Related papers: Compound V3 Economic Audit Report
In this paper, we provide an overview of the recent work in the quantum finance realm from various perspectives. The applications in consideration are Portfolio Optimization, Fraud Detection, and Monte Carlo methods for derivative pricing…
The exponential growth of Common Vulnerabilities and Exposures (CVE) disclosures poses significant challenges for enterprise security management, necessitating automated and quantitative risk assessment methodologies. Existing vulnerability…
We propose a new formal criterion for secure compilation, providing strong security guarantees for components written in unsafe, low-level languages with C-style undefined behavior. Our criterion goes beyond recent proposals, which protect…
In a circular economy, tracking the flow of second-life components for quality control is critical. Tokenization can enhance the transparency of the flow of second-life components. However, simple tokenization does not correspond to real…
Smart contracts have been a topic of interest in blockchain research and are a key enabling technology for Connected Autonomous Vehicles (CAVs) in the era of Web 3.0. These contracts enable trustless interactions without the need for…
We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.
Proof-of-work computation used in cryptocurrencies has witnessed significant growth in the U.S. and many other regions around the world. One of the most significant bottlenecks for the scalable deployment of such computation is its energy…
With the emerging developments of the Metaverse, a virtual world where people can interact, socialize, play, and conduct their business, it has become critical to ensure that the underlying systems are transparent, secure, and trustworthy.…
Compound AI is a distributed intelligence approach that represents a unified system orchestrating specialized AI/ML models with engineered software components into AI workflows. Compound AI production deployments must satisfy accuracy,…
Multi-signature is a protocol where a set of signatures jointly sign a message so that the final signature is significantly shorter than concatenating individual signatures together. Recently, it finds applications in blockchain, where…
We study mechanism design for combinatorial cost sharing. Imagine that multiple items or services are available to be shared among a set of interested agents. The outcome of a mechanism in this setting consists of an assignment, determining…
Inspired by Bitcoin, many different kinds of cryptocurrencies based on blockchain technology have turned up on the market. Due to the special structure of the blockchain, it has been deemed impossible to directly trade between traditional…
The rapid growth of electric vehicles (EVs) and the deployment of vehicle-to-grid (V2G) technology pose significant challenges for distributed power grids, particularly in fostering trust and ensuring effective coordination among…
Blockchain is a core technology to manage the value of cryptocurrencies, or to record trails of important business trades. The Smart Contract on blockchain is expected to improve security on blockchain system with automated operation, but…
The no-cloning property of quantum mechanics allows unforgeability of quantum banknotes and credit cards. Quantum credit card protocols involve a bank, a client and a payment terminal, and their practical implementation typically relies on…
In the era of Web3, decentralized technologies have emerged as the cornerstone of a new digital paradigm. Backed by a decentralized blockchain architecture, the Web3 space aims to democratize all aspects of the web. From data-sharing to…
Data owners upload large files to cloud storage servers, but malicious servers may potentially tamper data. To check integrity of remote data, Proof of Retrievability (PoR) schemes were introduced. Existing PoR protocols assume that data…
Stablecoins have emerged as a significant component of global financial infrastructure, with aggregate market capitalization surpassing USD250 billion in 2025. Their increasing integration into payment and settlement systems has…
We present and analyze a quantum algorithm to estimate credit risk more efficiently than Monte Carlo simulations can do on classical computers. More precisely, we estimate the economic capital requirement, i.e. the difference between the…
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…