English
Related papers

Related papers: MEV Ecosystem Evolution From Ethereum 1.0

200 papers

The rise of Ethereum has lead to a flourishing decentralized marketplace that has, unfortunately, fallen victim to frontrunning and Maximal Extractable Value (MEV) activities, where savvy participants game transaction orderings within a…

Cryptography and Security · Computer Science 2022-09-29 Ben Weintraub , Christof Ferreira Torres , Cristina Nita-Rotaru , Radu State

We introduce the Clockwork Finance Framework (CFF), a general purpose, formal verification framework for mechanized reasoning about the economic security properties of composed decentralized-finance (DeFi) smart contracts. CFF features…

Cryptography and Security · Computer Science 2023-05-22 Kushal Babel , Philip Daian , Mahimna Kelkar , Ari Juels

As cryptocurrency evolved, new financial instruments, such as lending and borrowing protocols, currency exchanges, fungible and non-fungible tokens (NFT), staking and mining protocols have emerged. A financial ecosystem built on top of a…

Trading and Market Microstructure · Quantitative Finance 2023-10-12 Priyanka Bose , Dipanjan Das , Fabio Gritti , Nicola Ruaro , Christopher Kruegel , Giovanni Vigna

The Ethereum block-building process has changed significantly since the emergence of Proposer-Builder Separation. Validators access blocks through a marketplace, where block builders bid for the right to construct the block and earn MEV…

Computer Science and Game Theory · Computer Science 2024-03-19 Fei Wu , Thomas Thiery , Stefanos Leonardos , Carmine Ventre

Lending protocols are one of the main applications of Decentralized Finance (DeFi), enabling crypto-assets loan markets with a total value estimated in the tens of billions of dollars. Unlike traditional lending systems, these protocols…

Computer Science and Game Theory · Computer Science 2025-06-19 Massimo Bartoletti , Enrico Lipparini

Credit allows a lender to loan out surplus capital to a borrower. In the traditional economy, credit bears the risk that the borrower may default on its debt, the lender hence requires upfront collateral from the borrower, plus interest fee…

Cryptography and Security · Computer Science 2021-03-23 Kaihua Qin , Liyi Zhou , Benjamin Livshits , Arthur Gervais

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

We provide an economic model of Execution Tickets and use it to study the ability of the Ethereum protocol to capture MEV from block construction. We demonstrate that Execution Tickets extract all MEV when all buyers are homogeneous, risk…

Computer Science and Game Theory · Computer Science 2024-08-22 Jonah Burian , Davide Crapis , Fahad Saleh

Fraud across the decentralized finance (DeFi) ecosystem is growing, with victims losing billions to DeFi scams every year. However, there is a disconnect between the reported value of these scams and associated legal prosecutions. We use…

Cryptography and Security · Computer Science 2023-05-29 Arianna Trozze , Toby Davies , Bennett Kleinberg

Maximal Extractable Value (MEV) refers to excess value captured by miners (or validators) from users in a cryptocurrency network. This excess value often comes from reordering users' transactions to maximize fees or from inserting new…

Computer Science and Game Theory · Computer Science 2023-05-02 Kshitij Kulkarni , Theo Diamandis , Tarun Chitra

In blockchain networks, the strategic ordering of transactions within blocks has emerged as a significant source of profit extraction, known as Maximal Extractable Value (MEV). The transition from spam-based Priority Gas Auctions to…

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

Recently emerging Decentralized Finance (DeFi) takes the promise of cryptocurrencies a step further, leveraging their decentralized networks to transform traditional financial products into trustless and transparent protocols that run…

Cryptography and Security · Computer Science 2021-06-28 Bowen Liu , Pawel Szalachowski , Jianying Zhou

In the blockchain-based, distributed computing platform Ethereum, programs called smart contracts are compiled to bytecode and executed on the Ethereum Virtual Machine (EVM). Executing EVM bytecode is subject to monetary fees---a clear…

Logic in Computer Science · Computer Science 2020-05-13 Julian Nagele , Maria A Schett

Users of decentralized finance (DeFi) applications face significant risks from adversarial actions that manipulate the order of transactions to extract value from users. Such actions -- an adversarial form of what is called…

Cryptography and Security · Computer Science 2024-08-06 Kushal Babel , Nerla Jean-Louis , Yan Ji , Ujval Misra , Mahimna Kelkar , Kosala Yapa Mudiyanselage , Andrew Miller , Ari Juels

The detection of Maximal Extractable Value (MEV) in blockchain is crucial for enhancing blockchain security, as it enables the evaluation of potential consensus layer risks, the effectiveness of anti-centralization solutions, and the…

Cryptography and Security · Computer Science 2023-05-11 Seongwan Park , Woojin Jeong , Yunyoung Lee , Bumho Son , Huisu Jang , Jaewook Lee

User transactions on Ethereum's peer-to-peer network are at risk of being attacked. The smart contracts building decentralized finance (DeFi) have introduced a new transaction ordering dependency to the Ethereum blockchain. As a result,…

Cryptography and Security · Computer Science 2022-09-23 Lioba Heimbach , Roger Wattenhofer

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

Traditional blockchain untraceability schemes, such as mixers and privacy coins, obscure the sender-receiver relationship by placing transfers within an anonymity set. This paper studies a stronger goal: whether the transfer event itself…

Cryptography and Security · Computer Science 2026-05-14 Eunchan Park , Kyonghwa Song , Won Hoi Kim , Wonho Song , Min Suk Kang

Automated Market Makers (AMMs) are a class of smart contracts on Ethereum and other blockchains that "make markets" autonomously. In other words, AMMs stand ready to trade with other market participants that interact with them, at the…

Mathematical Finance · Quantitative Finance 2022-12-22 Stefan Loesch
‹ Prev 1 3 4 5 6 7 10 Next ›