The paper examines how decentralized credit curators have taken over risk management from traditional protocols.
problem Risk management in decentralized credit has shifted from centralized protocols to decentralized curators.
method Analysis of ERC 4626 vaults and third-party curators, focusing on capital utilization, concentration, and fee margins.
result Curators have a significant impact on the risk profile of decentralized credit systems, with a small set of curators handling a disproportionate share of system TVL.
In this paper, we present new results on using orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries for complex cases (i.e., complex measurement vector, complex dictionary and complex additive white Gaussian noise (CAWGN)). A sufficient condition that OMP can recover …
This paper is partly based on a lecture delivered by the author at the ERC workshop "Geometric Partial Differential Equations" held in Pisa in September 2012. What is presented here is an expanded version of that lecture.
This lecture notes are an expanded version of the course given at the ERC-School on Geometric Measure Theory and Real Analysis, held in Pisa, September 30th - October 30th 2013. The lectures aim to explain the main steps of a new proof of the partial regularity of area minimizing integer rectifiable currents in higher …
DOC3 learns from contradictions to improve deep one class classification.
problem Deep one class classification problems.
method Formalizes learning from contradictions for one class large-margin loss, proposes DOC3 algorithm.
result DOC3 incurs lower generalization error compared to traditional inductive learning.
We consider the Orthogonal Least-Squares (OLS) algorithm for the recovery of a m-dimensional k-sparse signal from a low number of noisy linear measurements. The Exact Recovery Condition (ERC) in bounded noisy scenario is established for OLS under certain condition on nonzero elements of the signal. The new result a…
This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints. It appears that the mathematical problem is more complex than the traditional risk budgeting problem. The formulation of the optimization program is particularly critical in order to determine the right risk …
Human stablecoin transactions predict political risk in cryptocurrency markets.
problem Predicting political risk in cryptocurrency markets.
method Structural break analysis and surrogate-based robustness tests.
result Human-driven stablecoin transactions shift significantly before major political events.
The problem of adaptive noisy clustering is investigated. Given a set of noisy observations Zi=Xi+εi, i=1,...,n, the goal is to design clusters associated with the law of Xi's, with unknown density f with respect to the Lebesgue measure. Since we observe a corrupted sample, a direct approach as the popular …
Agent-to-agent finance aims to manage payments and trust for AI agents.
problem Managing financial interactions between autonomous AI agents.
method Develops agent-to-agent finance concept and explores blockchain solutions.
result Agent-to-agent finance can address coordination frictions in financial markets.