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Related papers: A theoretical basis for MEV

200 papers

We introduce the Clockwork Finance Framework (CFF), a general purpose, formal verification framework for mechanized reasoning about the economic security properties of composed decentralized-finance (DeFi) smart contracts. CFF features…

Cryptography and Security · Computer Science 2023-05-22 Kushal Babel , Philip Daian , Mahimna Kelkar , Ari Juels

As restaking protocols gain adoption across blockchain ecosystems, there is a need for Actively Validated Services (AVSs) to span multiple Shared Security Providers (SSPs). This leads to stake fragmentation which introduces new…

Cryptography and Security · Computer Science 2025-05-09 Abhimanyu Nag , Dhruv Bodani , Abhishek Kumar

We identify a subtle security issue that impacts the design of smart contracts, because agents may themselves deploy smart contracts (side contracts). Typically, equilibria of games are analyzed in vitro, under the assumption that players…

Computer Science and Game Theory · Computer Science 2023-05-05 Daji Landis , Nikolaj I. Schwartzbach

We study optimal auction design for Maximum Extractable Value (MEV) auction markets on Ethereum. Using a dataset of 2.2 million transactions across three major orderflow providers, we establish three empirical regularities: extracted values…

Trading and Market Microstructure · Quantitative Finance 2026-03-18 Aleksei Adadurov , Sergey Barseghyan , Anton Chtepine , Antero Eloranta , Andrei Sebyakin , Arsenii Valitov

Blockchain and Cryptocurrencies are gaining unprecedented popularity and understanding. Meanwhile, Ethereum is gaining a significant popularity in the blockchain community, mainly due to the fact that it is designed in a way that enables…

Cryptography and Security · Computer Science 2018-07-06 TonTon Hsien-De Huang

Extreme value theory (EVT) provides an elegant mathematical tool for the statistical analysis of rare events. When data are collected from multiple population subgroups, because some subgroups may have less data available for extreme value…

Methodology · Statistics 2024-10-22 Koki Momoki , Takuma Yoshida

Blockchain is a distributed ledger, which is protected against malicious modifications by means of cryptographic tools, e.g. digital signatures and hash functions. One of the most prominent applications of blockchains is cryptocurrencies,…

Cryptography and Security · Computer Science 2019-12-20 E. O. Kiktenko , M. A. Kudinov , A. K. Fedorov

Most blockchain platforms from Ethereum onwards render smart contracts as stateful reactive objects that update their state and transfer crypto-assets in response to transactions. A drawback of this design is that when users submit a…

Cryptography and Security · Computer Science 2024-04-23 Massimo Bartoletti , Riccardo Marchesin , Roberto Zunino

Smart contracts extended blockchain functionality beyond simple transactions, powering complex applications like decentralized finance (DeFi). However, this complexity introduces serious security challenges, including price manipulation and…

Cryptography and Security · Computer Science 2026-04-21 Bowen Cai , Weiheng Bai , Hangyun Tang , Youshui Lu , Kangjie Lu

In the realm of smart contract security, transaction malice detection has been able to leverage properties of transaction traces to identify hacks with high accuracy. However, these methods cannot be applied in real-time to revert malicious…

Logic in Computer Science · Computer Science 2024-08-28 Zhiyang Chen , Jan Gorzny , Martin Derka

EMV is the global standard for smart card payments and its NFC-based version, EMV contactless, is widely used, also for mobile payments. In this systematization of knowledge, we examine attacks on the EMV contactless protocol. We provide a…

Cryptography and Security · Computer Science 2025-04-07 Xenia Hofmeier , David Basin , Ralf Sasse , Jorge Toro-Pozo

Blockchain systems often rely on rationality assumptions for their security, expecting that nodes are motivated to maximize their profits. These systems thus design their protocols to incentivize nodes to execute the honest protocol but…

Computer Science and Game Theory · Computer Science 2023-05-02 Haoqian Zhang , Mahsa Bastankhah , Louis-Henri Merino , Vero Estrada-Galiñanes , Bryan Ford

We propose a model suggesting that honest-but-rational consensus participants may play timing games, and strategically delay their block proposal to optimize MEV capture, while still ensuring the proposal's timely inclusion in the canonical…

Computer Science and Game Theory · Computer Science 2023-05-17 Caspar Schwarz-Schilling , Fahad Saleh , Thomas Thiery , Jennifer Pan , Nihar Shah , Barnabé Monnot

Blockchains face inherent limitations when communicating outside their own ecosystem, largely due to the Byzantine Fault Tolerant (BFT) 3f+1 security model. Trusted Execution Environments (TEEs) are a promising mitigation because they allow…

Theoretical Economics · Economics 2025-11-06 Alex Shamis , Matt Stephenson , Linfeng Zhou

Model extraction (ME) attacks represent one major threat to Machine-Learning-as-a-Service (MLaaS) platforms by ``stealing'' the functionality of confidential machine-learning models through querying black-box APIs. Over seven years have…

Machine Learning · Computer Science 2025-10-01 Jiacheng Liang , Ren Pang , Changjiang Li , Ting Wang

The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the same blockchain, incurring unnecessary network and block-space…

Cryptography and Security · Computer Science 2021-06-21 Liyi Zhou , Kaihua Qin , Arthur Gervais

The use of blockchains for automated and adversarial trading has become commonplace. However, due to the transparent nature of blockchains, an adversary is able to observe any pending, not-yet-mined transactions, along with their execution…

Cryptography and Security · Computer Science 2024-02-16 Kaihua Qin , Stefanos Chaliasos , Liyi Zhou , Benjamin Livshits , Dawn Song , Arthur Gervais

We introduce the MoveEVM Weakness Classification (MWC) system -- a dedicated vulnerability taxonomy for smart contracts built with Move and executed in EVM-compatible environments. While Move was originally designed to prevent common…

Cryptography and Security · Computer Science 2025-05-27 Selçuk Topal

Extreme value theory (EVT) is well suited to model extreme events, such as floods, heatwaves, or mechanical failures, which is required for reliability assessment of systems across multiple domains for risk management and loss prevention.…

Applications · Statistics 2025-10-15 Shehzaib Irfan , Nabeel Ahmad , Alexander Vinel , Daniel F. Silva , Shuai Shao , Nima Shamsaei , Jia Liu

Block space on the blockchain is scarce and must be allocated efficiently through block building. However, Ethereum's current block-building ecosystem, MEV-Boost, has become highly centralized due to integration, which distorts competition,…

Cryptography and Security · Computer Science 2026-02-05 Mengqian Zhang , Sen Yang , Kartik Nayak , Fan Zhang
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