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Software vulnerabilities represent one of the most pressing threats to computing systems. Identifying vulnerabilities in source code is crucial for protecting user privacy and reducing economic losses. Traditional static analysis tools rely…

Software Engineering · Computer Science 2024-10-25 Zhonghao Jiang , Weifeng Sun , Xiaoyan Gu , Jiaxin Wu , Tao Wen , Haibo Hu , Meng Yan

Decentralized Finance (DeFi), a blockchain powered peer-to-peer financial system, is mushrooming. Two years ago the total value locked in DeFi systems was approximately 700m USD, now, as of April 2022, it stands at around 150bn USD. The…

Cryptography and Security · Computer Science 2022-09-16 Sam M. Werner , Daniel Perez , Lewis Gudgeon , Ariah Klages-Mundt , Dominik Harz , William J. Knottenbelt

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 recent years, smart contracts have suffered major exploits, costing millions of dollars. Unlike traditional programs, smart contracts are deployed on a blockchain. As such, they cannot be modified once deployed. Though various tools have…

Cryptography and Security · Computer Science 2020-03-16 Christof Ferreira Torres , Mathis Baden , Robert Norvill , Beltran Borja Fiz Pontiveros , Hugo Jonker , Sjouke Mauw

This empirical study presents the Decentralized Exchanges Comparison Service (DECS), a novel tool developed by 1inch Analytics to assess exchange efficiency in decentralized finance. The DECS utilizes swap transaction monitoring and…

Trading and Market Microstructure · Quantitative Finance 2024-11-05 Evgenii Onishchuk , Maksim Dubovitskii , Eduard Horch

Decentralized applications (DApps) face significant security risks due to vulnerabilities in smart contracts, with traditional detection methods struggling to address emerging and machine-unauditable flaws. This paper proposes a novel…

Cryptography and Security · Computer Science 2026-02-03 Jiuyang Bu , Wenkai Li , Zongwei Li , Zeng Zhang , Xiaoqi Li

The rise of digital payments has caused consequential changes in the financial crime landscape. As a result, traditional fraud detection approaches such as rule-based systems have largely become ineffective. AI and machine learning…

Cryptography and Security · Computer Science 2021-03-05 E. Kurshan , H. Shen

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 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

Decentralized Finance (DeFi) has reshaped the possibilities of reserve banking in the form of the Collateralized Debt Position (CDP). Key to the safety of CDPs is the money supply architecture that enables issued debt to maintain its value.…

Risk Management · Quantitative Finance 2024-07-19 Yuval Boneh

With its unique advantages such as decentralization and immutability, blockchain technology has been widely used in various fields in recent years. The smart contract running on the blockchain is also playing an increasingly important role…

Cryptography and Security · Computer Science 2021-06-22 Mengjie Ding , Peiru Li , Shanshan Li , He Zhang

Cross-chain interoperability is a core component of modern blockchain infrastructure, enabling seamless asset transfers and composable applications across multiple blockchain ecosystems. However, the transparency of cross-chain messages can…

Computational Engineering, Finance, and Science · Computer Science 2025-11-20 Chuanlei Li , Zhicheng Sun , Jing Xin Yuu , Xuechao Wang

As an important cyber-physical system (CPS), smart grid is highly vulnerable to cyber attacks. Amongst various types of attacks, false data injection attack (FDIA) proves to be one of the top-priority cyber-related issues and has received…

Cryptography and Security · Computer Science 2022-10-25 Yang Li , Xinhao Wei , Yuanzheng Li , Zhaoyang Dong , Mohammad Shahidehpour

The increasing security and privacy concerns in the Smart Grid sector have led to a significant demand for robust intrusion detection systems within critical smart grid infrastructure. To address the challenges posed by privacy preservation…

Cryptography and Security · Computer Science 2025-01-10 Muhammad Akbar Husnoo , Adnan Anwar , Md Enamul Haque , A. N. Mahmood

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

Decentralized Finance (DeFi) platforms are often governed by Decentralized Autonomous Organizations (DAOs) which are implemented via governance protocols. Governance tokens are distributed to users of the platform, granting them voting…

Cryptography and Security · Computer Science 2023-08-09 Maya Dotan , Aviv Yaish , Hsin-Chu Yin , Eytan Tsytkin , Aviv Zohar

At present, millions of Ethereum smart contracts are created per year and attract financially motivated attackers. However, existing analyzers do not meet the need to precisely analyze the financial security of large numbers of contracts.…

Cryptography and Security · Computer Science 2024-03-06 Wansen Wang , Wenchao Huang , Zhaoyi Meng , Yan Xiong , Fuyou Miao , Xianjin Fang , Caichang Tu , Renjie Ji

Federated Learning (FL) enables collaborative model training across distributed devices while preserving local data privacy, making it ideal for mobile and embedded systems. However, the decentralized nature of FL also opens vulnerabilities…

Machine Learning · Computer Science 2026-05-08 Kichang Lee , Yujin Shin , Jonghyuk Yun , Songkuk Kim , Jun Han , JeongGil Ko

Even though much progress has been made in identifying and mitigating smart contract vulnerabilities, we often hear about coding or design issues leading to great financial losses. This paper presents our progress toward finding defects…

Logic in Computer Science · Computer Science 2024-11-01 Stefan-Claudiu Susan

During the past four years, Flash malware has become one of the most insidious threats to detect, with almost 600 critical vulnerabilities targeting Adobe Flash disclosed in the wild. Research has shown that machine learning can be…

Cryptography and Security · Computer Science 2020-07-15 Davide Maiorca , Ambra Demontis , Battista Biggio , Fabio Roli , Giorgio Giacinto