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It is common knowledge that leverage can increase the potential returns of an investment, at the expense of increased risk. For a passive investor in the stock market, leverage can be achieved using margin debt or leveraged-ETFs. We perform…

Statistical Finance · Quantitative Finance 2021-03-19 Tal Miller

This research explores a relatively unexplored area of predicting cryptocurrency staking rewards, offering potential insights to researchers and investors. We investigate two predictive methodologies: a) a straightforward sliding-window…

Statistical Finance · Quantitative Finance 2024-01-23 Sauren Gupta , Apoorva Hathi Katharaki , Yifan Xu , Bhaskar Krishnamachari , Rajarshi Gupta

Rollups have become the de facto scalability solution for Ethereum, securing more than $55B in assets. They achieve scale by executing transactions on a Layer 2 ledger, while periodically posting data and finalizing state on the Layer 1,…

Cryptography and Security · Computer Science 2025-09-23 Stefanos Chaliasos , Conner Swann , Sina Pilehchiha , Nicolas Mohnblatt , Benjamin Livshits , Assimakis Kattis

Leveraged Exchange Traded Funds (LETFs), while extremely controversial in the literature, remain stubbornly popular with both institutional and retail investors in practice. While the criticisms of LETFs are certainly valid, we argue that…

Computational Finance · Quantitative Finance 2025-03-25 Pieter van Staden , Peter Forsyth , Yuying Li

Lending Protocols (LPs), as blockchain-based lending systems, allow any agents to borrow and lend cryptocurrencies. However, liquidity risks could occur, especially when salient loans are initiated by a particular group of borrowers. This…

Risk Management · Quantitative Finance 2023-05-01 Xiaotong Sun , Charalampos Stasinakis , Georgios Sermpinis

On September 15, 2022, the Ethereum network adopted a proof-of-stake (PoS) consensus mechanism. We study the impact on the network and competing platforms in a two month event window around the Beacon chain merge. We find that the…

Trading and Market Microstructure · Quantitative Finance 2023-03-01 Elie Kapengut , Bruce Mizrach

Since the Merge update upon which Ethereum transitioned to Proof of Stake, it has been touted that it resulted in lower power consumption and increased security. However, even if that is the case, can this state be sustained? In this paper,…

Computers and Society · Computer Science 2023-09-21 Kenji Saito , Yutaka Soejima , Toshihiko Sugiura , Yukinobu Kitamura , Mitsuru Iwamura

Energy storage promotes the integration of renewables by operating with charge and discharge policies that balance an intermittent power supply. A key challenge in this emerging sector is how to optimize the operation of storage assets…

The growth of the exhange-traded fund (ETF) industry has given rise to the trading of options written on ETFs and their leveraged counterparts {(LETFs)}. We study the relationship between the ETF and LETF implied volatility surfaces when…

Computational Finance · Quantitative Finance 2015-04-16 Tim Leung , Matthew Lorig , Andrea Pascucci

Lending protocols in decentralized finance enable the permissionless exchange of capital from lenders to borrowers without relying on a trusted third party for clearing or market-making. Interest rates are set by the supply and demand of…

General Finance · Quantitative Finance 2023-08-17 Lioba Heimbach , Eric Schertenleib , Roger Wattenhofer

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

We consider the hedging problem where a futures position can be automatically liquidated by the exchange without notice. We derive a semi-closed form for an optimal hedging strategy with dual objectives - to minimise both the variance of…

Risk Management · Quantitative Finance 2021-08-11 Carol Alexander , Jun Deng , Bin Zou

This paper presents a data-driven interpretable machine learning algorithm for semi-static hedging of Exchange Traded options, considering transaction costs with efficient run-time. Further, we provide empirical evidence on the performance…

Computational Finance · Quantitative Finance 2024-01-03 Vikranth Lokeshwar Dhandapani , Shashi Jain

In the proof-of-stake (PoS) paradigm for maintaining decentralized, permissionless cryptocurrencies, Sybil attacks are prevented by basing the distribution of roles in the protocol execution on the stake distribution recorded in the ledger…

Cryptography and Security · Computer Science 2020-09-10 Rainer Stütz , Peter Gaži , Bernhard Haslhofer , Jacob Illum

Canonical LST (sTEZ) is an enshrined, protocol-native mechanism designed to mitigate the centralization risks associated with liquid staking intermediaries. Intended to complement direct staking rather than replace it, Canonical LST…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-05 Mathias Bourgoin , Arthur Breitman , Pierrick Couderc , Zaynah Dargaye , Diane Gallois-Wong , Marina Polubelova , Lucas Randazzo , Julien Tesson

We use historical data to estimate the potential benefit of speculative techniques for executing Ethereum smart contracts in parallel. We replay transaction traces of sampled blocks from the Ethereum blockchain over time, using a simple…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-23 Vikram Saraph , Maurice Herlihy

Long-duration energy storage (LDES) faces significant revenue volatility that impedes investment. This paper evaluates four contract-based support mechanisms using an equilibrium model with risk-averse investors and incomplete risk markets.…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Adam Suski , Elina Spyrou , Jacob Mays , Richard Green

We propose a hedging approach for general contingent claims when liquidity is a concern and trading is subject to transaction cost. Multiple assets with different liquidity levels are available for hedging. Our risk criterion targets a…

Mathematical Finance · Quantitative Finance 2018-07-02 Panagiotis Christodoulou , Nils Detering , Thilo Meyer-Brandis

This paper studies the problem of stochastic dynamic pricing and energy management policy for electric vehicle (EV) charging service providers. In the presence of renewable energy integration and energy storage system, EV charging service…

Signal Processing · Electrical Eng. & Systems 2018-01-09 Chao Luo , Yih-Fang Huang , Vijay Gupta

We develop static and dynamic approaches for hedging of the impermanent loss (IL) of liquidity provision (LP) staked at Decentralised Exchanges (DEXes) which employ Uniswap V2 and V3 protocols. We provide detailed definitions and formulas…

Mathematical Finance · Quantitative Finance 2024-07-09 Alexander Lipton , Vladimir Lucic , Artur Sepp