Panoptic trades options without oracles on Ethereum.
problem Trading options without relying on oracles.
method Perpetual, trustless, instant-settlement protocol on Ethereum.
result Trustless, permissionless trading of options on Uniswap v3.
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.
168,657 papers · 148 categories
Trend · papers per month
48 results for “Trading Ecosystem”
Centralized exchanges influence staking behavior and decentralization in Proof of Stake blockchain ecosystems.
problem How do centralized exchanges affect staking behavior and decentralization in Proof of Stake blockchain ecosystems?
method Formulate a continuous-time mean field model of miners as validators and traders in a centralized market.
result Centralized trading activities enhance staking participation and promote decentralization through market incentives.
Study identifies NFT whales driving the market with consistent high returns.
problem Lack of financial analysis of NFT trading ecosystem.
method Longitudinal study of 3.8M NFT transactions, classifying traders into whales, dolphins, and minnows.
result Top 0.1% of NFT traders (whales) drive the market with consistent, high returns.
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 reveals widespread manipulation of meme coins, leading to significant economic losses.
problem Widespread manipulation of meme coins leading to economic losses.
method Cross-chain analysis of 34,988 tokens across Ethereum, BNB Smart Chain, Solana, and Base.
result 82.8% of high-return tokens show evidence of artificial growth strategies.
This study reviews decentralized prediction markets, identifying key design variants and open problems.
problem Designing and implementing decentralized prediction markets with desirable properties.
method Modular workflow comprising eight stages: infrastructure, market topic, share structure, pricing, market initialization, trading, resolution, settlement, and archiving. Analysis of design variants and trade-offs.
result Identification of open problems for researchers in the field of decentralized prediction markets.
Cryptocurrencies evolve through survival of the fittest, modeled with evolutionary finance.
problem Understanding the dynamics of cryptocurrency markets.
method Evolutionary finance concepts applied to toy models of cryptocurrency data.
result Survival of the fittest in cryptofinance is explained through scaling laws.
The emerging sectoral diversity of startup ecosystemsphysics.soc-ph
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…
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.
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 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.
DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity poolsq-fin.TR
Study characterizes Uniswap v3 liquidity pools using transaction graphs and identifies ideal trading conditions.
problem Computational expense in analyzing the full Uniswap v3 ecosystem.
method Extracted and analyzed a sub-universe of liquidity pools, using transaction graphs and graph2vec algorithm.
result Identified seven clusters of liquidity takers with similar trading preferences and introduced an ideal crypto law.
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.
This paper examines unfair trading practices in NFT markets.
problem Sophisticated actors exploit market inefficiencies for unfair profits.
method Analyzes three types of opportunistic trading strategies.
result Identifies and categorizes unfair trading practices in NFT markets.
A Line Graph-Based Framework for Identifying Optimal Routing Paths in Decentralized Exchangesq-fin.CP
LG algorithm finds profitable trading paths in decentralized exchanges.
problem Identifying optimal trading paths in decentralized exchanges.
method Line-graph-based algorithm (LG) for efficient route discovery.
result LG consistently identifies more profitable paths than DFS with comparable costs.
NFTs revolutionize art sales by providing proof of ownership.
problem Lack of provenance and authenticity in digital art.
method Analysis of major art NFT marketplaces.
result NFTs reduce the need for intermediaries in the art trade.
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.
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.
QubitSwap improves DEX efficiency by reducing impermanent loss and slippage.
problem Challenges in decentralised exchanges, especially impermanent loss and slippage.
method Hybrid approach integrating external oracle price with internal pool dynamics, parameterized by .
result Reduction in impermanent loss and slippage compared to traditional DEX frameworks.
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…
Factor Engine simplifies financial factor computation and analysis in Python.
problem Efficient computation and analysis of financial factors.
method Modular, extensible Python library with decorators, integrates with data science ecosystem.
result Mispricing factors computed by Factor Engine and Stata implementation are highly similar.
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.
Standing Forest Coin (SFC)q-fin.GN
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.
Deep Poisson Factorization Machines: factor analysis for mapping behaviors in journalist ecosystemcs.CY
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…
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 and Model through convex optimization and game-theoretic lens.
result Model achieves tighter security guarantees through single validator sets and aggregated slashing logic.
Study compares market microstructure between two South African exchanges.
problem Understanding price response dynamics and market microstructure differences between two South African exchanges.
method Comparative analysis of returns distributions, auto-correlations, price impact, and trading costs on different time scales.
result Similar stylized facts emerge as measurement time scale increases, but price responses vary significantly.
Stylized facts in Web3q-fin.ST
Study compares Web3 tokens to traditional assets, finding similar statistical properties.
problem Understanding statistical properties of Web3 tokens compared to traditional financial assets.
method Statistical analysis of various Web3 tokens across multiple time scales, comparing with traditional financial assets.
result Most Web3 tokens exhibit similar stylized facts to traditional financial assets, including heavy tails and volatility clustering.
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…
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.
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.
Circular transformation of the European steel industry renders scrap metal a strategic resourceq-fin.TR
European steel industry shifts to electric arc furnaces, reducing scrap imports and increasing competition.
problem Reducing CO2 emissions in the European steel industry through electric arc furnaces.
method Combining trade data with business intelligence to model the impact of EAF capacity on scrap trade.
result Scrap imports decrease as EAF capacity increases, highlighting the need for a new business ecosystem.
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…
The World Trade Web (WTW) is a weighted network whose nodes correspond to countries with edge weights reflecting the value of imports and/or exports between countries. In this paper we introduce to this macroeconomic system the notion of extinction analysis, a technique often used in the analysis of ecosystems, for the…
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…
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.
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.
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.
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.
Study uses sentiment analysis to predict cryptocurrency token returns in virtual reality.
problem Predicting cryptocurrency token returns in virtual reality economies.
method Used BERT for sentiment analysis and developed LSTM models integrating multi-modal features.
result Multi-modal model significantly outperforms price-only baseline in prediction accuracy.
The blockchain technology promises to transform finance, money and even governments. However, analyses of blockchain applicability and robustness typically focus on isolated systems whose actors contribute mainly by running the consensus algorithm. Here, we highlight the importance of considering trustless platforms wi…
This study compares CeFi and DeFi, finding some DeFi assets are not truly decentralized.
problem Understanding the differences and boundaries between CeFi and DeFi.
method Systematic analysis covering legal, economic, security, privacy, and market manipulation aspects.
result Certain DeFi assets may not be truly decentralized and pose security risks.
Kernelmethods library simplifies kernel-based ML in Python.
problem Lack of a well-defined Python library for kernel-based ML.
method Develops a Python library that supports various kernel types and customizations.
result Enables efficient, modular, and interoperable kernel-based operations.
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.
Study creates open-access wildfire dataset for Russia.
problem Data scarcity for comprehensive Eurasian wildfire research.
method Machine learning for exploratory data analysis and predictive modeling.
result Identified key environmental factors influencing fire behavior.