English
Related papers

Related papers: An Evaluation System for DeFi Lending Protocols

200 papers

PinFi is a class of novel protocols for decentralized pricing of dissipative assets, whose value naturally declines over time. Central to the protocol's functionality and its market efficiency is the role of liquidity providers (LPs). This…

Computer Science and Game Theory · Computer Science 2025-11-18 Qi He , Yunwei Mao , Ju Li

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

As decentralized finance (DeFi) evolves, distinguishing between user behaviors - liquidity provision versus active trading - has become vital for risk modeling and on-chain reputation. We propose a behavioral scoring framework for Uniswap…

General Finance · Quantitative Finance 2025-07-29 Dhanashekar Kandaswamy , Ashutosh Sahoo , Akshay SP , Gurukiran S , Parag Paul , Girish G N

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

Decentralized Finance (DeFi) is increasingly studied and adopted for its potential to provide accessible and transparent financial services. Analyzing how investors use DeFi is important for reaching a better understanding of their usage…

Social and Information Networks · Computer Science 2024-08-23 Natkamon Tovanich , Célestin Coquidé , Rémy Cazabet

Decentralized Finance (DeFi) has revolutionized lending by replacing intermediaries with algorithm-driven liquidity pools. However, existing platforms like Aave and Compound rely on static interest rate curves and collateral requirements…

Social and Information Networks · Computer Science 2025-04-29 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Pramod Viswanath

Ethereum's scalability limitations pose significant challenges for the adoption of decentralized applications (dApps). Zero-Knowledge Rollups (ZK Rollups) present a promising solution, bundling transactions off-chain and submitting validity…

Cryptography and Security · Computer Science 2025-06-03 Krzysztof Gogol , Szczepan Gurgul , Faizan Nehal Siddiqui , David Branes , Claudio Tessone

Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-01 Ignat Melnikov , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

Decentralized finance (DeFi) markets spread across Layer-1 (L1) and Layer-2 (L2) blockchains rely on arbitrage to keep prices aligned. Today most price gaps are closed against centralized exchanges (CEXes), whose deep liquidity and fast…

Cryptography and Security · Computer Science 2025-06-19 Burak Öz , Christof Ferreira Torres , Christoph Schlegel , Bruno Mazorra , Jonas Gebele , Filip Rezabek , Florian Matthes

Smart contracts in Decentralized Finance (DeFi) platforms are attractive targets for attacks as their vulnerabilities can lead to massive amounts of financial losses. Flash loan attacks, in particular, pose a major threat to DeFi protocols…

Cryptography and Security · Computer Science 2025-03-05 Abdulrahman Alhaidari , Balaji Palanisamy , Prashant Krishnamurthy

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) smart contracts manage billions of dollars, making them a prime target for exploits. Price manipulation vulnerabilities, often via flash loans, are a devastating class of attacks causing significant financial…

Cryptography and Security · Computer Science 2026-04-30 Lu Liu , Wuqi Zhang , Lili Wei , Hao Guan , Yongqiang Tian , Yepang Liu , Shing-Chi Cheung

We provide an overview of decentralized protocols like Compound and Aave that offer collateralized loans for cryptoasset investors. Compound and Aave are two of the most important application in the decentralized finance (DeFi) ecosystem.…

General Finance · Quantitative Finance 2021-08-02 Carlos Castro-Iragorri , Julian Ramirez , Sebastian Velez

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

Total Value Locked (TVL) aims to measure the aggregate value of cryptoassets deposited in Decentralized Finance (DeFi) protocols. Although blockchain data is public, the way TVL is computed is not well understood. In practice, its…

General Finance · Quantitative Finance 2025-05-21 Pietro Saggese , Michael Fröwis , Stefan Kitzler , Bernhard Haslhofer , Raphael Auer

Decentralized Finance (DeFi), a financial ecosystem without centralized controlling organization, has introduced a new paradigm for lending and borrowing. However, its capital efficiency remains constrained by the inability to effectively…

Risk Management · Quantitative Finance 2025-03-26 Rik Ghosh , Arka Datta , Vidhi Aggarwal , Sudipan Sinha , Rajdeep Sengupta

Smart contracts led to the emergence of the decentralized finance (DeFi) marketplace within blockchain ecosystems, where diverse participants engage in financial activities. In traditional finance, there are possibilities to create values,…

Cryptography and Security · Computer Science 2024-06-21 Rasheed , Yash Chaurasia , Parth Desai , Sujit Gujar

Decentralized Finance (DeFi) is a prominent application of smart contracts, representing a novel financial paradigm in contrast to centralized finance. While DeFi applications are rapidly emerging on mainstream blockchain platforms, their…

Software Engineering · Computer Science 2024-01-12 Wei Ma , Chenguang Zhu , Ye Liu , Xiaofei Xie , Yi Li

We formulate and solve stochastic control problems that model the core yield-generating strategy of the Ethena protocol, a decentralized finance (DeFi) stablecoin that earns yield by combining a long position in staked Ethereum (stETH) with…

Mathematical Finance · Quantitative Finance 2026-05-13 Matthew Lorig

Decentralized Finance (DeFi) is built on a fundamentally different paradigm: rather than having to trust individuals and institutions, participants in DeFi potentially only have to trust computer code that is enforced by a decentralized…

General Economics · Economics 2022-07-14 Kanis Saengchote , Talis Putniņš , Krislert Samphantharak