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Related papers: Decentralized Token Economy Theory (DeTEcT)

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In this paper, we analyze various Decentralized Finance (DeFi) protocols in terms of their token distributions. We propose an iterative mapping process that allows us to split aggregate token holdings from custodial and escrow contracts and…

General Economics · Economics 2020-12-18 Matthias Nadler , Fabian Schär

This paper introduces a novel concept for addressing non-convexity in the cost functions of distributed economic model predictive control (DEMPC) systems. Specifically, the proposed algorithm enables agents to self-organize into a hierarchy…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Ali C. Kheirabadi , Ryozo Nagamune

Decentralized Ledger Technology, popularized by the Bitcoin network, aims to keep track of a ledger of valid transactions between agents of a virtual economy without a central institution for coordination. In order to keep track of a…

Systems and Control · Computer Science 2018-07-04 Michael Zargham , Zixuan Zhang , Victor Preciado

This paper presents a comprehensive statistical analysis of the Web3 ecosystem, comparing various Web3 tokens with traditional financial assets across multiple time scales. We examine probability distributions, tail behaviors, and other key…

Statistical Finance · Quantitative Finance 2024-12-09 Wei-Ru Chen , A. Christian Silva , Shen-Ning Tung

Game theory is often used as a tool to analyze decentralized systems and their properties, in particular, blockchains. In this note, we take the opposite view. We argue that blockchains can and should be used to implement economic…

Computer Science and Game Theory · Computer Science 2020-10-02 Akaki Mamageishvili , Jan Christoph Schlegel

Play-to-earn is one of the prospective categories of decentralized applications. The play-to-earn projects combine blockchain technology with entertaining games and finance, attracting various participants. While huge amounts of capital…

Cryptography and Security · Computer Science 2022-11-03 Jingfan Yu , Mengqian Zhang , Xi Chen , Zhixuan Fang

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

Econometrics · Economics 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

We present the first formal treatment of \emph{yield tokenization}, a mechanism that decomposes yield-bearing assets into principal and yield components to facilitate risk transfer and price discovery in decentralized finance (DeFi). We…

Theoretical Economics · Economics 2025-08-07 Viraj Nadkarni , Pramod Viswanath

The properties of tokens within the Ethereum blockchain, such as their current prices, trade volumes, and potential future values, have been the subjects of numerous studies. Employing social networks and graphs, as powerful tools for…

Social and Information Networks · Computer Science 2023-10-24 Aryan Soltani Mohammadi , Moein Karami , Amir Pasha Motamed , Behnam Bahrak

This paper studies the trading volumes and wealth distribution of a novel agent-based model of an artificial financial market. In this model, heterogeneous agents, behaving according to the Von Neumann and Morgenstern utility theory, may…

General Finance · Quantitative Finance 2015-09-09 Pietro DeLellis , Franco Garofalo , Francesco Lo Iudice , Elena Napoletano

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

The Decentralized Physical Infrastructure (DePIN) market is revolutionizing the sharing economy through token-based economics and smart contracts that govern decentralized operations. By 2024, DePIN projects have exceeded \$10 billion in…

General Economics · Economics 2025-09-01 Yulin Liu , Mocca Schweitzer

In this paper, we test predictions of a new theory of macroeconomics, called "thermal macroeconomics." The theory aims to apply the mathematical structure of classical thermodynamics, including analogues of temperature and entropy, to…

General Economics · Economics 2024-10-29 Yihang Luo , R. S. MacKay , Nick Chater

In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 H. Lamba

The theory of thermal macroeconomics (TM) analyses economic phenomena within the mathematical framework of classical thermodynamics, using a set of axioms that apply to the purely macroscopic aspects of an economy [CM]. The theory shows…

General Economics · Economics 2026-03-12 Yihang Luo , Robert S. MacKay , Nick Chater

This paper examines Web3 ecosystems not merely as markets for digital assets, but as networked social spaces where economic transactions give rise to enduring social ties, shared narratives, and collective identities. Leveraging large-scale…

Social and Information Networks · Computer Science 2026-04-22 Valentina Kuskova , Dmitry Zaytsev

Cryptoeconomic incentives in the form of blockchain-based tokens are seen as an enabler of the sharing economy that could shift society towards greater sustainability. Nevertheless, knowledge of the impact of these tokens on human sharing…

Computers and Society · Computer Science 2022-08-09 Mark Christopher Ballandies

The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete…

Probability · Mathematics 2021-07-19 Bertram Düring , Nicos Georgiou , Enrico Scalas

We develop a statistical framework for wealth allocation in which agents hold discrete units of wealth and macrostates are defined by how wealth is distributed across agents. The structure of the economic state space is characterized…

Physics and Society · Physics 2026-02-04 Korak Biswas