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Decentralized finance (DeFi) has become one of the most successful applications of blockchain and smart contracts. The DeFi ecosystem enables a wide range of crypto-financial activities, while the underlying smart contracts often contain…

Cryptography and Security · Computer Science 2021-04-20 Palina Tolmach , Yi Li , Shang-Wei Lin , Yang Liu

Permissionless blockchains offer an information environment where users can interact privately without fear of censorship. Financial services can be programmatically coded via smart contracts to automate transactions without the need for…

General Finance · Quantitative Finance 2022-12-13 Kanis Saengchote

We provide an overview of decentralized protocols like Compound and Aave that offer collateralized loans for cryptoasset investors. Compound and Aave are two of the most important application in the decentralized finance (DeFi) ecosystem.…

General Finance · Quantitative Finance 2021-08-02 Carlos Castro-Iragorri , Julian Ramirez , Sebastian Velez

Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have integrated automated risk management tools into their smart…

Risk Management · Quantitative Finance 2025-10-02 Erum Iftikhar , Wei Wei , John Cartlidge

Quantum computing is becoming strategically relevant to finance because several core financial bottlenecks are already defined by combinatorial search, expectation estimation, rare-event analysis, representation learning, and long-horizon…

Computational Finance · Quantitative Finance 2026-04-10 Hui Gong , Akash Sedai , Thomas Schroeder , Francesca Medda

Decentralized lending protocols, exemplified by Aave V3, have transformed financial intermediation by enabling permissionless, multi-chain borrowing and lending without intermediaries. Despite managing over $10 billion in total value…

Databases · Computer Science 2025-12-15 Junyi Fan , Li Sun

P2P lending presents as an innovative and flexible alternative for conventional lending institutions like banks, where lenders and borrowers directly make transactions and benefit each other without complicated verifications. However, due…

Computers and Society · Computer Science 2017-05-11 Honglun Zhang , Haiyang Wang , Xiaming Chen , Yongkun Wang , Yaohui Jin

Secure model aggregation across many users is a key component of federated learning systems. The state-of-the-art protocols for secure model aggregation, which are based on additive masking, require all users to quantize their model updates…

Information Theory · Computer Science 2021-11-17 Ahmed Roushdy Elkordy , A. Salman Avestimehr

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

Purposely modular, this protocol enables customization of several protocol properties, including the consensus properties implemented, blockchain type, the roots used, and virtual machine opcodes, among others. These modules enable…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-20 Jovonni L. Pharr

Owing to the meteoric rise in the usage of cryptocurrencies, there has been a widespread adaptation of traditional financial applications such as lending, borrowing, margin trading, and more, to the cryptocurrency realm. In some cases, the…

Cryptography and Security · Computer Science 2025-05-19 Emrah Sariboz , Gaurav Panwar , Roopa Vishwanathan , Satyajayant Misra

Decentralized applications are often composed of multiple interconnected smart contracts. This is especially evident in DeFi, where protocols are heavily intertwined and rely on a variety of basic building blocks such as tokens,…

Cryptography and Security · Computer Science 2025-05-27 Emily Priyadarshini , Massimo Bartoletti

This paper emphasizes the critical role of interoperability in enabling efficient and secure communication for the fragmented distributed ledger ecosystem, particularly within on-chain finance. The purpose of this study is to streamline and…

Cryptography and Security · Computer Science 2026-04-14 Hasret Ozan Sevim

We present a measurement study on compositions of Decentralized Finance protocols, which aim to disrupt traditional finance and offer services on top of distributed ledgers, such as Ethereum. DeFi compositions may impact the development of…

Cryptography and Security · Computer Science 2022-10-03 Stefan Kitzler , Friedhelm Victor , Pietro Saggese , Bernhard Haslhofer

Modern applications often operate on data in multiple administrative domains. In this federated setting, participants may not fully trust each other. These distributed applications use transactions as a core mechanism for ensuring…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-23 Isaac Sheff , Tom Magrino , Jed Liu , Andrew C. Myers , Robbert van Renesse

This paper motivates the views that for complex systems, risk should be controlled by enforcing constraints in a modular way at different system levels, that the constraints can be expressed as assurance contracts and that acceptable risk…

Logic in Computer Science · Computer Science 2025-08-21 Dag McGeorge , Jon Arne Glomsrud

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

Integrated simulation models are emerging as an alternative for analyzing large-scale interdependent infrastructure networks due to their modeling advantages over traditional interdependency models. This paper presents an open-source…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Srijith Balakrishnan , Beatrice Cassottana

The trustless nature of permissionless blockchains renders overcollateralization a key safety component relied upon by decentralized finance (DeFi) protocols. Nonetheless, factors such as price volatility may undermine this mechanism. In…

General Finance · Quantitative Finance 2021-12-14 Daniel Perez , Sam M. Werner , Jiahua Xu , Benjamin Livshits

This paper introduces BAKUP, a smart contract insurance design for decentralized finance users to mitigate risks arising from platform vulnerabilities. While providing automated claim payout, BAKUP utilizes a modular structure to harmonize…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Srisht Fateh Singh , Panagiotis Michalopoulos , Andreas Veneris
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