Related papers: Institutionalizing risk curation in decentralized …
Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores the development of a backtesting framework specifically…
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…
Blockchains revolutionized centralized sectors like banking and finance by promoting decentralization and transparency. In a blockchain, information is transmitted through transactions issued by participants or applications. Miners…
AI requires heavy amounts of storage and compute with assets that are commonly stored in AI Hubs. AI Hubs have contributed significantly to the democratization of AI. However, existing implementations are associated with certain benefits…
This paper seeks to establish a framework for directing a society of simple, specialized, self-interested agents to solve what traditionally are posed as monolithic single-agent sequential decision problems. What makes it challenging to use…
The stability of a complex financial system may be assessed by measuring risk contagion between various financial institutions with relatively high exposure. We consider a financial network model using a bipartite graph of financial…
Over-the-counter derivatives have contributed significantly to the effectiveness and efficiency of the international financial system but also entail significant counterparty credit risk. Collateralization is one of the most important and…
Do vulnerabilities in Decentralized Finance (DeFi) destabilize traditional short-term funding markets? While the prevailing ``Contagion Hypothesis'' posits that stablecoin reserve liquidations may transmit distress to traditional markets…
Much research in systemic risk is focused on default contagion. While this demands an understanding of valuation, fewer articles specifically deal with the existence, the uniqueness, and the computation of equilibrium prices in structural…
The rapid growth of decentralized finance (DeFi) has led to the widespread use of automated agents, or bots, within blockchain ecosystems like Ethereum, Binance Smart Chain, and Solana. While these bots enhance market efficiency and…
Traditional networking systems, especially the famous 3 tier topology design, focused more on centralizing the networking systems, and used redundancy as a protection mechanism against future failures of the system. However, in recent…
We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the…
Cryptocurrencies are poised to revolutionize the modern economy by democratizing commerce. These currencies operate on top of blockchain-based distributed ledgers. Existing permissionless blockchain-based protocols offer unparalleled…
Digital identity is shifting from service- and network-centric approaches toward user-centric ones that promise users increased control over their data. Despite their decentralised design, such approaches often reintroduce centralised…
Docker offers an ecosystem that offers a platform for application packaging, distributing, and managing within containers. However, the Docker platform has not yet matured. Presently, Docker is less secured than virtual machines (VM) and…
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans. The rapid development of credit lending business for consumers heightens the need for trading portfolios formed by overdue loans as a…
This thesis provides an in-depth exploration of the Decentralized Co-governance Crowdfunding (DCC) Ecosystem, a novel solution addressing prevailing challenges in conventional crowdfunding methods faced by MSMEs and innovative projects.…
Autonomous and semi-autonomous systems are using deep learning models to improve decision-making. However, deep classifiers can be overly confident in their incorrect predictions, a major issue especially in safety-critical domains. The…
Despite the de-facto technological uniformity fostered by the cloud and edge computing paradigms, resource fragmentation across isolated clusters hinders the dynamism in application placement, leading to suboptimal performance and…
Online portals include an increasing amount of user feedback in form of ratings and reviews. Recent research highlighted the importance of this feedback and confirmed that positive feedback improves product sales figures and thus its…