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Related papers: DeFi Lending During The Merge

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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

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

With the promise of greater decentralization and sustainability, Ethereum transitioned from a Proof-of-Work (PoW) to a Proof-of-Stake (PoS) consensus mechanism. The new consensus protocol introduces novel vulnerabilities that warrant…

Networking and Internet Architecture · Computer Science 2026-04-08 Constantine Doumanidis , Maria Apostolaki

With the advent of blockchain technologies, the idea of decentralized applications has gained traction. Smart contracts permit the implementation of application logic to foster distributed systems that are capable of removing…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-12 Martin Westerkamp

Decentralized lending protocols within the decentralized finance ecosystem enable the lending and borrowing of crypto-assets without relying on traditional intermediaries. Interest rates in these protocols are set algorithmically and…

Mathematical Finance · Quantitative Finance 2025-02-28 Bastien Baude , Damien Challet , Ioane Muni Toke

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

Total value locked (TVL) is widely used to measure the size and popularity of decentralized finance (DeFi). However, TVL can be easily manipulated and inflated through "double counting" activities such as wrapping and leveraging. As…

General Finance · Quantitative Finance 2025-07-08 Yichen Luo , Yebo Feng , Jiahua Xu , Paolo Tasca

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

The number of attacks and accidents leading to significant losses of crypto-assets is growing. According to Chainalysis, in 2021, approx. $14 billion has been lost due to various incidents, and this number is dominated by Decentralized…

Logic in Computer Science · Computer Science 2022-03-16 Eske Hoy Nielsen , Danil Annenkov , Bas Spitters

Maximal Extractable Value (MEV) represents a pivotal challenge within the Ethereum ecosystem; it impacts the fairness, security, and efficiency of both Layer 1 (L1) and Layer 2 (L2) networks. MEV arises when miners or validators manipulate…

Cryptography and Security · Computer Science 2025-01-28 Zeinab Alipanahloo , Abdelhakim Senhaji Hafid , Kaiwen Zhang

Decentralized Autonomous Organizations (DAOs) have emerged as a novel governance mechanism in blockchain ecosystems, particularly within Decentralized Finance (DeFi). By enabling token holders to propose and vote on protocol changes, these…

Cryptography and Security · Computer Science 2025-07-22 Johnnatan Messias , Vabuk Pahari , Balakrishnan Chandrasekaran , Krishna P. Gummadi , Patrick Loiseau

Bitcoin stands as a groundbreaking development in decentralized exchange throughout human history, enabling transactions without the need for intermediaries. By leveraging cryptographic proof mechanisms, Bitcoin eliminates the reliance on…

Cryptography and Security · Computer Science 2024-04-09 Han Song , Yihao Wei , Zhongche Qu , Weihan Wang

Recently, two attacks were presented against Proof-of-Stake (PoS) Ethereum: one where short-range reorganizations of the underlying consensus chain are used to increase individual validators' profits and delay consensus decisions, and one…

Cryptography and Security · Computer Science 2021-10-20 Caspar Schwarz-Schilling , Joachim Neu , Barnabé Monnot , Aditya Asgaonkar , Ertem Nusret Tas , David Tse

Does the proof-of-work protocol serve its intended purpose of supporting decentralized cryptocurrency mining? To address this question, we develop a game-theoretical model where miners first invest in hardware to improve the efficiency of…

Trading and Market Microstructure · Quantitative Finance 2021-06-21 Agostino Capponi , Sveinn Olafsson , Humoud Alsabah

In this article, we develop an interdisciplinary analysis of MEV which desires to merge the gap that exists between technical and legal research supporting policymakers in their regulatory decisions concerning blockchains, DeFi and…

Computers and Society · Computer Science 2023-05-08 Simona Ramos , Joshua Ellul

Decentralization is widely recognized as a crucial characteristic of blockchains that enables them to resist malicious attacks such as the 51% attack and the takeover attack. Prior research has primarily examined decentralization in…

Cryptography and Security · Computer Science 2023-06-12 Chao Li , Balaji Palanisamy , Runhua Xu , Li Duan

Technological advancement drives financial innovation, reshaping the traditional finance landscape and redefining user-market interactions. The rise of blockchain and Decentralized Finance (DeFi) underscores this intertwined evolution of…

Computational Finance · Quantitative Finance 2024-11-27 Xihan Xiong , Zhipeng Wang , Tianxiang Cui , William Knottenbelt , Michael Huth

We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

Trading and Market Microstructure · Quantitative Finance 2021-07-22 Agostino Capponi , Ruizhe Jia

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

Blockchains implement decentralized monetary systems and applications. Recent advancements enable what we call tethering a blockchain to a primary blockchain, securing the tethered chain by nodes that post primary-chain tokens as…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-25 Yogev Bar-On , Roi Bar-Zur , Omer Ben-Porat , Nimrod Cohen , Ittay Eyal , Matan Sitbon