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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

Credit networks represent a way of modeling trust between entities in a network. Nodes in the network print their own currency and trust each other for a certain amount of each other's currency. This allows the network to serve as a…

Trading and Market Microstructure · Quantitative Finance 2012-02-21 Pranav Dandekar , Ashish Goel , Ramesh Govindan , Ian Post

Following in the footsteps of pioneer Bitcoin, many altcoins as well as coloured coins have been being developed and merchandised adopting blockchain as the core enabling technology. However, since interoperability and scalability, due to…

Cryptography and Security · Computer Science 2019-07-01 Mahdi H. Miraz , David C. Donald

Scoring the creditworthiness of accounts that interact with decentralized financial (DeFi) protocols remains an important yet unsolved problem. In this paper, we propose a credit scoring system for those accounts that have interacted with…

Applications · Statistics 2022-07-15 Will Wolf , Aaron Henry , Hamza Al Fadel , Xavier Quintuna , Julian Gay

Smart contracts - computer protocols that regulate the exchange of crypto-assets in trustless environments - have become popular with the spread of blockchain technologies. A landmark security property of smart contracts is liquidity: in a…

Cryptography and Security · Computer Science 2023-06-22 Massimo Bartoletti , Stefano Lande , Maurizio Murgia , Roberto Zunino

The Internet of Value (IOV) with its distributed ledger technology (DLT) underpinning has created new forms of lending markets. As an integral part of the decentralised finance (DeFi) ecosystem, lending protocols are gaining tremendous…

Computers and Society · Computer Science 2022-12-20 Jiahua Xu , Nikhil Vadgama

Most permissionless blockchain networks run on peer-to-peer (P2P) networks, which offer flexibility and decentralization at the expense of performance (e.g., network latency). Historically, this tradeoff has not been a bottleneck for most…

Cryptography and Security · Computer Science 2023-09-13 Weizhao Tang , Lucianna Kiffer , Giulia Fanti , Ari Juels

Decentralized Finance (DeFi) has revolutionized lending by replacing intermediaries with algorithm-driven liquidity pools. However, existing platforms like Aave and Compound rely on static interest rate curves and collateral requirements…

Social and Information Networks · Computer Science 2025-04-29 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Pramod Viswanath

BitCoin transactions are malleable in a sense that given a transaction an adversary can easily construct an equivalent transaction which has a different hash. This can pose a serious problem in some BitCoin distributed contracts in which…

Cryptography and Security · Computer Science 2013-12-12 Marcin Andrychowicz , Stefan Dziembowski , Daniel Malinowski , Łukasz Mazurek

Although the blockchain-based applications are considered to be less vulnerable due to the nature of the distributed ledger, they did not become the silver bullet with respect to securing the information against different security risks. In…

Cryptography and Security · Computer Science 2019-12-23 Mubashar Iqbal , Raimundas Matulevicius

Transactions submitted through the blockchain peer-to-peer (P2P) network may leak out exploitable information. We study the economic incentives behind the adoption of blockchain dark venues, where users' transactions are observable only by…

General Finance · Quantitative Finance 2022-02-14 Agostino Capponi , Ruizhe Jia , Ye Wang

Software built on poor structural patterns often shows higher exposure to security defects. When code differs from established best practices, verification and maintenance become increasingly difficult, thereby raising the risk of…

Cryptography and Security · Computer Science 2026-01-26 Masoud Jamshidiyan Tehrani

As smart contract platforms autonomously manage billions of dollars of capital, quantifying the portfolio risk that investors engender in these systems is increasingly important. Recent work illustrates that Proof of Stake (PoS) is…

General Finance · Quantitative Finance 2020-06-22 Tarun Chitra , Alex Evans

In the Proof of Stake (PoS) Ethereum ecosystem, users can stake ETH on Lido to receive stETH, a Liquid Staking Derivative (LSD) that represents staked ETH and accrues staking rewards. LSDs improve the liquidity of staked assets by…

General Finance · Quantitative Finance 2025-01-07 Xihan Xiong , Zhipeng Wang , Xi Chen , William Knottenbelt , Michael Huth

Cryptocurrencies are considered relevant assets and they are currently used as an investment or to carry out transactions. However, specific characteristics commonly associated with the cryptocurrencies such as irreversibility,…

Cryptography and Security · Computer Science 2023-11-30 Hugo Almeida , Pedro Pinto , Ana Fernández Vilas

Bitcoin is a popular digital currency for online payments, realized as a decentralized peer-to-peer electronic cash system. Bitcoin keeps a ledger of all transactions; the majority of the participants decides on the correct ledger. Since…

Logic in Computer Science · Computer Science 2015-11-16 Kaylash Chaudhary , Ansgar Fehnker , Jaco van de Pol , Marielle Stoelinga

Blockchains host smart contracts for crowdfunding, tokens, and many other purposes. Vulnerabilities in contracts are often discovered, leading to the loss of large quantities of money. Psamathe is a new language we are designing around a…

Programming Languages · Computer Science 2020-11-24 Reed Oei , Michael Coblenz , Jonathan Aldrich

Layer 2 systems have received increasing attention due to their potential to scale the throughput of L1 blockchains. To avoid the cost of putting data on chain, these systems increasingly turn to off-chain data availability solutions such…

Cryptography and Security · Computer Science 2023-06-21 Ertem Nusret Tas , Dan Boneh

Most online lotteries today fail to ensure the verifiability of the random process and rely on a trusted third party. This issue has received little attention since the emergence of distributed protocols like Bitcoin that demonstrated the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-18 Stéphane Grumbach , Robert Riemann

The rising importance of cryptocurrencies as financial assets pushed their applicability from an object of speculation closer to standard financial instruments such as loans. In this work, we initiate the study of secure protocols that…

Cryptography and Security · Computer Science 2025-10-31 Pavel Hubáček , Jan Václavek , Michelle Yeo