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Yield aggregators are financial services in Decentralised Finance (DeFi) providing automated investment management and return optimisation for users. In this study, we investigate the operational mechanisms and monetary flows of two major…

Computational Engineering, Finance, and Science · Computer Science 2026-05-25 Stefan Kitzler , Kasra Zarinehbaf Asadi , Svetlana Kremer , Bernhard Haslhofer

Total value locked (TVL) is widely used to measure the size and popularity of decentralized finance (DeFi). However, TVL can be easily manipulated and inflated through "double counting" activities such as wrapping and leveraging. As…

General Finance · Quantitative Finance 2025-07-08 Yichen Luo , Yebo Feng , Jiahua Xu , Paolo Tasca

The rapid advancement of large language models (LLMs) demands increasingly reliable evaluation, yet current centralized evaluation suffers from opacity, overfitting, and hardware-induced variance. Our empirical analysis reveals an alarming…

Artificial Intelligence · Computer Science 2026-02-10 Yifan Yang , Jinjia Li , Kunxi Li , Puhao Zheng , Yuanyi Wang , Zheyan Qu , Yang Yu , Jianmin Wu , Ming Li , Hongxia Yang

In contrast with robust systems that resist noise or fragile systems that break with noise, antifragility is defined as a property of complex systems that benefit from noise or disorder. Here we define and test a simple measure of…

Statistical Finance · Quantitative Finance 2025-12-22 Darío Alatorre , Carlos Gershenson , José L. Mateos

The rapid advancement of ML models in critical sectors such as healthcare, finance, and security has intensified the need for robust data security, model integrity, and reliable outputs. Large multimodal foundational models, while crucial…

Cryptography and Security · Computer Science 2024-12-13 Hongyang Zhang , Yue Zhao , Claudio Angione , Harry Yang , James Buban , Ahmad Farhan , Fielding Johnston , Patrick Colangelo

Investments in cryptocurrencies (CCs) remain risky due to high volatility. Exchange Traded Funds (ETFs) are a suitable tool to diversify risk and to benefit from the growth of the whole CC sector. We construct an ETF on the CRIX, the…

General Finance · Quantitative Finance 2023-03-14 Konstantin Häusler

More than ten years ago the blockchain was acclaimed as the solution to overcome centralised trusted third parties for online payments. Through the years the crypto-movement changed and evolved, although decentralisation remained the core…

As decentralized finance (DeFi) evolves, distinguishing between user behaviors - liquidity provision versus active trading - has become vital for risk modeling and on-chain reputation. We propose a behavioral scoring framework for Uniswap…

General Finance · Quantitative Finance 2025-07-29 Dhanashekar Kandaswamy , Ashutosh Sahoo , Akshay SP , Gurukiran S , Parag Paul , Girish G N

In recent years, the Decentralized Finance (DeFi) market has witnessed numerous attacks on the price oracle, leading to substantial economic losses. Despite the advent of truth discovery methods opening up new avenues for oracle…

Computer Science and Game Theory · Computer Science 2024-02-23 Youquan Xian , Peng Liu , Dongcheng Li , Xueying Zeng

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Credit allows a lender to loan out surplus capital to a borrower. In the traditional economy, credit bears the risk that the borrower may default on its debt, the lender hence requires upfront collateral from the borrower, plus interest fee…

Cryptography and Security · Computer Science 2021-03-23 Kaihua Qin , Liyi Zhou , Benjamin Livshits , Arthur Gervais

Price stability has often been cited as a key reason that cryptocurrencies have not gained widespread adoption as a medium of exchange and continue to prove incapable of powering the economy of decentralized applications (DApps)…

Cryptography and Security · Computer Science 2018-08-13 Jaehyung Lee , Minhyung Cho

In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…

Computer Science and Game Theory · Computer Science 2025-07-29 Adithya Bhaskara , Rafael Frongillo , Maneesha Papireddygari

Federated Learning (FL) provides privacy preservation by allowing the model training at edge devices without the need of sending the data from edge to a centralized server. FL has distributed the implementation of ML. Another variant of FL…

Cryptography and Security · Computer Science 2022-01-24 Amir Afaq , Zeeshan Ahmed , Noman Haider , Muhammad Imran

Smart contracts power decentralized financial (DeFi) services but are vulnerable to security exploits that can lead to significant financial losses. Existing security measures often fail to adequately protect these contracts due to the…

Cryptography and Security · Computer Science 2026-04-22 Zhiyang Chen , Sidi Mohamed Beillahi , Pasha Barahimi , Cyrus Minwalla , Han Du , Andreas Veneris , Fan Long

With the growth of digital financial systems, robust security and privacy have become a concern for financial institutions. Even though traditional machine learning models have shown to be effective in fraud detections, they often…

Cryptography and Security · Computer Science 2025-10-20 Cade Houston Kennedy , Amr Hilal , Morteza Momeni

The scope of this article includes the three preeminent descriptions of concentrated liquidity from Bancor (2020 and 2022), and Uniswap (2021), as well as three additional descriptions informed by trigonometric analysis of the same. The…

Mathematical Finance · Quantitative Finance 2024-08-27 Mark B. Richardson , Stefan Loesch

The main objective of this paper is to fill a critical gap in the literature by analyzing the effects of decentralization on the macroeconomic stability. A survey of the voluminous literature on decentralization suggests that the question…

General Economics · Economics 2020-01-13 Ahmad Zafarullah Abdul Jalil , Mukaramah Harun , Siti Hadijah Che Mat

There is a growing interest today in blockchain technology as a possible foundation for the future global financial ecosystem. However, in order for this future financial ecosystem to be truly global, with a high degree of interoperability…

Cryptography and Security · Computer Science 2019-05-14 Thomas Hardjono , Ned Smith

We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification and heterogeneous investments using a random matrix dynamical…

Risk Management · Quantitative Finance 2025-02-03 Preben Forer , Barak Budnick , Pierpaolo Vivo , Sabrina Aufiero , Silvia Bartolucci , Fabio Caccioli
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