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In response to growing demand for resilient and transparent financial instruments, we introduce a novel framework for replicating private equity (PE) performance using liquid, AI-enhanced strategies. Despite historically delivering robust…
Possible manipulation of user transactions by miners in a permissionless blockchain systems is a growing concern. This problem is a pervasive and systemic issue, known as Miner Extractable Value (MEV), incurs highs costs on users of…
The number of blockchain users has tremendously grown in recent years. As an unintended consequence, e-crime transactions on blockchains has been on the rise. Consequently, public blockchains have become a hotbed of research for developing…
A *sore loser attack* in cross-blockchain commerce rises when one party decides to halt participation partway through, leaving other parties' assets locked up for a long duration. Although vulnerability to sore loser attacks cannot be…
The security of blockchain protocols is a combination of two properties: safety and liveness. It is well known that no blockchain protocol can provide both to sleepy (intermittently online) clients under adversarial majority. However,…
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…
Many blockchain consensus protocols have been proposed recently to scale the throughput of a blockchain with available bandwidth. However, these protocols are becoming increasingly complex, making it more and more difficult to produce…
Blockchain like Bitcoin and Ethereum suffer from scalability issues. Sharding is one of the most promising and leading solutions to scale blockchain. The basic idea behind sharding is to divide the blockchain network into multiple…
We present Large-scale Known-committee Stake-based Agreement (LaKSA), a chain-based Proof-of-Stake protocol that is dedicated, but not limited, to cryptocurrencies. LaKSA minimizes interactions between nodes through lightweight committee…
While online services emerge in all areas of life, the voting procedure in many democracies remains paper-based as the security of current online voting technology is highly disputed. We address the issue of trustworthy online voting…
The recent adoption of blockchain technologies and open permissionless networks suggest the importance of peer-to-peer atomic cross-chain transaction protocols. Users should be able to atomically exchange tokens and assets without depending…
Blockchains have shown great promise as peer-to-peer digital currency systems over the past 10 years. However, with increased popularity, the demand for processing transactions has also grown leading to increased costs, confirmation times,…
Strategies related to the blockchain concept of Extractable Value (MEV/BEV), such as arbitrage, front-, or back-running create strong economic incentives for network nodes to reduce latency. Modified nodes, that minimize transaction…
In this article, we consider the problem of a bank's loan portfolio in the context of liquidity risk, while allowing for the limited liability protection enjoyed by the bank. Accordingly, we construct a novel loan portfolio model with…
Locally differentially private (LDP) graph analysis allows private analysis on a graph that is distributed across multiple users. However, such computations are vulnerable to data poisoning attacks where an adversary can skew the results by…
This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first dimension covers liability liquidity risk (or funding liquidity) modeling, the second…
The always-available liquidity of automated market makers (AMMs) has been one of the most important catalysts in early cryptocurrency adoption. However, it has become increasingly evident that AMMs in their current form are not viable…
Blockchains such as Bitcoin and Ethereum execute payment transactions securely, but their performance is limited by the need for global consensus. Payment networks overcome this limitation through off-chain transactions. Instead of writing…
As new project upgrading the blockchain industry, novel forms of attack challenges developers to rethink about the design of their innovations. In the growth stage of the development, Decentralized Autonomous Organizations (DAO) introduces…
The introduction of Bitcoin fueled the development of blockchain-based resilient data management systems that are resilient against failures, enable federated data management, and can support data provenance. The key factor determining the…