On-device research index

arXiv research

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.

168,742 papers · 148 categories

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6 results for “Terra-Luna”

FTX's downfall and Binance's consolidation: The fragility of centralised digital financeq-fin.GN

FTX's failure linked to Terra-Luna collapse and Binance's influence.

problem FTX's collapse due to misuse of native token and reliance on leverage.

method Analyzed on-chain data, studied cryptocurrency dependency structures, and examined public trades.

result FTX's downfall was accelerated by Binance's tweets and public reaction.

FTX Terra-Luna FTT Leverage Cryptocurrency

2023-02-22abs ↗pdf ↗

Anatomy of a Stablecoin's failure: the Terra-Luna caseq-fin.GN

Study quantifies events leading to Terra project failure in 2022.

problem Terra project's fragility and dependency on Anchor protocol.

method Systematic review of social media news, hourly and transaction data analysis, network science techniques.

result Identified trigger events and analyzed dependency structures using network science.

Terra project Anchor protocol social media network science cryptocurrencies

2022-07-28abs ↗pdf ↗

Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilizationq-fin.CP

HyFi cryptocurrencies backed by institutions show lower price risk than fully decentralized ones.

problem High volatility in decentralized finance (DeFi) cryptocurrencies.

method Panel EGLS models with fixed, random, and dynamic specifications using daily data for 18 major cryptocurrencies.

result HyFi-like assets exhibit lower price risk, especially during market stress.

crypto volatility decentralized finance institutional backing hybrid framework price risk

2025-12-22abs ↗pdf ↗

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Marketsq-fin.RM

ASRI index detects crypto market risks with high precision and lead time.

problem Detecting systemic risks in cryptocurrency markets.

method Four weighted sub-indices (Stablecoin, DeFi, Contagion, Regulatory) validated against historical crises.

result ASRI detects significant abnormal signals with high statistical significance and lead time.

cryptocurrency systemic risk DeFi contagion regulatory opacity

2026-02-01abs ↗pdf ↗

Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency marketq-fin.ST

This study analyzes cryptocurrency market dynamics using a novel $q$ -dependent detrended cross-correlation method.

problem Capturing correlations at varying fluctuation amplitudes and time scales in complex systems.

method Extends traditional metrics with

q

-dependent detrended cross-correlation coefficient ρ(q,s) and

q

MSTs.

result Significant shifts in network structures during major disruptions, leading to decentralized correlations.

cryptocurrency market detrended cross-correlation network analysis fluctuation dependence complex systems

2025-09-23abs ↗pdf ↗

Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providersq-fin.GN

Study examines cryptoasset service providers in Austria, revealing global integration and distinct responses to market shocks.

problem Understanding cryptoasset integration and stress behavior in national economies.

method Directly identified on-chain addresses of Austrian crypto-asset service providers, reconstructing transaction activity across multiple cryptocurrencies.

result Austrian crypto-asset service providers are globally integrated, with distinct responses to market shocks.

stablecoins cryptoassets regulatory registry transaction-level market integration

2026-07-09abs ↗pdf ↗