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Auto-deleveraging (ADL) mechanisms are a critical yet understudied component of risk management on cryptocurrency futures exchanges. When available margin and other loss-absorbing resources are insufficient to cover losses following large…

Risk Management · Quantitative Finance 2026-03-18 Steven Campbell , Natascha Hey , Ciamac C. Moallemi , Marcel Nutz

Maximal Extractable Value (MEV) in Constant Function Market Making is fairly well understood. Does having dynamic weights, as found in liquidity boostrap pools (LBPs), Temporal-function market makers (TFMMs), and Replicating market makers…

Trading and Market Microstructure · Quantitative Finance 2024-04-26 Matthew Willetts , Christian Harrington

Cryptocurrency exchanges use proofs of liabilities (PoLs) to prove to their customers their liabilities committed on-chain, thereby enhancing their trust in the service. Unfortunately, a close examination of currently deployed and academic…

Cryptography and Security · Computer Science 2026-03-16 Malcom Mohamed , Ghassan Karame

Blockchain systems, such as Ethereum, are increasingly adopting layer-2 scaling solutions to improve transaction throughput and reduce fees. One popular layer-2 approach is the Optimistic Rollup, which relies on a mechanism known as a…

Computer Science and Game Theory · Computer Science 2025-04-08 Suhyeon Lee

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

General Economics · Economics 2026-03-10 Chengqi Zang , Zhenghui Wang , Weitong Zhang

Automated market makers (AMMs) quote prices from pool state rather than from a limit order book. AMM pools often stay close to a reference price because arbitrageurs correct profitable mispricing. A large part of decentralized finance…

Computational Engineering, Finance, and Science · Computer Science 2026-05-08 Peihao Li , Nadia Dahmani , Wenqi Cai

In this work, we introduce the private, anonymous, collateralizable commitments (PACCs) framework. PACCs allow any smart contract wallet holder to collateralize a claim, request, or commitment in general, in a private and anonymous manner.…

Cryptography and Security · Computer Science 2024-03-25 Conor McMenamin , Vanesa Daza , Xavier Salleras

Maximal Extractable Value, or MEV, remains a structural threat to blockchain fairness because a block producer can often observe pending transactions and unilaterally decide their ordering or inclusion. Existing mitigations hide transaction…

Cryptography and Security · Computer Science 2026-04-10 Jian Sheng Wang

To address known privacy problems with the EMV standard, EMVCo have proposed a Blinded Diffie-Hellman key establishment protocol, which is intended to be part of a future 2nd Gen EMV protocol. We point out that active attackers were not…

Cryptography and Security · Computer Science 2022-06-23 Ross Horne , Sjouke Mauw , Semen Yurkov

The recently proposed Transaction Fee Mechanism (TFM) literature studies the strategic interaction between the miner of a block and the transaction creators (or users) in a blockchain. In a TFM, the miner includes transactions that maximize…

Computer Science and Game Theory · Computer Science 2024-02-08 Sankarshan Damle , Varul Srivastava , Sujit Gujar

Vision-Language-Action (VLA) models have become a prominent paradigm for embodied intelligence, yet further performance improvements typically rely on scaling up training data and model size -- an approach that is prohibitively expensive…

Robotics · Computer Science 2025-10-15 Mingtong Dai , Lingbo Liu , Yongjie Bai , Yang Liu , Zhouxia Wang , Rui SU , Chunjie Chen , Liang Lin , Xinyu Wu

Cross-core communication is increasingly a bottleneck as the number of processing elements increase per system-on-chip. Typical hardware solutions to cross-core communication are often inflexible; while software solutions are flexible, they…

Hardware Architecture · Computer Science 2021-01-21 Qinzhe Wu , Jonathan Beard , Ashen Ekanayake , Andreas Gerstlauer , Lizy K. John

Network Functions Virtualization (NFV) is a promising network architecture where network functions are virtualized and decoupled from proprietary hardware. In modern datacenters, user network traffic requires a set of Virtual Network…

Networking and Internet Architecture · Computer Science 2018-07-27 Farzad Tashtarian , Amir Varasteh , Ahmadreza Montazerolghaem , Wolfgang Kellerer

This paper aims to enhance the understanding of liquidity provider (LP) returns in automated market makers (AMMs). LPs face market risk as well as adverse selection due to risky asset holdings in the pool that they provide liquidity to and…

Portfolio Management · Quantitative Finance 2023-06-19 Jason Milionis , Xin Wan , Austin Adams

In decentralized finance ("DeFi"), automated market makers (AMMs) enable traders to programmatically exchange one asset for another. Such trades are enabled by the assets deposited by liquidity providers (LPs). The goal of this paper is to…

Computer Science and Game Theory · Computer Science 2023-11-29 Jason Milionis , Ciamac C. Moallemi , Tim Roughgarden

Training Vision-Language Models (VLMs) for Graphical User Interfaces (GUI) agents via Reinforcement Learning (RL) faces critical challenges: environment-based RL requires costly interactions, while environment-free methods struggle with…

Machine Learning · Computer Science 2025-02-27 Jiani Zheng , Lu Wang , Fangkai Yang , Chaoyun Zhang , Lingrui Mei , Wenjie Yin , Qingwei Lin , Dongmei Zhang , Saravan Rajmohan , Qi Zhang

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

Automated market makers are a popular mechanism used on decentralized exchange, through which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function. The liquidity provider…

Mathematical Finance · Quantitative Finance 2024-11-27 Xue Dong He , Chen Yang , Yutian Zhou

The diversity of prosumers' resources in energy communities can provide significant technical and economic benefits to both prosumers and the distribution system operator (DSO). To maximize these benefits, a coordination framework is…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Milad Kabirifar , Biswarup Mukherjee , S. Gokul Krishnan , Charalambos Konstantinou , Subhash Lakshminarayana

Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have integrated automated risk management tools into their smart…

Risk Management · Quantitative Finance 2025-10-02 Erum Iftikhar , Wei Wei , John Cartlidge