A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Model explains deleveraging risks in non-custodial stablecoins.
We develop a model of stable assets, including non-custodial stablecoins backed by cryptocurrencies. Such stablecoins are popular methods for bootstrapping price stability within public blockchain settings. We derive fundamental results about dynamics and liquidity in stablecoin markets, demonstrate that these markets …
This paper analyzes liquidations in DeFi protocols, showing how price volatility can lead to significant losses.
Detects potential rug pulls in Uniswap tokens before they occur.