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Flash Loan attack can grab millions of dollars from decentralized vaults in one single transaction, drawing increasing attention from the Decentralized Finance (DeFi) players. It has also demonstrated an exciting opportunity that a huge…

Computational Finance · Quantitative Finance 2021-02-02 Yixin Cao , Chuanwei Zou , Xianfeng Cheng

We coin the term *Protocols for Loanable Funds (PLFs)* to refer to protocols which establish distributed ledger-based markets for loanable funds. PLFs are emerging as one of the main applications within Decentralized Finance (DeFi), and use…

General Finance · Quantitative Finance 2020-10-16 Lewis Gudgeon , Sam M. Werner , Daniel Perez , William J. Knottenbelt

Blockchain technology and decentralized finance (DeFi) are reshaping global financial systems. Despite their impact, the spatial distribution of public sentiment and its economic and geopolitical determinants are often overlooked. This…

General Economics · Economics 2025-02-04 Yuqi Chen , Yifan Li , Kyrie Zhixuan Zhou , Xiaokang Fu , Lingbo Liu , Shuming Bao , Daniel Sui , Luyao Zhang

New technologies, such as blockchain, are designed to address various system weaknesses, particularly those related to security. Blockchain can enhance numerous aspects of traditional banking systems by transforming them into digital,…

Cryptography and Security · Computer Science 2026-03-24 Shkelqim Sherifi

Traditional blockchain design gives miners or validators full control over transaction ordering, i.e., they can freely choose which transactions to include or exclude, as well as in which order. While not an issue initially, the emergence…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-19 Andrei Constantinescu , Diana Ghinea , Lioba Heimbach , Zilin Wang , Roger Wattenhofer

The exploitation of smart contract vulnerabilities in Decentralized Finance (DeFi) has resulted in financial losses exceeding 3 billion US dollars. Existing defense mechanisms primarily focus on detecting and reacting to adversarial…

Cryptography and Security · Computer Science 2025-04-22 Shoupeng Ren , Lipeng He , Tianyu Tu , Di Wu , Jian Liu , Kui Ren , Chun Chen

In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy…

Computer Science and Game Theory · Computer Science 2022-09-19 Nitin Singha , V Shreyas , Sandeep Kumar

The trustless nature of permissionless blockchains renders overcollateralization a key safety component relied upon by decentralized finance (DeFi) protocols. Nonetheless, factors such as price volatility may undermine this mechanism. In…

General Finance · Quantitative Finance 2021-12-14 Daniel Perez , Sam M. Werner , Jiahua Xu , Benjamin Livshits

Financial options are fundamental to traditional markets, enabling strategies ranging from hedging to speculating. Yet, while the Automated Market Maker paradigm has revolutionized decentralized spot markets, no equivalent standard has…

Mathematical Finance · Quantitative Finance 2026-05-20 Maxim Bichuch , Zachary Feinstein

Decentralized Finance (DeFi) platforms are often governed by Decentralized Autonomous Organizations (DAOs) which are implemented via governance protocols. Governance tokens are distributed to users of the platform, granting them voting…

Cryptography and Security · Computer Science 2023-08-09 Maya Dotan , Aviv Yaish , Hsin-Chu Yin , Eytan Tsytkin , Aviv Zohar

As an innovative technology for enhancing authenticity, security, and risk management, blockchain is being widely adopted in trade and finance systems. The unique capabilities of blockchain, such as immutability and transparency, enable new…

Cryptography and Security · Computer Science 2024-02-28 Hanjie Wu , Qian Yao , Zhenguang Liu , Butian Huang , Yuan Zhuang , Huayun Tang , Erwu Liu

As an integral part of the decentralized finance (DeFi) ecosystem, decentralized exchanges (DEXs) with automated market maker (AMM) protocols have gained massive traction with the recently revived interest in blockchain and distributed…

Trading and Market Microstructure · Quantitative Finance 2023-03-16 Jiahua Xu , Krzysztof Paruch , Simon Cousaert , Yebo Feng

Flash Loan, as an emerging service in the decentralized finance ecosystem, allows users to request a non-collateral loan. While providing convenience, it also enables attackers to launch malicious operations with a large amount of asset…

Cryptography and Security · Computer Science 2021-04-22 Dabao Wang , Siwei Wu , Ziling Lin , Lei Wu , Xingliang Yuan , Yajin Zhou , Haoyu Wang , Kui Ren

Decentralized financial (DeFi) applications on the Ethereum blockchain are highly interoperable because they share a single state in a deterministic computational environment. Stakeholders can deposit claims on assets, referred to as…

Computers and Society · Computer Science 2021-11-30 Victor von Wachter , Johannes Rude Jensen , Omri Ross

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

In decentralized finance (DeFi), lenders can offer flash loans to borrowers, i.e., loans that are only valid within a blockchain transaction and must be repaid with fees by the end of that transaction. Unlike normal loans, flash loans allow…

Programming Languages · Computer Science 2024-04-23 Zhiyang Chen , Sidi Mohamed Beillahi , Fan Long

Decentralized finance (DeFi) protocols now intermediate over USD 100 billion in value, including regulated stablecoins and tokenized assets deployed as collateral, yet no widely adopted framework operationalizes risk assessment at the rigor…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-07 Eva Oberholzer , Valeriy Zamaraiev

Peer-to-peer trading and the move to decentralized grids have reshaped the energy markets in the United States. Notwithstanding, such developments lead to new challenges, mainly regarding the safety and authenticity of energy trade. This…

INTRODUCTION: The proliferation of the amalgamation of IoT and edge computing has increased the demand for decentralised trust and security mechanisms capable of operating across heterogeneous and resource-limited devices. Approaches such…

Cryptography and Security · Computer Science 2026-04-21 Khandoker Ashik Uz Zaman , Mahdi H. Miraz , Mohammed N. M. Ali

In recent days, the proliferation of several existing and new cyber-attacks pose an axiomatic threat to the stability of financial services. It is hard to predict the nature of attacks that can trigger a serious financial crisis. The…

Cryptography and Security · Computer Science 2023-03-24 Pushpita Chatterjee , Debashis Das , Danda B Rawat
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