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In this paper, we propose a fully decentralized and smart contract-based insurance protocol. We identify various issues in the Decentralized Finance (DeFi) insurance context and propose a solution to overcome these shortcomings. We…

General Finance · Quantitative Finance 2022-12-21 Matthias Nadler , Felix Bekemeier , Fabian Schär

We introduce a decentralised, algorithmic framework for permissionless, multi-strategy capital allocation via tokenised, automated vaults. The system is designed to function analogously to a multi-strategy asset management company, but…

General Finance · Quantitative Finance 2025-09-25 Arman Abgaryan , Utkarsh Sharma , Joshua Tobkin

This paper introduces CrossLink, a decentralized framework for secure cross-chain smart contract execution that effectively addresses the inherent limitations of contemporary solutions, which primarily focus on asset transfers and rely on…

Cryptography and Security · Computer Science 2025-10-23 Tahrim Hossain , Faisal Haque Bappy , Tarannum Shaila Zaman , Tariqul Islam

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

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

Decentralised exchanges (DEXs) have transformed trading by enabling trustless, permissionless transactions, yet they face significant challenges such as impermanent loss and slippage, which undermine profitability for liquidity providers…

Trading and Market Microstructure · Quantitative Finance 2025-04-10 Oliver Tronn Scott-Simons , Chris Colman , FrostByte

Smart contracts are autonomous software executing predefined conditions. Two of the biggest advantages of the smart contracts are secured protocols and transaction costs reduction. On the Ethereum platform, an open-source blockchain-based…

Computational Engineering, Finance, and Science · Computer Science 2019-05-27 Jeremy Charlier , Radu Statem , Jean Hilger

Can the general structure of a mortgage-backed security (MBS) contract be programmatically represented through the use of decentralized autonomous organizations (DAOs)? Such an approach could allow for the portfolio of loans to be managed…

General Economics · Economics 2025-07-17 Timothy Dombrowski , V. Carlos Slawson

New technologies, such as blockchain, are designed to address various system weaknesses, particularly those related to security. Blockchain can enhance numerous aspects of traditional banking systems by transforming them into digital,…

Cryptography and Security · Computer Science 2026-03-24 Shkelqim Sherifi

We propose a formal approach for specifying and implementing decentralised coordination in distributed systems, with a focus on smart contracts. Our model captures dynamic roles, data-driven transitions, and external coordination…

Programming Languages · Computer Science 2026-04-23 Elvis Konjoh Selabi , Maurizio Murgia , António Ravara , Emilio Tuosto

This paper introduces a blockchain-based insurance scheme that integrates parametric and collaborative elements. A pool of investors, referred to as surplus providers, locks funds in a smart contract, enabling blockchain users to underwrite…

Cryptography and Security · Computer Science 2026-01-14 Pierre-Olivier Goffard , Stéphane Loisel

Financial options are fundamental to traditional markets, enabling strategies ranging from hedging to speculating. Yet, while the Automated Market Maker paradigm has revolutionized decentralized spot markets, no equivalent standard has…

Mathematical Finance · Quantitative Finance 2026-05-20 Maxim Bichuch , Zachary Feinstein

In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy…

Computer Science and Game Theory · Computer Science 2022-09-19 Nitin Singha , V Shreyas , Sandeep Kumar

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

Healthcare insurance provides financial support to access medical services for patients while ensuring timely and guaranteed payment for providers. Insurance fraud poses a significant challenge to insurance companies and policyholders,…

Cryptography and Security · Computer Science 2024-07-26 Md Al Amin , Rushabh Shah , Hemanth Tummala , Indrajit Ray

Three traits of decentralized finance are studied. First, the market impact function is derived for optimal-growth liquidity providers. For a standard random walk, the classic square-root impact is recovered. An extension is then derived to…

Portfolio Management · Quantitative Finance 2026-01-19 B. K. Meister

Blockchains are decentralized systems that provide trustable execution guarantees. Smart contracts are programs written in specialized programming languages running on blockchains that govern how tokens and cryptocurrency are sent and…

Logic in Computer Science · Computer Science 2024-01-23 Margarita Capretto , Martin Ceresa , Cesar Sanchez

Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advances promote improved accessibility and convenience,…

Trading and Market Microstructure · Quantitative Finance 2023-12-05 Agostino Capponi , Garud Iyengar , Jay Sethuraman

In this paper, a novel cyber-insurance model design is proposed based on system risk evaluation with smart technology applications. The cyber insurance policy for power systems is tailored via cyber risk modeling, reliability impact…

Computer Science and Game Theory · Computer Science 2024-03-20 Pikkin Lau , Lingfeng Wang , Wei Wei , Zhaoxi Liu , Chee-Wooi Ten

Compound Finance is a decentralized lending protocol that enables the secure and efficient borrowing and lending of cryptocurrencies, utilizing smart contracts and dynamic interest rates based on supply and demand to facilitate…

Risk Management · Quantitative Finance 2024-10-08 Rik Ghosh , Samrat Gupta , Arka Datta , Abhimanyu Nag , Sudipan Sinha
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