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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

Decentralized Finance (DeFi) money markets have seen explosive growth in recent years, with billions of dollars borrowed in various cryptocurrency assets. Key to the safety of money markets is the implementation of interest rates that…

Risk Management · Quantitative Finance 2024-07-16 Yuval Boneh

This work is attached to the BRICS 2013 competition. We propose a two-stage model for dealing with the temporal degradation of credit scoring models. This methodology produced motivating results in a 1-year horizon. We anticipate that it…

Risk Management · Quantitative Finance 2014-07-01 Maria Rocha Sousa , João Gama , Manuel J. Silva Gonçalves

Bitcoin's limited programmability and transaction throughput have historically prevented native Bitcoin from participating in decentralized finance (DeFi) applications. Existing solutions depend on honest-majority thresholds, or centralized…

Cryptography and Security · Computer Science 2026-03-30 Cian Lalor , Matthew Marshall , Antonio Russo

The proliferation of autonomous software agents necessitates rigorous frameworks for establishing secure and verifiable agent-to-agent (A2A) interactions, particularly when such agents are instantiated as non-human identities(NHIs). We…

Cryptography and Security · Computer Science 2025-09-24 Sumana Malkapuram , Sameera Gangavarapu , Kailashnath Reddy Kavalakuntla , Ananya Gangavarapu

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

Sustainability or ESG rating agencies use company disclosures and external data to produce scores or ratings that assess the environmental, social, and governance performance of a company. However, sustainability ratings across agencies for…

Artificial Intelligence · Computer Science 2026-02-20 Xiaoran Cai , Wang Yang , Xiyu Ren , Chekun Law , Rohit Sharma , Peng Qi

Artificial intelligence has transformed numerous industries, from healthcare to finance, enhancing decision-making through automated systems. However, the reliability of these systems is mainly dependent on the quality of the underlying…

Computers and Society · Computer Science 2025-06-04 Tadesse K. Bahiru , Haileleol Tibebu , Ioannis A. Kakadiaris

As one of the most popular blockchain platforms supporting smart contracts, Ethereum has caught the interest of both investors and criminals. Differently from traditional financial scenarios, executing Know Your Customer verification on…

Social and Information Networks · Computer Science 2023-01-03 Dan Lin , Jiajing Wu , Qishuang Fu , Zibin Zheng , Ting Chen

The increasing development in the consumer credit card market brings substantial regulatory and risk management challenges. The advanced machine learning models applications bring concerns about model transparency and fairness for both…

Risk Management · Quantitative Finance 2025-12-08 Luyun Lin , Yiqing Wang

Recommender systems are used with the purpose of suggesting contents and resources to the users in a social network. These systems use ranks or tags each user assign to different resources to predict or make suggestions to users. Lately,…

Social and Information Networks · Computer Science 2021-05-05 Hossein Monshizadeh Naeen , Mehrdad Jalali

The application of AI in finance is increasingly dependent on the principles of responsible AI. These principles - explainability, fairness, privacy, accountability, transparency and soundness form the basis for trust in future AI systems.…

Machine Learning · Computer Science 2022-06-07 Charl Maree , Jan Erik Modal , Christian W. Omlin

This paper examines two different yet related questions related to explainable AI (XAI) practices. Machine learning (ML) is increasingly important in financial services, such as pre-approval, credit underwriting, investments, and various…

Machine Learning · Computer Science 2022-09-21 Swati Tyagi

The growing scalability demand of public Blockchains led to the rise of Layer-2 solutions, such as Rollups. Rollups improve transaction throughput by processing operations off-chain and posting the results on-chain. A critical component in…

Cryptography and Security · Computer Science 2026-03-24 Giovanni Maria Cristiano , Salvatore D'Antonio , Jonah Giglio , Giovanni Mazzeo , Luigi Romano

Credit assessments activities are essential for financial institutions and allow the global economy to grow. Building robust, solid and accurate models that estimate the probability of a default of a company is mandatory for credit…

Machine Learning · Computer Science 2021-03-16 Ayoub El Qadi , Natalia Diaz-Rodriguez , Maria Trocan , Thomas Frossard

We present the new mining protocol Proof-of-Reputation (PoR) for decentralized Proof-of-Work (PoW) blockchains, in particular for Bitcoin. PoR combines the classical PoW with the new ingredient of cryptographic reputation. The same level of…

Cryptography and Security · Computer Science 2023-02-15 Cyril Grunspan , Ricardo Perez-Marco

Decentralized finance (DeFi) protocols are crypto projects developed on the blockchain to manage digital assets. Attacks on DeFi have been frequent and have resulted in losses exceeding $80 billion. Current tools detect and locate possible…

Cryptography and Security · Computer Science 2025-11-04 Xiaoqi Li , Wenkai Li , Zhiquan Liu , Yuqing Zhang , Yingjie Mao

University rankings are increasingly adopted for academic comparison and success quantification, even to establish performance-based criteria for funding assignment. However, rankings are not neutral tools, and their use frequently…

We present a mechanism that for a network of participants allows one participant of the network (Alice) to request some data from another participant (Bob) and either receive a response from Bob within a known-in-advance, bounded time b, or…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Illia Polosukhin , Alex Skidanov

Decentralized finance (DeFi) lacks centralized oversight, often resulting in heightened volatility. In contrast, centralized finance (CeFi) offers a more stable environment with institutional safeguards. Institutional backing can play a…

Computational Finance · Quantitative Finance 2025-12-23 Ihlas Sovbetov