Study on TVL computation in DeFi protocols, proposing verifiable metrics.
problem Lack of standardization and verifiability in TVL computation.
method Systematic study of 939 DeFi projects, analyzing methodologies and proposing vTVL.
result 240 protocols use repeated balance queries, limiting verifiability.
Study finds TVL doesn't predict cryptocurrency returns.
problem Assumption of TVL predicting returns in crypto markets.
method Examined TVL-sorted portfolios against crypto market returns, using various TVL measures.
result TVL-sorted portfolios' returns are linear functions of crypto market returns, replicable with standard tools.
New framework TVR assesses true DeFi value, revealing substantial double counting.
problem TVL is easily manipulated and inflated in DeFi, leading to unreliable metrics.
method Proposed a new framework TVR to assess true underlying value of DeFi.
result TVR reveals substantial double counting in DeFi, with a gap of $139.87 billion at peak.
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.
Paper develops a risk scoring framework for tokenized RWA markets.
problem Tokenized assets may not reflect true risk due to illiquidity and concentration.
method Develops a risk scoring framework based on observable indicators.
result Assets with limited transfer activity and concentrated ownership have high empirical risk.
Study factors affecting liquidity on decentralized exchanges, introducing new metrics.
problem Understanding and predicting liquidity on decentralized exchanges (DEXs).
method Analyzes platform, blockchain, token pair, and liquidity pool factors; introduces new metrics.
result Identifies how various factors affect liquidity through concentration and total value locked.
This paper introduces STAP to measure DEX efficiency and shows better routing algorithms increase DEX performance and stakeholder benefits.
problem Measuring and improving the efficiency of decentralized exchanges (DEXs).
method Introduces STAP as a measure of DEX efficiency and compares two routing algorithms.
result Better routing algorithms improve DEX efficiency and stakeholder benefits.
Study shows cryptocurrency market impact on DeFi returns stronger than other drivers.
problem Understanding drivers of DeFi returns and their relative importance.
method Investigated four drivers: cryptocurrency market exposure, network effect, investor attention, and valuation ratio. Designed a new market index, DeFiX.
result Cryptocurrency market impact on DeFi returns is stronger than other drivers and provides superior explanatory power.
Stablecoin liquidity was affected by the SVB collapse, with USDC's transparency leading to market reactions.
problem Impact of stablecoin transparency on liquidity during market turmoil.
method Adapted MCI measure to Uniswap, Difference-in-Differences analysis on MCI and TVL, measured liquidity concentration.
result USDC's transparency led to swift market reactions, while USDT's opacity provided a safety net.
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.
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.
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.
Framework scores DeFi users based on liquidity and trading behavior.
problem Distinguishing between liquidity provision and active trading in DeFi.
method Rule-based decomposition, deep residual neural network, pool-level context.
result Deep residual neural network improves user scoring and risk assessment.
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.
Uniswap v3 LPs suffer significant Impermanent Loss despite higher fees.
problem Impermanent Loss in leveraged liquidity provision on Uniswap v3.
method Analysis of 17 pools covering 43% of TVL, calculating fees and IL.
result LPs would have been better off by $60.8m had they HODLd.
RAmmStein optimizes liquidity management in AMMs by learning to rebalance efficiently.
problem Optimal control of concentrated liquidity in decentralized exchanges.
method Formulates as an optimal control problem, uses Deep Reinforcement Learning with HJB-QVI.
result Achieves highest net ROI (1.60%) compared to greedy strategies, reduces rebalancing frequency by 85%.
Quantum computing speeds up multi-period asset allocation.
problem High computational complexity in classic computing for multi-period asset allocation.
method Applied quantum computing to simulate multi-asset portfolio using historic data.
result Quantum computing offers significant advantages over classical computing in finance.
The paper analyzes the pricing of a new compute futures asset.
problem Uncertainty in AI adoption and pricing of compute capital.
method An asset-pricing framework for compute futures, including synthetic futures pricing.
result Preliminary evidence suggests a positive compute risk premium.
Quantum computing offers energy savings over classical computing.
problem Energy efficiency in computing services.
method Cournot competition model constrained by energy usage.
result Quantum computing firms can outperform classical counterparts in energy efficiency.
The paper introduces reservoir computing models for complex systems.
problem Modeling complex engineering systems using nonlinear autoregression.
method Introduces reservoir computing with output feedback as stationary and ergodic infinite-order nonlinear autoregressive models.
result Demonstrates versatility of classical and quantum reservoir computers in modeling synthetic and real data.
Defines computable learning for binary classification over metric spaces.
problem Defines computable PAC learning for binary classification over computable metric spaces.
method Provides sufficient conditions for ERM learners to be computable and bounds the strong Weihrauch degree of an ERM learner.
result Gives a hypothesis class that does not admit any proper computable PAC learner with computable sample function.
Automatic computation speeds up crosscap number calculation for alternating knots.
problem Computing crosscap numbers for alternating knots efficiently.
method Introduced an automatic computation with complexity O(E3). result Crosscap numbers of alternating knots can be computed in O(E3) time. TKFT models computation via smooth vector fields, simulating functions in a single dynamical step.
problem Modeling computation in a single step.
method Established Topological Kleene Field Theory (TKFT) as a new model of computation.
result Any computable function can be simulated in a single go of a dynamical system.
Most neural networks utilize the same amount of compute for every example independent of the inherent complexity of the input. Further, methods that adapt the amount of computation to the example focus on finding a fixed inference-time computational graph per example, ignoring any external computational budgets or vary…
Stochastic reservoir computing is shown to be a universal approximator.
problem Theoretical justification for using stochastic reservoirs in machine learning.
method Investigated stochastic reservoir computing using probabilities of reservoir states as readout.
result Stochastic reservoir computers are universal approximating classes.
Machine learning impacts computational math, offering new functions approximations.
problem Machine learning's black box nature hinders further progress in computational math.
method Analyzes machine learning's impact on computational math and vice versa.
result Integrating computational math with machine learning can enhance both fields.
Coded computation techniques provide robustness against straggling servers in distributed computing, with the following limitations: First, they increase decoding complexity. Second, they ignore computations carried out by straggling servers; and they are typically designed to recover the full gradient, and thus, canno…
Method for computing Khovanov homology of tangles.
problem Limited explicit computational studies of Khovanov homology for tangles.
method Arc reduction approach to compute Khovanov homology.
result Derived and computed Poincaré polynomials for simple and complex tangles.
With the rapid growth of the data volume and the fast increasing of the computational model complexity in the scenario of cloud computing, it becomes an important topic that how to handle users' requests by scheduling computational jobs and assigning the resources in data center. In order to have a better perception of…
This paper simplifies computing higher-order U-statistics efficiently.
problem The inefficiency of computing higher-order U-statistics in practice. method Decomposition, connection to Einstein summation, and treewidth-based complexity estimate.
result A new, more efficient algorithm to compute U-statistics. Survey on computational models in dynamical systems, including new universality concepts.
problem Understanding the relationship between computational models and dynamical systems.
method Review of recent works on Turing universality, Topological Kleene Field Theories, and dynamical bordisms.
result Introduction of new perspectives on computability through dynamical systems.
Computations for prime knots up to 11 crossings.
problem Computing HOMFLY homology for prime knots.
method Direct computations for all prime knots up to 11 crossings.
result HOMFLY homology determined for all prime knots up to 11 crossings.
Survey on quantum computing and neural networks.
problem Understanding and comparing quantum computing and neural networks.
method Introduction to quantum computing concepts, explanation of quantum computing paradigms, and analysis of quantum neural networks.
result Current state-of-the-art in quantum neural networks.
New methods improve Reservoir Computing for chaotic time series prediction.
problem Chaotic time series prediction in Reservoir Computing.
method Established Recurrent Kernel limit, introduced Structured Reservoir Computing.
result Structured Reservoir Computing is faster and more memory-efficient.
Quantum computing promises faster bioinformatics, but challenges remain.
problem Efficient bioinformatics processing and drug discovery.
method Quantum algorithms for optimization, simulation, and machine learning.
result Quantum computing can significantly speed up bioinformatics tasks.
We present two paradigms relating algebraic, topological and quantum computational statistics for the topological model for quantum computation. In particular we suggest correspondences between the computational power of topological quantum computers, computational complexity of link invariants and images of braid grou…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a universal computational procedure for probabilistic inference. We investigate the com…
Quantum computing promises new financial modeling.
problem Traditional financial modeling limitations.
method Overview of quantum computing applications in finance.
result Quantum computing can enhance financial modeling.
We look into computational aspects of two classical knot invariants. We look for ways of simplifying the computation of the coloring invariant and of the Alexander module. We support our ideas with explicit computations on pretzel knots.
Study error bounds in evaluating distributional computational graphs.
problem Error analysis in evaluating graphs with inputs as probability distributions.
method Establish non-asymptotic error bounds using Wasserstein-1 distance.
result Non-asymptotic error bounds for discretization errors in distributional computational graphs.
Quantum computing techniques improve graph analysis and community detection.
problem Analyzing large graphs efficiently and accurately.
method Used quantum annealing and quantum gate computers for community detection and regularity checking.
result Demonstrated the effectiveness of quantum computing in solving complex graph problems.
New method speeds up knot computations in 3D.
problem Computational complexity in knot theory.
method 3D representation of knots for faster computation.
result Savings in computational complexity for knot invariants.
PALMS reconstructs large-scale networks efficiently with parallel computing.
problem Reconstructing large-scale latent networks from observed dynamics is computationally challenging.
method PALMS (Parallel Adaptive Lasso with Multi-directional Signals) framework for distributed network reconstruction.
result PALMS substantially reduces computational complexity and storage requirements.
This paper explores the interactions between knot theory and quantum computing. On one side, knot theory has been used to create models of quantum computing, and on the other, it is a source of computational problems. Knot theory is often used to introduce topological idea to people without a formal mathematical backgr…
Adaptive compute allocation improves model performance by prioritizing harder queries.
problem Inefficiency in allocating test-time compute uniformly across all queries.
method Formulated as a bandit learning problem, proposed adaptive algorithms that estimate query difficulty and allocate compute accordingly.
result Achieved up to 15.29% relative performance improvement on various benchmarks.
Quantum computing offers financial industry new optimization and risk management tools.
problem Traditional computing limits financial industry's problem-solving capabilities.
method Structured review of quantum computing platforms, algorithms, and use cases.
result Quantum computing can enhance financial industry applications like optimization and risk management.
Optimizes K inner simulations for least-square Monte Carlo to reduce computational cost.
problem Computing conditional expectation E[f (Y)|X] with limited samples.
method Determines optimal number of Y samples (K) for given computational budget.
result Computational gain is maximized when sampling Y given X is inexpensive.
QBC uses quantum computers to speed up Bayesian computation.
problem Exponential speed-up in Bayesian computation.
method Quantum von Neumann measurement for simulating ML algorithms.
result Quantum versions of regression, Gaussian processes, and SGD.