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The rapid development of Internet of Things (IoT) technology has led to growing concerns about data security and user privacy in the interactions within distributed systems. Decentralized Applications (DApps) in distributed systems consist…

Cryptography and Security · Computer Science 2026-01-13 Xiangyu Liu , Brian Lee , Yuansong Qiao

Perpetual futures are the most popular cryptocurrency derivatives. Perpetuals offer leveraged exposure to their underlying without rollover or direct ownership. Unlike fixed-maturity futures, perpetuals are not guaranteed to converge to the…

Pricing of Securities · Quantitative Finance 2024-08-23 Songrun He , Asaf Manela , Omri Ross , Victor von Wachter

Bitcoin has attracted everyone's attention and interest recently. Ethereum (ETH), a second generation cryptocurrency, extends Bitcoin's design by offering a Turing-complete programming language called Solidity to develop smart contracts.…

Programming Languages · Computer Science 2018-04-05 Jiao Jiao , Shuanglong Kan , Shang-Wei Lin , David Sanan , Yang Liu , Jun Sun

The Metaverse is rapidly evolving, bringing us closer to its imminent reality. However, the widespread adoption of this new automated technology poses significant research challenges in terms of authenticity, integrity, interoperability,…

Cryptography and Security · Computer Science 2023-07-21 Khadija Manzoor , Umara Noor , Zahid Rashid

Asset custody is a core financial service in which the custodian holds in-safekeeping assets on behalf of the client. Although traditional custody service is typically endorsed by centralized authorities, decentralized custody scheme has…

Cryptography and Security · Computer Science 2021-07-14 Zhaohua Chen , Guang Yang

Recently, Decentralized Finance (DeFi) platforms on Ethereum are booming, and numerous traders are trying to capitalize on the opportunity for maximizing their benefits by launching front-running attacks and extracting Miner Extractable…

Cryptography and Security · Computer Science 2022-08-08 Xingyu Lyu , Mengya Zhang , Xiaokuan Zhang , Jianyu Niu , Yinqian Zhang , Zhiqiang Lin

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

Liquidation of collateral are the primary safeguard for solvency of lending protocols in decentralized finance. However, the mechanics of liquidations expose these protocols to predatory price manipulations and other forms of Maximal…

Mathematical Finance · Quantitative Finance 2026-02-13 Agathe Sadeghi , Zachary Feinstein

On-chain lending has expanded across multiple distributed ledgers as DeFi becomes increasingly multi-chain. This environment introduces novel technical and financial mechanisms, particularly cross-blockchain communication and asset transfer…

Social and Information Networks · Computer Science 2026-05-15 Hasret Ozan Sevim

Nowadays, academic certificates are still widely issued in paper format. Traditional certificate verification is a lengthy, manually intensive, and sometimes expensive process. In this paper, we propose a novel NFT-based certificate…

Cryptography and Security · Computer Science 2022-02-22 Xiongfei Zhao , Yain-Whar Si

Zero-Liquidation loans allow DeFi users to borrow USDC against their ETH holdings, but without the risk of being liquidated in case of LTV shortfalls. This is achieved by giving users the option to repay their loans, either in USDC or…

Risk Management · Quantitative Finance 2021-10-27 Aetienne Sardon

Current blockchain technologies provide very limited interoperability. Restrictions with regards to asset transfers and data exchange between different blockchains reduce usability and comfort for users, and hinder novel developments within…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-16 Michael Borkowski , Marten Sigwart , Philipp Frauenthaler , Taneli Hukkinen , Stefan Schulte

Stablecoins face an unresolved trilemma of balancing decentralization, stability, and regulatory compliance. We present a hybrid stabilization protocol that combines crypto-collateralized reserves, algorithmic futures contracts, and…

Cryptography and Security · Computer Science 2025-06-09 Shengwei You , Andrey Kuehlkamp , Jarek Nabrzyski

The adoption of blockchain-based distributed computation platforms is growing fast. Some of these platforms, such as Ethereum, provide support for implementing smart contracts, which are envisioned to have novel applications in a broad…

Cryptography and Security · Computer Science 2017-11-28 Anastasia Mavridou , Aron Laszka

Context: Smart contracts are computerized self-executing contracts that contain clauses, which are enforced once certain conditions are met. Smart contracts are immutable by design and cannot be modified once deployed, which ensures…

Software Engineering · Computer Science 2023-04-14 Ilham Qasse , Mohammad Hamdaqa , Björn Þór Jónsson

In the rapidly evolving domain of distributed ledger technology, scalability and interoperability have become paramount challenges for both academic and industry sectors. In this paper, we introduce a comprehensive formal model to address…

Cryptography and Security · Computer Science 2023-11-07 Dipankar Sarkar

The current design space of derivatives in Decentralized Finance (DeFi) relies heavily on oracle systems. Replicating market makers (RMMs) provide a mechanism for converting specific payoff functions to an associated Constant Function…

Computational Finance · Quantitative Finance 2022-06-06 Estelle Sterrett , Waylon Jepsen , Evan Kim

Deep neural networks (DNNs) could be very useful in blockchain applications such as DeFi and NFT trading. However, training / running large-scale DNNs as part of a smart contract is infeasible on today's blockchain platforms, due to two…

Cryptography and Security · Computer Science 2021-06-29 Yin Yang

Blockchains have revolutionized decentralized applications, with composability enabling atomic, trustless interactions across smart contracts. However, layer 2 (L2) scalability solutions like rollups introduce fragmentation and hinder…

Cryptography and Security · Computer Science 2025-02-10 Ioannis Kaklamanis , Fan Zhang

The financial sector's adoption of technology-driven data analysis has enhanced operational efficiency and revenue generation by leveraging personal sensitive data. However, the inherent characteristics of blockchain hinder decentralized…

Cryptography and Security · Computer Science 2023-11-13 Zhuangtong Huang , Jiawei Zhu , Zhongyu Huang , Yixin Xu , Jerome Yen , Ye Wang