyond cryptocurrencies, is called to be the new information exchange ecosystem due to its unique properties, such as immutability and transparency. The main objective of this work is to introduce the design of a…

Cryptography and Security · Computer Science 2022-09-29 N García-Moreno , P Caballero-Gil , C Caballero-Gil , J Molina-Gil

Financial speculators often seek to increase their potential gains with leverage. Debt is a popular form of leverage, and with over 39.88B USD of total value locked (TVL), the Decentralized Finance (DeFi) lending markets are thriving.…

General Finance · Quantitative Finance 2021-10-04 Kaihua Qin , Liyi Zhou , Pablo Gamito , Philipp Jovanovic , Arthur Gervais

Federated learning has been rapidly evolving and gaining popularity in recent years due to its privacy-preserving features, among other advantages. Nevertheless, the exchange of model updates and gradients in this architecture provides new…

Cryptography and Security · Computer Science 2024-03-20 Ehsan Hallaji , Roozbeh Razavi-Far , Mehrdad Saif , Boyu Wang , Qiang Yang