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相关论文: DeFi Yield Aggregators: Analysing Investment Strat…

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Yield farming represents an immensely popular asset management activity in decentralized finance (DeFi). It involves supplying, borrowing, or staking crypto assets to earn an income in forms of transaction fees, interest, or participation…

投资组合管理 · 定量金融 2022-12-16 Jiahua Xu , Yebo Feng

Yield farming has been an immensely popular activity for cryptocurrency holders since the explosion of Decentralized Finance (DeFi) in the summer of 2020. In this Systematization of Knowledge (SoK), we study a general framework for yield…

投资组合管理 · 定量金融 2023-01-18 Simon Cousaert , Jiahua Xu , Toshiko Matsui

In traditional banking, repeated deposit-and-lend cycles let a single dollar of reserves support multiple dollars of claims. Decentralized finance produces an analogous structure with tokens. Constructing a Token Graph of 10,200 tokens…

综合经济学 · 经济学 2026-03-31 Wenbin Wu

We present the first formal treatment of \emph{yield tokenization}, a mechanism that decomposes yield-bearing assets into principal and yield components to facilitate risk transfer and price discovery in decentralized finance (DeFi). We…

理论经济学 · 经济学 2025-08-07 Viraj Nadkarni , Pramod Viswanath

DeFi, or Decentralized Finance, is based on a distributed ledger called blockchain technology. Using blockchain, DeFi may customize the execution of predetermined operations between parties. The DeFi system use blockchain technology to…

密码学与安全 · 计算机科学 2023-04-27 Wenkai Li , Jiuyang Bu , Xiaoqi Li , Hongli Peng , Yuanzheng Niu , Yuqing Zhang

Decentralized Finance (DeFi) is a nascent set of financial services, using tokens, smart contracts, and blockchain technology as financial instruments. We investigate four possible drivers of DeFi returns: exposure to cryptocurrency market,…

计算金融 · 定量金融 2024-03-07 Florentina Şoiman , Guillaume Dumas , Sonia Jimenez-Garces

Decentralized Finance (DeFi) applications introduce novel financial instruments replicating and extending traditional ones through blockchain-based smart contracts. Among these applications, DeFi derivatives protocols enable the creation…

计算机科学与博弈论 · 计算机科学 2026-05-05 Luca Pennella , Pietro Saggese , Fabio Pinelli , Letterio Galletta

DeFi investment agents, systems that use AI for autonomous on-chain trading, have attained over USD 3 billion in combined token valuations since late 2024. We survey over 1,900 AI-tagged crypto projects, filter to investment-focused agents,…

人工智能 · 计算机科学 2026-05-29 Jay Yu , Amy Zhao , Danning Sui

We present a measurement study on compositions of Decentralized Finance protocols, which aim to disrupt traditional finance and offer services on top of distributed ledgers, such as Ethereum. DeFi compositions may impact the development of…

密码学与安全 · 计算机科学 2022-10-03 Stefan Kitzler , Friedhelm Victor , Pietro Saggese , Bernhard Haslhofer

As of August 2022, blockchain-based assets boast a combined market capitalisation exceeding one trillion USD, among which the most prominent are the decentralised autonomous organisation (DAO) tokens associated with decentralised finance…

综合经济学 · 经济学 2025-05-08 Teng Andrea Xu , Jiahua Xu , Kristof Lommers

Decentralized finance (DeFi) protocols now intermediate over USD 100 billion in value, including regulated stablecoins and tokenized assets deployed as collateral, yet no widely adopted framework operationalizes risk assessment at the rigor…

分布式、并行与集群计算 · 计算机科学 2026-05-07 Eva Oberholzer , Valeriy Zamaraiev

Decentralized Finance (DeFi) refers to financial services that are not necessarily related to crypto-currencies. By employing blockchain for security and integrity, DeFi creates new possibilities that attract retail and institution users,…

密码学与安全 · 计算机科学 2024-04-18 Krzysztof Gogol , Christian Killer , Malte Schlosser , Thomas Bocek , Burkhard Stiller , Claudio Tessone

Systemic risk refers to the overall vulnerability arising from the high degree of interconnectedness and interdependence within the financial system. In the rapidly developing decentralized finance (DeFi) ecosystem, numerous studies have…

风险管理 · 定量金融 2026-01-14 Shiyu Zhang , Zining Wang , Jin Zheng , John Cartlidge

Decentralized finance (DeFi) lacks centralized oversight, often resulting in heightened volatility. In contrast, centralized finance (CeFi) offers a more stable environment with institutional safeguards. Institutional backing can play a…

计算金融 · 定量金融 2025-12-23 Ihlas Sovbetov

Decentralized financial (DeFi) applications on the Ethereum blockchain are highly interoperable because they share a single state in a deterministic computational environment. Stakeholders can deposit claims on assets, referred to as…

计算机与社会 · 计算机科学 2021-11-30 Victor von Wachter , Johannes Rude Jensen , Omri Ross

Decentralized Finance (DeFi) is a prominent application of smart contracts, representing a novel financial paradigm in contrast to centralized finance. While DeFi applications are rapidly emerging on mainstream blockchain platforms, their…

软件工程 · 计算机科学 2024-01-12 Wei Ma , Chenguang Zhu , Ye Liu , Xiaofei Xie , Yi Li

In this paper, we analyze various Decentralized Finance (DeFi) protocols in terms of their token distributions. We propose an iterative mapping process that allows us to split aggregate token holdings from custodial and escrow contracts and…

综合经济学 · 经济学 2020-12-18 Matthias Nadler , Fabian Schär

How will Decentralized Finance transform financial services? Using New Institutional Economics and Dynamic Capabilities Theory, I analyse survey data from 109 experts using non-parametric methods. Experts span traditional finance, DeFi…

综合金融 · 定量金融 2025-07-29 Daniel Liebau

Lending protocols are one of the main applications of Decentralized Finance (DeFi), enabling crypto-assets loan markets with a total value estimated in the tens of billions of dollars. Unlike traditional lending systems, these protocols…

计算机科学与博弈论 · 计算机科学 2025-06-19 Massimo Bartoletti , Enrico Lipparini

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…

密码学与安全 · 计算机科学 2022-09-16 Sam M. Werner , Daniel Perez , Lewis Gudgeon , Ariah Klages-Mundt , Dominik Harz , William J. Knottenbelt
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