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Results for “DeFi” · papers 18 · wiki 12
Academic Papers · 18arXiv q-fin live 0 · desk corpus 117
arXiv · arXiv · 2025

Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals

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 that assigns two complementary scores: a Liquidity Provision Score that assesses strategic liquidity contributions, and a Swap Behavior Score that reflects trading intent, volatilit

Dhanashekar Kandaswamy, Ashutosh Sahoo, Akshay SP, Gurukiran S, Parag Paul
arXiv · arXiv · 2025

Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning

This paper applies deep reinforcement learning (DRL) to optimize liquidity provisioning in Uniswap v3, a decentralized finance (DeFi) protocol implementing an automated market maker (AMM) model with concentrated liquidity. We model the liquidity provision task as a Markov Decision Process (MDP) and train an active liquidity provider (LP) agent using the Proximal Policy Optimization (PPO) algorithm. The agent dynamica

Haonan Xu, Alessio Brini
arXiv · arXiv · 2020

DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency

We coin the term *Protocols for Loanable Funds (PLFs)* to refer to protocols which establish distributed ledger-based markets for loanable funds. PLFs are emerging as one of the main applications within Decentralized Finance (DeFi), and use smart contract code to facilitate the intermediation of loanable funds. In doing so, these protocols allow agents to borrow and save programmatically. Within these protocols, inte

Lewis Gudgeon, Sam M. Werner, Daniel Perez, William J. Knottenbelt
arXiv · arXiv · 2015

Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines

We postulates, and then show experimentally, that liquidity deficit is the driving force of the markets. In the first part of the paper a kinematic of liquidity deficit is developed. The calculus-like approach, which is based on Radon--Nikodym derivatives and their generalization, allows us to calculate important characteristics of observable market dynamics. In the second part of the paper this calculus is used in a

Vladislav Gennadievich Malyshkin, Ray Bakhramov
arXiv · arXiv · 2009

Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures

In this three-part series of papers, we argue that the conventional spread measures are not well defined for credit-risky bonds and introduce a set of credit term structures which correct for the biases associated with the strippable cash flow valuation assumption. We demonstrate that the resulting estimates are significantly more robust and remain meaningful even when applied to deeply distressed bonds. We also sugg

Arthur M. Berd, Roy Mashal, Peili Wang
arXiv · arXiv · 2020

Automated Market Makers for Decentralized Finance (DeFi)

This paper compares mathematical models for automated market makers including logarithmic market scoring rule (LMSR), liquidity sensitive LMSR (LS-LMSR), constant product/mean/sum, and others. It is shown that though LMSR may not be a good model for Decentralized Finance (DeFi) applications, LS-LMSR has several advantages over constant product/mean based automated market makers. However, LS-LMSR requires complicated

Yongge Wang
arXiv · arXiv · 2026

End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios

Small-cap-inclusive equity universes contain recently listed and intermittently traded securities, so enforcing a common look-back discards a substantial fraction of the available information. Pairwise-complete estimation preserves the longest overlap for each asset pair, but the resulting correlation matrix can be indefinite because its entries are computed on different samples. This prevents direct use in Markowitz

Christian Bongiorno, Lorenzo Villassero
arXiv · arXiv · 2026

On the Expected Maximum Deficit and the Optimal Allocation of Reserves

Let $L=(L_s)_{0\le s\le t}$ be a cumulative net-loss process and let $M_t=\sup_{0\le s\le t}L_s$. For a candidate reserve $u$ and a distortion function $g$, define $D_g^{(t)}(u)=\int_u^\infty g(P(M_t>v))d v$. This function measures the tail-weighted residual severity of the largest cumulative loss over the horizon. We derive three monetary risk measures: its value at zero reserve and two measures based on fixed and p

Claude Lefevre, Pierre Zuyderhoff
arXiv · arXiv · 2025

Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization

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 stabilizing role in a hybrid structure (HyFi), enhancing transparency, governance, and market discipline. This study investigates whether HyFi-like cryptocurrencies, those backed by i

Ihlas Sovbetov
arXiv · arXiv · 2025

Know Your Intent: An Autonomous Multi-Perspective LLM Agent Framework for DeFi User Transaction Intent Mining

As Decentralized Finance (DeFi) develops, understanding user intent behind DeFi transactions is crucial yet challenging due to complex smart contract interactions, multifaceted on-/off-chain factors, and opaque hex logs. Existing methods lack deep semantic insight. To address this, we propose the Transaction Intent Mining (TIM) framework. TIM leverages a DeFi intent taxonomy built on grounded theory and a multi-agent

Qian'ang Mao, Yuxuan Zhang, Jiaman Chen, Wenjun Zhou, Jiaqi Yan
arXiv · arXiv · 2025

Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization

We investigate multi-period mean-risk portfolio optimization for long-horizon Defined Contribution plans, focusing on buffered Probability of Exceedance (bPoE), a more intuitive, dollar-based alternative to Conditional Value-at-Risk (CVaR). We formulate both pre-commitment and time-consistent Mean-bPoE and Mean-CVaR portfolio optimization problems under realistic investment constraints (e.g., no leverage, no short se

Duy-Minh Dang, Chang Chen
arXiv · arXiv · 2025

Vote Delegation in DeFi Governance

We investigate the drivers of vote delegation in Decentralized Autonomous Organizations (DAOs), using the Uniswap governance DAO as a laboratory. We show that parties with fewer self-owned votes and those affiliated with the controlling venture capital firm, Andreesen Horowitz (a16z), receive more vote delegations. These patterns suggest that while the Uniswap ecosystem values decentralization, a16z may engage in win

Dion Bongaerts, Thomas Lambert, Daniel Liebau, Peter Roosenboom
arXiv · arXiv · 2024

Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds

We evaluate the performance and level of intergenerational cross-subsidy in flat-accrual and dynamic-accrual collective defined contribution (CDC) schemes which have been designed to be compatible with UK legislation. In the flat-accrual scheme, all members accrue the benefits at the same rate irrespective of age. This captures the most significant feature of the Royal Mail Collective Pension Plan, which is currently

John Armstrong, James Dalby, Catherine Donnelly
arXiv · arXiv · 2023

Defining and comparing SICR-events for classifying impaired loans under IFRS 9

The IFRS 9 accounting standard requires the prediction of credit deterioration in financial instruments, i.e., significant increases in credit risk (SICR). However, the definition of such a SICR-event is inherently ambiguous, given its current reliance on evaluating the change in the estimated probability of default (PD) against some arbitrary threshold. We examine the shortcomings of this PD-comparison approach and

Arno Botha, Esmerelda Oberholzer, Janette Larney, Riaan de Jongh
arXiv · arXiv · 2023

Monetary Policy, Digital Assets, and DeFi Activity

This paper studies the effects of unexpected changes in US monetary policy on digital asset returns. We use event study regressions and find that monetary policy surprises negatively affect BTC and ETH, the two largest digital assets, but do not significantly affect the rest of the market. Second, we use high-frequency price data to examine the effect of the FOMC statements release and Minutes release on the prices o

Antzelos Kyriazis, Iason Ofeidis, Georgios Palaiokrassas, Leandros Tassiulas
arXiv · arXiv · 2023

Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)

Decentralized finance (DeFi) is an integral component of the blockchain ecosystem, enabling a range of financial activities through smart-contract-based protocols. Traditional DeFi governance typically involves manual parameter adjustments by protocol teams or token holder votes, and is thus prone to human bias and financial risks, undermining the system's integrity and security. While existing efforts aim to establi

Jiahua Xu, Yebo Feng, Daniel Perez, Benjamin Livshits
arXiv · arXiv · 2023

Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?

Anxiety levels in the Aave community spiked in November 2022 as Avi Eisenberg performed an attack on Aave. Eisenberg attempted to short the CRV token by using funds borrowed on the protocol to artificially deflate the value of CRV. While the attack was ultimately unsuccessful, it left the Aave community scared and even raised question marks regarding the feasibility of large lending platforms under decentralized gove

Lioba Heimbach, Eric G. Schertenleib, Roger Wattenhofer
arXiv · arXiv · 2021

CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance

To non-experts, the traditional Centralized Finance (CeFi) ecosystem may seem obscure, because users are typically not aware of the underlying rules or agreements of financial assets and products. Decentralized Finance (DeFi), however, is making its debut as an ecosystem claiming to offer transparency and control, which are partially attributable to the underlying integrity-protected blockchain, as well as currently

Kaihua Qin, Liyi Zhou, Yaroslav Afonin, Ludovico Lazzaretti, Arthur Gervais
Wiki Entities · 12
AI Systems

Tokenizer

A tokenizer splits raw text into the discrete tokens a model actually sees — bytes, characters, or learned subwords — and defines the vocabulary the softmax is over.

Crypto

Crypto Realized Vol Regime

Crypto Realized Vol Regime — Shifts in realized volatility that redefine sizing and carry.

Crypto

Smart Contract

A smart contract is code that holds assets and executes when conditions are met — a robot escrow that does exactly what you wrote, including the bugs.

CTA

CTA Options Strategy

Express views with listed options on futures — defined-risk directional, calendars, or vol — still a CTA if the underlying is a commodity interest.

Derivatives

Implied Realized Spread

Implied Realized Spread — Gap between implied and realized vol that defines carry for short-vol books.

Desk Slang

Bear Steepener

A bear steepener is a curve move where long yields rise more than front yields (or fronts fall less) as the market prices more term premium, more deficit, or less faith in long-run restraint — and duration loses.

Economics

Crowding Out

Crowding out is when public borrowing or spending raises rates or absorbs real resources so private investment or net exports fall, shrinking the net fiscal impulse.

Economics

Ricardian Equivalence

Ricardian equivalence says deficit-financed tax cuts do not raise demand if agents save the transfer to pay the future tax — debt and taxes are two labels on the same present-value burden.

Economics

Triffin Dilemma

The Triffin dilemma is the conflict of a reserve-currency issuer: the world needs the issuer to run liabilities (deficits) for reserve supply, but those deficits eventually undermine confidence in the reserve asset.

Financial Crises

Great Depression 1929

The Great Depression was a multi-year collapse of output, prices, and banks after the 1929 crash, amplified by the gold standard, Fed errors, and a wave of bank failures — the defining 20th-century crisis.

FX

Twin Deficits

Twin Deficits — Combined fiscal and current-account deficits pressuring currency and term premium.

Macro Policy

Fiscal Policy

Fiscal policy is government spending and taxes — the demand impulse that is not the policy rate.

Option Blackboard · 2
Encyclopedia · 9
Desk Slang · Foundations

Bear Steepener

A bear steepener is a curve move where long yields rise more than front yields (or fronts fall less) as the market prices more term premium, more deficit, or less faith in long-run restraint — and duration loses.

Crypto · Foundations

Crypto Realized Vol Regime

Crypto Realized Vol Regime — Shifts in realized volatility that redefine sizing and carry.

CTA · Foundations

CTA Options Strategy

Express views with listed options on futures — defined-risk directional, calendars, or vol — still a CTA if the underlying is a commodity interest.

Financial Crises · Foundations

Great Depression 1929

The Great Depression was a multi-year collapse of output, prices, and banks after the 1929 crash, amplified by the gold standard, Fed errors, and a wave of bank failures — the defining 20th-century crisis.

Derivatives · Foundations

Implied Realized Spread

Implied Realized Spread — Gap between implied and realized vol that defines carry for short-vol books.

Economics · Foundations

Ricardian Equivalence

Ricardian equivalence says deficit-financed tax cuts do not raise demand if agents save the transfer to pay the future tax — debt and taxes are two labels on the same present-value burden.

AI Systems · Foundations

Tokenizer

A tokenizer splits raw text into the discrete tokens a model actually sees — bytes, characters, or learned subwords — and defines the vocabulary the softmax is over.

Economics · Foundations

Triffin Dilemma

The Triffin dilemma is the conflict of a reserve-currency issuer: the world needs the issuer to run liabilities (deficits) for reserve supply, but those deficits eventually undermine confidence in the reserve asset.

FX · Foundations

Twin Deficits

Twin Deficits — Combined fiscal and current-account deficits pressuring currency and term premium.

Cards · 0
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Local Modules · 1
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