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The goal of cryptocurrencies is decentralization. In principle, all currencies have equal status. Unlike traditional stock markets, there is no default currency of denomination (fiat), thus the trading pairs can be set freely. However, it…

Trading and Market Microstructure · Quantitative Finance 2024-03-07 Di Zhang , Youzhou Zhou

We formalize the current practice of strategic mining in multi-cryptocurrency markets as a game, and prove that any better-response learning in such games converges to equilibrium. We then offer a reward design scheme that moves the system…

Computer Science and Game Theory · Computer Science 2018-05-24 Alexander Spiegelman , Idit Keidar , Moshe Tennenholtz

We study a game-theoretic model of blockchain mining economies and show that griefing, a practice according to which participants harm other participants at some lesser cost to themselves, is a prevalent threat at its Nash equilibria. The…

Computer Science and Game Theory · Computer Science 2021-06-24 Yun Kuen Cheung , Stefanos Leonardos , Georgios Piliouras , Shyam Sridhar

Blockchain-based cryptocurrencies, facilitating the convenience of payment by providing a decentralized online solution, have not been widely adopted so far due to slow confirmation of transactions. Offline delegation offers an efficient…

Cryptography and Security · Computer Science 2021-03-25 Rujia Li , Qin Wang , Xinrui Zhang , Qi Wang , David Galindo , Yang Xiang

The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…

Physics and Society · Physics 2014-04-01 Dániel Kondor , Márton Pósfai , István Csabai , Gábor Vattay

We develop a model of stable assets, including non-custodial stablecoins backed by cryptocurrencies. Such stablecoins are popular methods for bootstrapping price stability within public blockchain settings. We derive fundamental results…

Trading and Market Microstructure · Quantitative Finance 2023-03-31 Ariah Klages-Mundt , Andreea Minca

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 efficient protocols for amortized secure multiparty computation with penalties and secure cash distribution, of which poker is a prime example. Our protocols have an initial phase where the parties interact with a cryptocurrency…

Cryptography and Security · Computer Science 2017-02-14 Iddo Bentov , Ranjit Kumaresan , Andrew Miller

Decentralized finance (DeFi) has the potential to disrupt centralized finance by validating peer-to-peer transactions through tamper-proof smart contracts, thus significantly lowering the transaction cost charged by financial…

General Economics · Economics 2023-12-04 Ziqiao Ao , Lin William Cong , Gergely Horvath , Luyao Zhang

In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. This fact opens up a unique opportunity to follow the…

Statistical Finance · Quantitative Finance 2023-05-11 Stanisław Drożdż , Jarosław Kwapień , Marcin Wątorek

This paper proposes a model that enables permissionless and decentralized networks for complex computations. We explore the integration and optimize load balancing in an open, decentralized computational network. Our model leverages…

Computational Finance · Quantitative Finance 2025-01-03 German Rodikov

Cryptocurrency can be understood as a digital asset transacted among participants in the crypto economy. Every cryptocurrency must have an associated Blockchain. Blockchain is a Distributed Ledger Technology (DLT) which supports…

Computers and Society · Computer Science 2024-05-20 Carlos Alberto Durigan Junior , Fernando Jose Barbin Laurindo

Algorithmic stablecoins (AS) are one special type of stablecoins that are not backed by any asset (equiv. without collateral). They stand to revolutionize the way a sovereign fiat operates. As implemented, these coins are poorly stabilized…

Computer Science and Game Theory · Computer Science 2023-04-12 Shange Fu , Qin Wang , Jiangshan Yu , Shiping Chen

Decentralized finance (DeFi) borrowing and lending platforms are crucial to the decentralized economy, involving two main participants: lenders who provide assets for interest and borrowers who offer collateral exceeding their debt and pay…

Computational Engineering, Finance, and Science · Computer Science 2024-07-16 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Chi Jin , Sanjeev Kulkarni , Pramod Viswanath

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

Blockchain technology relies on decentralization to resist faults and attacks while operating without trusted intermediaries. Although industry experts have touted decentralization as central to their promise and disruptive potential, it is…

Cryptography and Security · Computer Science 2025-06-04 Harang Ju , Ehsan Valavi , Madhav Kumar , Sinan Aral

We introduce a decentralised, algorithmic framework for permissionless, multi-strategy capital allocation via tokenised, automated vaults. The system is designed to function analogously to a multi-strategy asset management company, but…

General Finance · Quantitative Finance 2025-09-25 Arman Abgaryan , Utkarsh Sharma , Joshua Tobkin

A decentralized ecosystem can capture value and still fail to fund the actors who keep it running. Users may pay fees, tokens may appreciate, issuers may earn revenue, and protocols may burn value, but none of these facts by itself shows…

Computers and Society · Computer Science 2026-05-26 Xubin Luo

Blockchain-based games have introduced novel economic models that blend traditional gaming with decentralized ownership and financial incentives, leading to the rapid emergence of the GameFi sector. However, despite their innovative appeal,…

Cryptography and Security · Computer Science 2024-08-20 Pavun Shetty

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
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