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This paper discusses a decentralized finance (DeFi) application called MakerDAO. The Maker Protocol, built on the Ethereum blockchain, enables users to create and hold currency. Current elements of the Maker Protocol are the Dai stable…

Computational Finance · Quantitative Finance 2022-11-01 Jason Chen , Kathy Fogel , Kose John

The massive parallelism and resource sharing embodying today's cloud business model not only exacerbate the security challenge of timing channels, but also undermine the viability of defenses based on resource partitioning. We propose…

Operating Systems · Computer Science 2016-05-31 Weiyi Wu , Bryan Ford

We identify the slow liquidity drain (SLID) scam, an insidious and highly profitable threat to decentralized finance (DeFi), posing a large-scale, persistent, and growing risk to the ecosystem. Unlike traditional scams such as rug pulls or…

Cryptography and Security · Computer Science 2025-08-07 Minh Trung Tran , Nasrin Sohrabi , Zahir Tari , Qin Wang , Minhui Xue , Xiaoyu Xia

With the rapid development of blockchain technology in recent years, all kinds of blockchain-based applications have emerged. Among them, the decentralized finance (DeFi) is one of the most successful applications, which is regarded as the…

Cryptography and Security · Computer Science 2022-01-10 Yinjie Zhao , Xin Kang , Tieyan Li , Cheng-Kang Chu , Haiguang Wang

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

This paper introduces BAKUP, a smart contract insurance design for decentralized finance users to mitigate risks arising from platform vulnerabilities. While providing automated claim payout, BAKUP utilizes a modular structure to harmonize…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Srisht Fateh Singh , Panagiotis Michalopoulos , Andreas Veneris

In this paper, we introduce a new fraud-proof algorithm that offers an unprecedented combination of decentralization, security, and liveness. The resources that must be mobilized by an honest participant to defeat an adversary grow only…

Cryptography and Security · Computer Science 2024-11-11 Diego Nehab , Gabriel Coutinho de Paula , Augusto Teixeira

The rapid growth of Decentralized Finance (DeFi) boosts the Ethereum ecosystem. At the same time, attacks towards DeFi applications (apps) are increasing. However, to the best of our knowledge, existing smart contract vulnerability…

Cryptography and Security · Computer Science 2021-05-03 Siwei Wu , Dabao Wang , Jianting He , Yajin Zhou , Lei Wu , Xingliang Yuan , Qinming He , Kui Ren

Decentralized Finance (DeFi), a blockchain powered peer-to-peer financial system, is mushrooming. Two years ago the total value locked in DeFi systems was approximately 700m USD, now, as of April 2022, it stands at around 150bn USD. The…

Cryptography and Security · Computer Science 2022-09-16 Sam M. Werner , Daniel Perez , Lewis Gudgeon , Ariah Klages-Mundt , Dominik Harz , William J. Knottenbelt

As blockchain ecosystems grow, financially motivated attackers increasingly exploit decentralized finance (DeFi) protocols, causing frequent and severe losses. Unlike conventional cyberattacks, DeFi exploits propagate rapidly due to the…

Cryptography and Security · Computer Science 2026-04-30 Bowen Cai , Weiheng Bai , Youshui Lu , Haoran Xu , Yuannan Yang , Yajin Zhou , Kangjie Lu

The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche effect. In this paper we consider the problem of reducing the…

Optimization and Control · Mathematics 2022-07-05 Giuseppe Calafiore , Giulia Fracastoro , Anton V. Proskurnikov

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…

Optimization and Control · Mathematics 2025-04-09 Stéphane Alarie , Charles Audet , Miguel Diago , Sébastien Le Digabel , Xavier Lebeuf

Decentralized protocols claim immutable, rule-based execution, yet many embed emergency mechanisms such as chain-level freezes, protocol pauses, and account quarantines. These overrides are crucial for responding to exploits and systemic…

Cryptography and Security · Computer Science 2026-04-27 Oghenekaro Elem , Nimrod Talmon

Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 2023 was announced. Specifically, participating teams were…

Portfolio Management · Quantitative Finance 2024-06-13 Daniele Maria Di Nosse , Federico Gatta

Traditional blockchains grant the miner of a block full control not only over which transactions but also their order. This constitutes a major flaw discovered with the introduction of decentralized finance and allows miners to perform MEV…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-07 Orestis Alpos , Ignacio Amores-Sesar , Christian Cachin , Michelle Yeo

Decentralized techniques are becoming crucial and ubiquitous with the rapid advancement of distributed ledger technologies such as the blockchain. Numerous decentralized systems have been developed to address security and privacy issues…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-20 Yepeng Ding , Hiroyuki Sato

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

Decentralized Exchanges (DEXs) are now a significant component of the financial world where billions of dollars are traded daily. Differently from traditional markets, which are typically based on Limit Order Books, DEXs typically work as…

Trading and Market Microstructure · Quantitative Finance 2025-10-28 Daniele Maria Di Nosse , Federico Gatta , Fabrizio Lillo , Sebastian Jaimungal

The rising importance of cryptocurrencies as financial assets pushed their applicability from an object of speculation closer to standard financial instruments such as loans. In this work, we initiate the study of secure protocols that…

Cryptography and Security · Computer Science 2025-10-31 Pavel Hubáček , Jan Václavek , Michelle Yeo

On November 22nd 2022, the lending platform AAVE v2 (on Ethereum) incurred bad debt resulting from a major liquidation event involving a single user who had borrowed close to \$40M of CRV tokens using USDC as collateral. This incident has…

General Economics · Economics 2023-01-16 Jakub Warmuz , Amit Chaudhary , Daniele Pinna