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Related papers: Concentrated Liquidity with Leverage

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We coin the term *Protocols for Loanable Funds (PLFs)* to refer to protocols which establish distributed ledger-based markets for loanable funds. PLFs are emerging as one of the main applications within Decentralized Finance (DeFi), and use…

General Finance · Quantitative Finance 2020-10-16 Lewis Gudgeon , Sam M. Werner , Daniel Perez , William J. Knottenbelt

Distributed locking mechanisms are fundamental to ensuring data consistency and integrity in distributed systems. This paper presents a comprehensive analysis of distributed locking algorithms, focusing on their performance characteristics…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-07 Andre Rodriguez , William Osborn

Decentralized Exchanges (DEXs) are new types of marketplaces leveraging Blockchain technology. They allow users to trade assets with Automatic Market Makers (AMM), using funds provided by liquidity providers, removing the need for order…

Computer Science and Game Theory · Computer Science 2023-02-08 Yogev Bar-On , Yishay Mansour

Auto-deleveraging (ADL) mechanisms are a critical yet understudied component of risk management on cryptocurrency futures exchanges. When available margin and other loss-absorbing resources are insufficient to cover losses following large…

Risk Management · Quantitative Finance 2026-03-18 Steven Campbell , Natascha Hey , Ciamac C. Moallemi , Marcel Nutz

Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a decentralized framework for prediction markets using…

Mathematical Finance · Quantitative Finance 2025-01-10 Hamed Amini , Maxim Bichuch , Zachary Feinstein

Recent increase in energy prices has led researchers to find better ways for capacity provisioning in data centers to reduce energy wastage due to the variation in workload. This paper explores the opportunity for cost saving utilizing the…

Networking and Internet Architecture · Computer Science 2015-03-19 Muhammad Abdullah Adnan , Ryo Sugihara , Yan Ma , Rajesh Gupta

Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-01 Ignat Melnikov , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

This paper introduces a trade ordering rule that aims to reduce intra-block price volatility in Automated Market Maker (AMM) powered decentralized exchanges. The ordering rule introduced here, Clever Look-ahead Volatility Reduction (CLVR),…

Computer Science and Game Theory · Computer Science 2026-05-29 Robert McLaughlin , Nir Chemaya , Dingyue Liu , Dahlia Malkhi

Federated learning (FL), as a distributed collaborative machine learning (ML) framework under privacy-preserving constraints, has garnered increasing research attention in cross-organizational data collaboration scenarios. This paper…

Machine Learning · Computer Science 2025-10-31 Wenyou Guo , Ting Qu , Chunrong Pan , George Q. Huang

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

General Economics · Economics 2026-03-10 Chengqi Zang , Zhenghui Wang , Weitong Zhang

Federated learning (FL) is an emerging machine learning paradigm that allows to accomplish model training without aggregating data at a central server. Most studies on FL consider a centralized framework, in which a single server is endowed…

Machine Learning · Computer Science 2023-03-22 Bin Wang , Jun Fang , Hongbin Li , Xiaojun Yuan , Qing Ling

We study decentralized markets for goods whose utility perishes in time, with compute as a primary motivation. Recent advances in reproducible and verifiable execution allow jobs to pause, verify, and resume across heterogeneous hardware,…

Theoretical Economics · Economics 2025-11-21 Chengqi Zang , Gabriel P. Andrade , Oğuzhan Ersoy

Cloud computing is being viewed as the technology of today and the future. Through this paradigm, the customers gain access to shared computing resources located in remote data centers that are hosted by cloud providers (CP). This…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-11-20 Yasir Shoaib , Olivia Das

Linear programming has played a key role in the study of algorithms for combinatorial optimization problems. In the field of approximation algorithms, this is well illustrated by the uncapacitated facility location problem. A variety of…

Data Structures and Algorithms · Computer Science 2014-09-16 Hyung-Chan An , Mohit Singh , Ola Svensson

Financial speculators often seek to increase their potential gains with leverage. Debt is a popular form of leverage, and with over 39.88B USD of total value locked (TVL), the Decentralized Finance (DeFi) lending markets are thriving.…

General Finance · Quantitative Finance 2021-10-04 Kaihua Qin , Liyi Zhou , Pablo Gamito , Philipp Jovanovic , Arthur Gervais

The Proof of Efficient Liquidity (PoEL) protocol, designed for specialised Proof of Stake (PoS) consensus-based blockchains that incorporate intrinsic DeFi applications, aims to support sustainable liquidity bootstrapping and network…

General Finance · Quantitative Finance 2024-02-19 Arman Abgaryan , Utkarsh Sharma , Joshua Tobkin

Automated Market Makers (AMMs) are used to provide liquidity for combinatorial prediction markets that would otherwise be too thinly traded. They offer both buy and sell prices for any of the doubly exponential many possible securities that…

Computer Science and Game Theory · Computer Science 2025-10-16 Maneesha Papireddygari , Xintong Wang , Bo Waggoner , David M. Pennock

Layer-2 (L2) blockchains inherit Ethereums security guarantees while reducing gas fees. As a result, they are gaining traction among traders at Automated Market Makers (AMMs), sparking debate over whether they contribute to liquidity…

Computational Engineering, Finance, and Science · Computer Science 2025-03-14 Krzysztof Gogol , Manvir Schneider , Claudio Tessone , Benjamin Livshits

Decentralised Finance (DeFi) applications constitute an entire financial ecosystem deployed on blockchains. Such applications are based on complex protocols and incentive mechanisms whose financial safety is hard to determine. Besides,…

Software Engineering · Computer Science 2022-09-19 Massimo Bartoletti , James Chiang , Tommi Junttila , Alberto Lluch Lafuente , Massimiliano Mirelli , Andrea Vandin

Federated learning (FL) is an emerging machine learning paradigm involving multiple clients, e.g., mobile phone devices, with an incentive to collaborate in solving a machine learning problem coordinated by a central server. FL was proposed…

Machine Learning · Computer Science 2022-07-04 Samuel Horváth