Debt-financed collateral in DeFi increases stability risks.
problem Financial stability risks in DeFi ecosystems due to debt-financed collateral.
method Categorization and classification algorithm to measure debt-financed collateral.
result Wide-spread use of stablecoins as debt-financed collateral increases financial stability risks.
Study quantifies systemic risk in DeFi using network analysis.
problem Systemic risk in decentralized finance (DeFi) ecosystem.
method Network-based fragility analysis of TVL dynamics.
result Developed CFI and RCS to quantify structural fragility and risk contribution.
The paper analyzes risks and revenue dynamics of a liquid restaking protocol in decentralized finance.
problem Interconnected risks and revenue dynamics of a liquid restaking protocol in decentralized finance.
method Empirical analysis using OLS regression, Granger-causality, and random forest feature importance tests.
result Revenue is primarily driven by value locked in the ecosystem, yield of liquid restaking token, and multi-blockchain expansion.
Paper introduces a method to assess liquidity risk in meme tokens using entity-linked address analysis.
problem High market volatility and vulnerability to manipulation in meme tokens.
method Multi-dimensional approach integrating fund flow analysis, behavioral similarity, and anomalous transaction detection.
result Significant disparities between apparent and actual liquidity in meme token markets.
This paper evaluates investment risks in LATAM AI startups using DCF method.
problem Unique challenges and risks faced by LATAM tech startups.
method Total Addressable Market (TAM), Serviceable Available Market (SAM), and Serviceable Obtainable Market (SOM) metrics; Discounted Cash Flow (DCF) method.
result Developed a ranking of emerging powers in Latin America for tech startup investment.
This study maps systemic risks in TradFi and DeFi, highlighting their interdependence.
problem Systemic risks in traditional and decentralized finance.
method Conceptual model and comparative analysis of TradFi and DeFi.
result Systemic risks in DeFi can affect TradFi and vice versa, creating a crosstagion effect.
Over the last 23 years, the U.S. Securities and Exchange Commission has required over 34,000 companies to file over 165,000 annual reports. These reports, the so-called "Form 10-Ks," contain a characterization of a company's financial performance and its risks, including the regulatory environment in which a company op…
Large corporate credit models may be adapted for small business risk assessment.
problem Limited data and lack of credit analysts for small businesses.
method Adapting large corporate credit risk models for small businesses.
result Adapted models can predict small business credit risk effectively.
Thanks to the recent availability of comprehensive and detailed online databases of startup companies, it has become possible to more directly investigate startup ecosystems i.e. startup populations in specific regions. In this paper, we analyze the emergence of 20+ such ecosystems in Europe and the USA, with a specifi…
Proposes a new framework for environmental CVA with robust wrong-way risk.
problem Limited operational implementations of translating environmental scenarios into CVA.
method Three components: hazard rate mapping, tail generators, and KL divergence-based wrong-way risk bound.
result Nature CVAs can vary significantly across different ecosystem generators.
LightAutoML automates ML for a large financial services company.
problem Building high-quality ML models for a complex financial ecosystem.
method Developed an AutoML system tailored to a large European financial services company's unique requirements.
result LightAutoML outperformed experienced data scientists and other open-source solutions.
Study examines European banks' digital transformation strategies.
problem Lack of a common framework for open banking innovation in banking sector.
method Qualitative analysis of partnerships and API development.
result European banks are diversifying and boosting customer relationship management.
Defines data science as a natural ecosystem with challenges and missions.
problem Challenges and missions in data science due to 5D complexities and data life cycle phases.
method Systemic and data-centric view of data science as a fusion of data universe and its challenges, formalizing a general-purpose architecture.
result Essential data science as a natural ecosystem integrating specific disciplines and high-impact applications.
Paper introduces OCRR Score for quantifying DeFi wallet credit risk.
problem Inability to assess credit risk in decentralized finance.
method Probabilistic measure based on historical and predictive on-chain activity.
result Dynamic adjustment of LTV and LT based on wallet risk profile.
FLUXtrapolation benchmarks machine learning for extrapolating ecosystem fluxes under distribution shifts.
problem Machine learning challenges in extrapolating ecosystem fluxes under distribution shifts.
method Defined temporal, spatial, and temperature-based extrapolation scenarios; evaluated performance across domains, temporal aggregations, and tail errors.
result Baselines perform similarly under median hourly RMSE but differ under tail-focused and multi-scale evaluations.
The collection and analysis of user data drives improvements in the app and web ecosystems, but comes with risks to privacy. This paper examines discrete distribution estimation under local privacy, a setting wherein service providers can learn the distribution of a categorical statistic of interest without collecting …
New SigSwap model for path-dependent financial risk.
problem Managing complex, path-dependent financial risks.
method Geometry-based approach using path-signature and Signature Expected Shortfall.
result Path-dependent risks can be converted into transparent risk factors.
Study analyzes financial intermediation costs in decentralized lending protocols.
problem Understanding the cost of financial intermediation in decentralized lending protocols.
method Analysis of publicly available data on rates, supply, borrow activity, and accounts.
result Ex-post margins are 1% and lower for stablecoin markets.
Dynamic risk assessment method for WUI fires improves upon static frameworks.
problem Static risk assessment methods fail to capture dynamic changes in WUI fire risks.
method Dynamic evaluation matrix, grey incidence analysis, optimization model.
result The proposed method effectively captures dynamic risk evolution patterns.
Uniswap analyzes liquidity provider risk and impermanent loss.
problem Risk and loss for liquidity providers in decentralized exchanges.
method Improved impermanent loss function for Uniswap v2, v3 comparison.
result Improved impermanent loss function for Uniswap v2.
Study proposes optimal risk-aware interest rates for crypto lending protocols.
problem Determining optimal interest rates for decentralized lending protocols to maximize profit and minimize risk.
method Agent-based model, Riccati-type ODEs for linear behaviors, Monte-Carlo estimator and deep learning for nonlinear behaviors.
result Calibrated model shows superior risk-adjusted performance compared to industry-standard interest rate models.
EcoCast predicts biodiversity risks using satellite data and citizen science records.
problem Unprecedented shifts in species distributions due to climate change and habitat loss.
method Spatio-temporal model using sequence-based transformers and continual learning.
result Promising improvements in forecasting bird species distributions compared to Random Forest.
Study develops hybrid model to mitigate stablecoin liquidity risk.
problem Increasing integration of stablecoins introduces liquidity risk during market stress.
method Hybrid monetary architecture with 100% reserve backing and liquidity facilities.
result Demonstrates significant reduction in peg deviations and stress persistence.
Forest management relies on the evaluation of silviculture practices. The increase in natural risk due to climate change makes it necessary to consider evaluation criteria that take natural risk into account. Risk integration in existing software requires advanced programming skills.We propose a user-friendly software …
Study analyzes risk management in Aave and Compound lending protocols, finding v3 better than v2.
problem Risk management in decentralized lending protocols.
method Cross-version and cross-chain analysis using fixed effects model.
result v3 protocols have better risk management, with stronger impact on L2 blockchains.
Flashot visualizes Flash Loan attacks in DeFi systems.
problem Lack of standard tools to study Flash Loan attacks in DeFi.
method Proposes Flashot, a prototype to transparently illustrate asset flows.
result Demonstrates the effectiveness of Flashot in studying Flash Loan attacks.
A machine learning model improves relative valuation of municipal bonds.
problem Challenges in determining the value or relative value of municipal bonds.
method Proposes a supervised similarity framework using CatBoost algorithm to identify similar bonds based on risk profiles.
result The similarity-based method outperforms rule-based and heuristic-based methods in back-testing.
This paper explores how decentralized finance mitigates traditional finance's shortcomings.
problem Lack of transparency and moral hazard in centralized finance.
method Analysis of smart contracts and decentralized governance in DeFi.
result DeFi mitigates traditional finance's shortcomings through decentralized governance and smart contracts.
Stablecoins are reshaping global monetary systems, offering hybrid structures with public and private monies.
problem The evolution of stablecoins from crypto innovation to a global monetary component.
method Econometric analysis and hybrid system design modeling.
result Stablecoins maintain strong peg stability, and a hybrid system design ensures financial resilience.
Study examines crypto-backed stable derivatives in DeFi, focusing on DAI.
problem Stability of crypto-backed stablecoins in DeFi.
method Introduced a belief parameter to simulate DAI, proposed a mathematical model, analyzed risk factors.
result Belief parameter improves simulation of DAI price stability.
This paper explores leverage staking with stETH, revealing high returns but also significant risks.
problem Leverage staking introduces risks through intensified selling pressure and cascading liquidations.
method Formal framework for leverage staking, stress tests under extreme conditions of stETH devaluation.
result Leverage staking amplifies risks, leading to intensified selling pressure and price declines.
SFC aims to protect the Amazon with a digital currency and smart contracts.
problem Protecting the Amazon's ecosystem and ensuring resource credibility.
method Blockchain, digital contracts, smart contracts with oracles.
result Ensures credibility and security for financial resources invested in Amazon projects.
Newsroom in online ecosystem is difficult to untangle. With prevalence of social media, interactions between journalists and individuals become visible, but lack of understanding to inner processing of information feedback loop in public sphere leave most journalists baffled. Can we provide an organized view to charact…
This study examines liquidation risks in DeFi lending markets.
problem Liquidity risks in decentralized finance lending protocols.
method Quantitative analysis of liquidation data from four major DeFi platforms.
result Current liquidation mechanisms incentivize liquidators but lead to excessive collateral sales.
skfolio optimizes portfolios using Python, integrating machine learning.
problem Fundamental challenge in quantitative finance: robust portfolio optimization.
method Unified framework for diverse allocation strategies, including statistical and machine learning methods.
result Promotes reproducibility and transparency in quantitative finance.
The paper analyzes security issues in blockchain ecosystems with multiple SSPs and proposes two models for better stake management.
problem Security issues in blockchain ecosystems with multiple SSPs and stake fragmentation.
method Formalized the Multiple SSP Problem and analyzed two architectures: Model M and Model S through convex optimization and game-theoretic lens. result Model S achieves tighter security guarantees through single validator sets and aggregated slashing logic. The green area of economy is the key of healthy living. It is necessary to convene economic and ecologic framework to establish a market attentive to drastic reduction of emissions damaging our climate and landscapes in rural areas, to the protection of biological diversity of the planet, to stop producing nuclear wast…
Survey of yield farming protocols in DeFi.
problem Understanding and evaluating yield farming mechanisms in DeFi.
method Analyzed smart contracts, performed simulations, reviewed literature.
result Characterized major yield aggregators and identified risks.
FST.ai 2.0 improves Taekwondo decision-making with AI, reducing review time and increasing trust.
problem Fair, transparent, and explainable decision-making in Taekwondo.
method Pose-based action recognition, epistemic uncertainty modeling, interactive dashboards.
result 85% reduction in decision review time, 93% referee trust in AI-assisted decisions.
RIVCoin stabilizes cryptocurrency portfolios through a DAO and redistributes income.
problem Stabilizing cryptocurrency value and aligning incentives for all users.
method Decentralized DAO, diversified reserves, and income redistribution.
result Aligns incentives for wealthier users to stabilize smaller users' risk.
The AIBC is an Artificial Intelligence and blockchain technology based large-scale decentralized ecosystem that allows system-wide low-cost sharing of computing and storage resources. The AIBC consists of four layers: a fundamental layer, a resource layer, an application layer, and an ecosystem layer. The AIBC implemen…
We introduce Microsoft Machine Learning for Apache Spark (MMLSpark), an ecosystem of enhancements that expand the Apache Spark distributed computing library to tackle problems in Deep Learning, Micro-Service Orchestration, Gradient Boosting, Model Interpretability, and other areas of modern computation. Furthermore, we…
The study analyzes how cross-chain interoperability affects decentralized lending protocols' performance.
problem Understudied cross-chain elements in DeFi lending risk management.
method Panel regression fixed effects and OLS models applied to empirical analysis.
result Cross-chain activity impacts protocol performance, with bridge volume being a critical driver.
Study examines machine learning competitions' impact on AI development.
problem Fostering innovation and skill development in AI.
method Analysis of major competition platforms, workflows, and participant demographics.
result MLCs promote collaboration, reproducibility, and continuous innovation in AI.
Enhances VC startup success predictions using graph augmented time series models.
problem Challenges in predicting startup success due to limited financial data and subjective forecasts.
method Integrates inter-company relationships into time series analysis using GraphRAG.
result Significantly outperforms previous models in startup success predictions.
The reproducibility of scientific research has become a point of critical concern. We argue that openness and transparency are critical for reproducibility, and we outline an ecosystem for open and transparent science that has emerged within the human neuroimaging community. We discuss the range of open data sharing re…
In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." In this manuscript we introduce the SciML software ecosystem as a tool for mixing the information of physical laws and scientific models with data-driven machine learning approache…
Study maps research streams in biodiversity finance, identifies key areas.
problem Biodiversity loss and need for finance to reverse trends.
method Quantitative bibliometric analysis of 189,456 references.
result Identifies eight primary research streams in biodiversity finance.