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Related papers: An Evaluation System for DeFi Lending Protocols

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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

Yield farming represents an immensely popular asset management activity in decentralized finance (DeFi). It involves supplying, borrowing, or staking crypto assets to earn an income in forms of transaction fees, interest, or participation…

Portfolio Management · Quantitative Finance 2022-12-16 Jiahua Xu , Yebo Feng

Decentralized Finance (DeFi) lending enables permissionless borrowing via smart contracts. However, it faces challenges in optimizing interest rates, mitigating bad debt, and improving capital efficiency. Rule-based interest-rate models…

Machine Learning · Computer Science 2025-06-03 Hanxiao Qu , Krzysztof Gogol , Florian Groetschla , Claudio Tessone

In Ethereum, the ledger exchanges messages along an underlying Peer-to-Peer (P2P) network to reach consistency. Understanding the underlying network topology of Ethereum is crucial for network optimization, security and scalability.…

Networking and Internet Architecture · Computer Science 2024-05-20 Chonghe Zhao , Yipeng Zhou , Shengli Zhang , Taotao Wang , Quan Z. Sheng , Song Guo

Fraud across the decentralized finance (DeFi) ecosystem is growing, with victims losing billions to DeFi scams every year. However, there is a disconnect between the reported value of these scams and associated legal prosecutions. We use…

Cryptography and Security · Computer Science 2023-05-29 Arianna Trozze , Toby Davies , Bennett Kleinberg

In traditional banking, repeated deposit-and-lend cycles let a single dollar of reserves support multiple dollars of claims. Decentralized finance produces an analogous structure with tokens. Constructing a Token Graph of 10,200 tokens…

General Economics · Economics 2026-03-31 Wenbin Wu

Ethereum 2.0, as the preeminent smart contract blockchain platform, guarantees the precise execution of applications without third-party intervention. At its core, this system leverages the Proof-of-Stake (PoS) consensus mechanism, which…

General Economics · Economics 2025-08-11 Tao Yan , Shengnan Li , Benjamin Kraner , Luyao Zhang , Claudio J. Tessone

As data is an essential asset for any DeFi application, selecting an oracle is a critical decision for its success. To date, academic research has mainly focused on improving oracle technology and internal economics, while the drivers of…

Cryptography and Security · Computer Science 2026-03-26 Giulio Caldarelli

The advent of smart contracts has enabled the rapid rise of Decentralized Finance (DeFi) on the Ethereum blockchain, offering substantial rewards in financial innovation and inclusivity. This growth, however, is accompanied by significant…

Social and Information Networks · Computer Science 2026-05-05 Shabnam Fazliani , Mohammad Mowlavi Sorond , Arsalan Masoudifard

The scaled Web 3.0 digital economy, represented by decentralized finance (DeFi), has sparked increasing interest in the past few years, which usually relies on blockchain for token transfer and diverse transaction logic. However, illegal…

Social and Information Networks · Computer Science 2025-01-15 Shuyi Miao , Wangjie Qiu , Hongwei Zheng , Qinnan Zhang , Xiaofan Tu , Xunan Liu , Yang Liu , Jin Dong , Zhiming Zheng

DEX, or decentralized exchange, is a prominent class of decentralized finance (DeFi) applications on blockchains, attracting a total locked value worth tens of billions of USD today. This paper presents the first large-scale empirical study…

Cryptography and Security · Computer Science 2024-01-23 Jiaqi Chen , Yibo Wang , Yuxuan Zhou , Wanning Ding , Yuzhe Tang , XiaoFeng Wang , Kai Li

The scope of this article includes the three preeminent descriptions of concentrated liquidity from Bancor (2020 and 2022), and Uniswap (2021), as well as three additional descriptions informed by trigonometric analysis of the same. The…

Mathematical Finance · Quantitative Finance 2024-08-27 Mark B. Richardson , Stefan Loesch

This empirical study presents the Decentralized Exchanges Comparison Service (DECS), a novel tool developed by 1inch Analytics to assess exchange efficiency in decentralized finance. The DECS utilizes swap transaction monitoring and…

Trading and Market Microstructure · Quantitative Finance 2024-11-05 Evgenii Onishchuk , Maksim Dubovitskii , Eduard Horch

Decentralized Finance (DeFi) leverages blockchain-enabled smart contracts to deliver automated and trustless financial services without the need for intermediaries. However, the public visibility of financial transactions on the blockchain…

Cryptography and Security · Computer Science 2025-10-20 Huned Materwala , Shraddha M. Naik , Aya Taha , Tala Abdulrahman Abed , Davor Svetinovic

The decentralized finance (DeFi) community has grown rapidly in recent years, pushed forward by cryptocurrency enthusiasts interested in the vast untapped potential of new markets. The surge in popularity of cryptocurrency has ushered in a…

Computational Engineering, Finance, and Science · Computer Science 2025-12-12 Adriana Watson , Grant Richards , Daniel Schiff

In most websites, the online rating system provides the ratings of products and services to users. Lack of trust in data integrity and its manipulation has hindered fulfilling user satisfaction. Since existing online rating systems deal…

Cryptography and Security · Computer Science 2021-01-13 Monir Shaker , Fereidoon Shams Aliee , Reza Fotohi

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

Decentralized Finance (DeFi), in which digital assets are exchanged without trusted intermediaries, has grown rapidly in value in recent years. The global DeFi ecosystem is fragmented into multiple blockchains, fueling the demand for…

Cryptography and Security · Computer Science 2024-10-16 Daniël Reijsbergen , Bretislav Hajek , Tien Tuan Anh Dinh , Jussi Keppo , Henry F. Korth , Anwitaman Datta

Decentralized lending protocols, exemplified by Aave V3, have transformed financial intermediation by enabling permissionless, multi-chain borrowing and lending without intermediaries. Despite managing over $10 billion in total value…

Databases · Computer Science 2025-12-15 Junyi Fan , Li Sun

Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores the development of a backtesting framework specifically…

Mathematical Finance · Quantitative Finance 2024-10-15 Andrey Urusov , Rostislav Berezovskiy , Yury Yanovich
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