English
Related papers

Related papers: Compound V3 Economic Audit Report

200 papers

In this study, we present a secure smart contract-based Verifiable Random Function (VRF) model, addressing the shortcomings of existing systems. As quantum computing emerges, conventional public key cryptography faces potential…

Cryptography and Security · Computer Science 2024-01-31 Bong Gon Kim , Dennis Wong , Yoon Seok Yang

Decentralized Finance (DeFi) enables many novel applications that were impossible in traditional finances. However, it also introduces new types of vulnerabilities. An example of such vulnerabilities is a composability bug between token…

Cryptography and Security · Computer Science 2025-04-11 Sujin Han , Jinseo Kim , Sung-Ju Lee , Insu Yun

Weather forecasting plays a vital role in disaster preparedness, agriculture, and resource management, yet current centralized forecasting systems are increasingly strained by security vulnerabilities, limited scalability, and…

Supply chain integration remains an elusive goal for the construction and engineering industry. The high degree of fragmentation and the reliance on third-party financial institutions has pushed the physical and financial supply chains…

Cryptography and Security · Computer Science 2020-12-04 Hesam Hamledari , Martin Fischer

Backtests of cryptocurrency perpetual futures are fragile when they ignore microstructure frictions and reuse evaluation windows during parameter search. We study four liquid perpetuals (BTC/USDT, ETH/USDT, SOL/USDT, AVAX/USDT) and quantify…

Trading and Market Microstructure · Quantitative Finance 2025-12-30 Kaihong Deng

Ensuring constraint satisfaction in large-scale systems with hard constraints is vital in many safety critical systems. The challenge is to design controllers that are efficiently synthesized offline, easily implementable online, and…

Systems and Control · Electrical Eng. & Systems 2019-09-18 Kasra Ghasemi , Sadra Sadraddini , Calin Belta

Globally, two billion people and more than half of the poorest adults do not use formal financial services. Consequently, there is increased emphasis on developing financial technology that can facilitate access to financial products for…

Social and Information Networks · Computer Science 2020-01-30 María Óskarsdóttir , Cristián Bravo , Carlos Sarraute , Bart Baesens , Jan Vanthienen

Supply Chain Finance is very important for supply chain competition, which is an important tool to activate the capital flow in the supply chain. Supply Chain Finance-related research can support multiple applications and services, such as…

Cryptography and Security · Computer Science 2024-08-20 Zhengdong Luo

The rise in popularity of permissioned blockchain platforms in recent time is significant. Hyperledger Fabric is one such permissioned blockchain platform and one of the Hyperledger projects hosted by the Linux Foundation. The Fabric…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-30 Parth Thakkar , Senthil Nathan , Balaji Vishwanathan

As smart contract platforms autonomously manage billions of dollars of capital, quantifying the portfolio risk that investors engender in these systems is increasingly important. Recent work illustrates that Proof of Stake (PoS) is…

General Finance · Quantitative Finance 2020-06-22 Tarun Chitra , Alex Evans

We present FinRL-X, a modular and deployment-consistent trading architecture that unifies data processing, strategy construction, backtesting, and broker execution under a weight-centric interface. While existing open-source platforms are…

Trading and Market Microstructure · Quantitative Finance 2026-03-24 Hongyang Yang , Boyu Zhang , Yang She , Xinyu Liao , Xiaoli Zhang

We propose a major revision of the format XCSP 2.1, called XCSP3, to build integrated representations of combinatorial constrained problems. This new format is able to deal with mono/multi optimization, many types of variables, cost…

Artificial Intelligence · Computer Science 2024-08-30 Frederic Boussemart , Christophe Lecoutre , Gilles Audemard , Cédric Piette

We argue that recent developments in proof-of-work consensus mechanisms can be used in accordance with advancements in formal verification techniques to build a distributed payment protocol that addresses important economic drawbacks from…

Cryptography and Security · Computer Science 2020-05-14 Assimakis Kattis , Fabian Trottner

Consensus mechanism is the core technology for blockchain to ensure that transactions are executed in sequence. It also determines the decentralization, security, and efficiency of blockchain. Existing mechanisms all have certain…

Cryptography and Security · Computer Science 2025-01-03 Chenxi Xiong , Ting Yang , Yu Wang , Bing Dong

Federated learning has been widely studied and applied to various scenarios. In mobile computing scenarios, federated learning protects users from exposing their private data, while cooperatively training the global model for a variety of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-08 Yuzheng Li , Chuan Chen , Nan Liu , Huawei Huang , Zibin Zheng , Qiang Yan

Pricing composite and quanto contracts requires a joint model of both the underlying asset and the exchange rate. In this contribution, we explore the potential of local-correlation models to address the challenges of calibrating synthetic…

Pricing of Securities · Quantitative Finance 2025-01-14 Andrea Pallavicini

Trust models are essential components of networks of any nature, as they refer to confidence frameworks to evaluate and verify if their participants act reliably and fairly. They are necessary to any social, organizational, or computer…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-11 Angelo Vera-Rivera , Ekram Hossain

Complex DeFi services are usually constructed by composing a variety of simpler smart contracts. The permissionless nature of the blockchains where these smart contracts are executed makes DeFi services exposed to security risks, since…

Cryptography and Security · Computer Science 2024-01-09 Massimo Bartoletti , Riccardo Marchesin , Roberto Zunino

The rapid decentralization and digitalization of local electricity markets have introduced new cyber-physical vulnerabilities, including key leakage, data tampering, and identity spoofing. Existing blockchain-based solutions provide…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Ziqing Zhu

Federated Learning enables a population of clients, working with a trusted server, to collaboratively learn a shared machine learning model while keeping each client's data within its own local systems. This reduces the risk of exposing…

Cryptography and Security · Computer Science 2020-10-13 David Byrd , Antigoni Polychroniadou