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

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5 results for “de-pegging”

Automated Liquidity: Market Impact, Cycles, and De-pegging Riskq-fin.PM

The paper analyzes liquidity in decentralized finance, deriving impact functions and de-pegging risks.

problem Understanding and quantifying market impact and de-pegging risk in decentralized finance.

method Derives market impact functions for optimal-growth liquidity providers, views Constant Product Market Maker as a Carnot engine, and links de-pegging risks to catastrophe bonds.

result New insights into liquidity models and de-pegging risks in decentralized finance.

decentralized finance liquidity market impact de-pegging catastrophe risk

2026-01-16abs ↗pdf ↗

Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamicsq-fin.TR

This paper uses a mean-field game to model stablecoin market dynamics and recovery.

problem Understanding who restores the peg during de-pegging events of stablecoins.

method Dynamic, agent-based mean-field game framework for fiat-collateralized stablecoins.

result The equilibrium formulation endogenously maps market frictions into a price path and order flows, allowing for stress testing and attribution of peg-reverting pressure.

stablecoins mean-field game de-pegging systemic risk market dynamics

2026-01-26abs ↗pdf ↗

Designing On-Chain Options: Amortizing Perpetual Optionsq-fin.MF

This paper designs a new on-chain option that amortizes perpetual options for blockchain environments.

problem No equivalent standard for on-chain options exists, leading to high-frequency oracles and liquidation engines failures.

method Develops an amortizing perpetual option contract tailored to blockchain constraints, introducing a decentralized market framework.

result Demonstrates that the new contract functions as a risk primitive for DeFi, enabling applications like endogenous collateralization and de-peg insurance.

on-chain options perpetual options blockchain Automated Market Maker DeFi

2026-05-18abs ↗pdf ↗

A Risk Mitigation Model of Monetary Ecosystem with Stablecoinsq-fin.RM

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.

stablecoins liquidity risk hybrid model reserve backing CBDC

2025-10-12abs ↗pdf ↗

Stablecoins and the Emerging Hybrid Monetary Ecosystemsq-fin.GN

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.

stablecoins hybrid monetary ecosystem econometrics resilience digital dollar

2025-05-16abs ↗pdf ↗