LLM agents discover cryptocurrency factors under reproducible constraints.
problem Flexibility of LLM agents in empirical discovery leads to uncontrolled search.
method Sequential hypothesis search with fixed data splits and portfolio tests.
result Ridge-combined portfolio achieves 44.55% annualized return in out-of-sample period.
This paper improves domain adaptation methods using graph embedding.
problem Alleviating distribution gaps between different data domains.
method Formulate domain adaptation as graph embedding, analyze loss functions, propose rectified evaluation protocol.
result Improved benchmarks on standard datasets demonstrate the effectiveness of the proposed methods.
Novel framework for systemic risk analysis in financial markets.
problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.
Torch-Points3D simplifies 3D deep learning research and reproducibility.
problem Lack of transparency and reproducibility in 3D deep learning research.
method Modular framework with quality-of-life features, standardized protocols, and open-source implementation.
result Facilitates fair and rigorous evaluation of 3D deep learning methods.
New protocol evaluates synthetic data for temporal consistency.
problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.
This study assesses the reproducibility of 1H-MRS scans across different vendors and sessions.
problem Lack of harmonization in magnetic resonance spectroscopy protocols among vendors.
method Analysis of CV and ICC for within- and between-sessions, and correlation coefficients for across machines.
result Metabolite concentrations are highly reproducible across different vendors and sessions.
GraphBench creates a unified benchmark for graph learning tasks.
problem Fragmented benchmarking practices and inconsistent evaluation protocols in graph learning.
method Developed a comprehensive benchmark suite with standardized evaluation protocols.
result Established principled baselines for future research in graph learning.
RL Unplugged benchmarks offline RL methods across diverse domains.
problem Evaluate offline reinforcement learning methods without online data collection.
method Proposes a benchmark suite with diverse datasets and detailed evaluation protocols.
result Demonstrates the effectiveness of offline RL methods across various domains.
New study on time series anomaly detection shows overlapping inference improves performance.
problem Heterogeneous evaluation practices and inference procedures in time series anomaly detection.
method Unified training, tuning, and evaluation protocol on TSB-AD benchmark, analyzing overlapping vs. disjoint inference.
result Overlapping inference yields consistent improvements, with average relative gain up to +28%.
Unified framework evaluates synthetic financial data models.
problem Data scarcity and confidentiality in finance hinder model development and testing.
method Multi-criteria evaluation of three generative paradigms: ARIMA-GARCH, VAEs, and TimeGAN.
result TimeGAN achieves the best balance between realism and temporal coherence.
Maker Protocol manages Dai stable coin on Ethereum blockchain.
problem Managing decentralized finance applications on blockchain.
method Analyzes Maker Protocol's components and governance.
result Maker Protocol is a significant decentralized finance application.
Compound Finance optimizes risk metrics for V3 protocol using Chainrisk simulations.
problem Optimizing systemic risks in Compound V3 protocol.
method Millions of Chainrisk simulations to evaluate VaR and LaR, providing parameter adjustments.
result Optimization framework enhances protocol stability.
This paper examines interest rates and market efficiency in DeFi loanable funds protocols.
problem Equilibrium of supply and demand for loanable funds in DeFi protocols.
method Review of interest rate mechanisms in Compound, Aave, and dYdX; empirical analysis of market efficiency and inter-connectedness.
result Interest rate rules in DeFi protocols do not always equilibrate supply and demand.
We study the power of interactivity in local differential privacy. First, we focus on the difference between fully interactive and sequentially interactive protocols. Sequentially interactive protocols may query users adaptively in sequence, but they cannot return to previously queried users. The vast majority of exist…
New federated learning protocols resist Byzantine failures and offer privacy guarantees.
problem Resisting Byzantine failures in federated learning.
method Proposes robust federated learning protocols with optimal statistical rates and privacy guarantees.
result Achieves nearly optimal statistical rates and tight rate in terms of all parameters for strongly convex losses.
The paper analyzes how mutable blockchain protocols affect miner behavior and strategic stability.
problem The mutability of blockchain protocols undermines long-term planning and cooperative equilibria.
method Integrates Austrian capital theory with repeated game theory to examine miner behavior under different institutional conditions.
result Effective time preference increases when protocol rules are mutable, leading to political rent-seeking and undermining strategic coherence.
Protocol minimizes disclosure in classification tasks.
problem Ensuring minimal disclosure in classification protocols.
method Developed a protocol for multi-party classification that minimizes non-responsive document disclosure.
result Guarantees minimal disclosure of non-responsive documents.
This study measures liquidity risks in Aave, a blockchain lending protocol.
problem Liquidity risks in lending protocols, especially in Aave.
method Measurements of liquidity risks using Aave as a case study, focusing on available liquidity and market concentration.
result Liquidity risks in Aave are volatile and affect the protocol negatively, especially for repeat borrowers.
Paper presents a risk management framework for blockchain protocols.
problem Blockchain protocol risks affecting DLT and digital assets.
method Developed a comprehensive risk management framework using traditional taxonomy.
result Structured approach to identify, measure, monitor and report blockchain protocol risks.
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.
The paper gives bounds for how long it takes for gossip protocols to spread information in networks.
problem Understanding the diffusion time in asynchronous gossip protocols.
method Provides non-asymptotic bounds for the number of messages needed for consensus in asynchronous gossip protocols.
result Explicit formula and approximation for the number of messages needed for consensus in different types of graphs.
Paper explores how to design federated learning protocols that benefit all participants while maintaining privacy.
problem Privacy concerns undermine the accuracy benefits of federated learning in privacy-sensitive domains.
method The paper provides conditions for mutually beneficial federated learning protocols and designs protocols that maximize total utility and accuracy.
result The paper demonstrates that federated learning can be designed to be mutually beneficial, striking a balance between privacy and model accuracy.
FEET protocol evaluates foundation models across three scenarios.
problem Lack of standardized evaluation protocols for foundation models.
method Structured evaluation protocol across three use cases: frozen, few-shot, and fine-tuned embeddings.
result Demonstrates comprehensive assessment of foundation models' effectiveness.
A scalable protocol for federated averaging with privacy and correctness guarantees.
problem Privacy and correctness in federated learning from multiple parties.
method Scalable protocol using correlated and independent Gaussian noise, analyzed for differential privacy and graph topology.
result Nearly matches trusted curator model's utility with minimal communication.
Survey of yield farming protocols in DeFi.
problem Understanding and evaluating yield farming mechanisms in DeFi.
method Analyzed smart contracts, performed simulations, reviewed literature.
result Characterized major yield aggregators and identified risks.
In recent work, Cheu et al. (Eurocrypt 2019) proposed a protocol for n n n -party real summation in the shuffle model of differential privacy with O ε , δ ( 1 ) O_{ε, δ}(1) O ε , δ ( 1 ) error and Θ ( ε n ) Θ(ε\sqrt{n}) Θ ( ε n ) one-bit messages per party. In contrast, every local model protocol for real summation must incur error Ω ( 1 / n ) Ω(1/\sqrt{n}) Ω ( 1/ n ) , and there exist …
FinRL-X unifies trading components for AI and rule-based strategies.
problem Inconsistent between research and live deployment in trading platforms.
method Modular architecture integrating data processing, strategy construction, backtesting, and execution.
result Unified protocol supports AI and rule-based trading components without altering execution.
Paper proves convergence of MDL to Einstein-Hilbert with boundary term.
problem Proving convergence of discrete MDL to continuous Einstein-Hilbert action.
method Proves \(Γ\)-convergence using diffeomorphism-natural discrete MDL-type functional.
result Identifies Carathéodory densities and obtains \(\liminf/\limsup\) bounds.
New model improves histopathology classification across magnifications.
problem Robust histopathology classification is difficult due to magnification shift.
method Domain-general model using stable sparse embedding signatures.
result Domain-general model outperformed baseline and GAN augmentation.
Superconducting circuit technologies have recently achieved quantum protocols involving closed feedback loops. Quantum artificial intelligence and quantum machine learning are emerging fields inside quantum technologies which may enable quantum devices to acquire information from the outer world and improve themselves …
This study aims to improve communication between fragmented blockchain systems in finance.
problem Inefficient and insecure communication in fragmented blockchain systems.
method Analysis of cross-chain interoperability protocols and their properties.
result Comparison and evaluation of cross-chain interoperability protocols.
This work studies differential privacy in the context of the recently proposed shuffle model. Unlike in the local model, where the server collecting privatized data from users can track back an input to a specific user, in the shuffle model users submit their privatized inputs to a server anonymously. This setup yields…
Study analyzes financial intermediation costs in decentralized lending protocols.
problem Understanding the cost of financial intermediation in decentralized lending protocols.
method Analysis of publicly available data on rates, supply, borrow activity, and accounts.
result Ex-post margins are 1% and lower for stablecoin markets.
New protocol reduces communication costs for heterogeneous bandits over complex networks.
problem Minimizing group regret in a multi-agent, heterogeneous bandit setting over complex networks.
method Flooding with Absorption (FwA) protocol for heterogeneous bandits over complex networks.
result FwA protocol significantly reduces communication costs compared to flooding while maintaining similar regret performance.
Federated learning promises to make machine learning feasible on distributed, private datasets by implementing gradient descent using secure aggregation methods. The idea is to compute a global weight update without revealing the contributions of individual users. Current practical protocols for secure aggregation work…
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.
A contextual care protocol is used by a medical practitioner for patient healthcare, given the context or situation that the specified patient is in. This paper proposes a method to build an automated self-adapting protocol which can help make relevant, early decisions for effective healthcare delivery. The hybrid mode…
Secure Aggregation protocols allow a collection of mutually distrust parties, each holding a private value, to collaboratively compute the sum of those values without revealing the values themselves. We consider training a deep neural network in the Federated Learning model, using distributed stochastic gradient descen…
Study proposes optimal risk-aware interest rates for crypto lending protocols.
problem Determining optimal interest rates for decentralized lending protocols to maximize profit and minimize risk.
method Agent-based model, Riccati-type ODEs for linear behaviors, Monte-Carlo estimator and deep learning for nonlinear behaviors.
result Calibrated model shows superior risk-adjusted performance compared to industry-standard interest rate models.
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.
Swarm systems constitute a challenging problem for reinforcement learning (RL) as the algorithm needs to learn decentralized control policies that can cope with limited local sensing and communication abilities of the agents. While it is often difficult to directly define the behavior of the agents, simple communicatio…
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.
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.
Improved distributed learning with reduced communication costs.
problem Efficient communication in resource-constrained environments for distributed learning.
method Proposed a cost-effective partial communication protocol.
result Communication cost is reduced to O ( log T ) O(\log T) O ( log T ) , improving significantly on full communication. Learning knowledge representation is an increasingly important technology applicable in many domain-specific machine learning problems. We discuss the effectiveness of traditional Link Prediction or Knowledge Graph Completion evaluation protocol when embedding knowledge representation for categorised multi-relational d…
New protocols show 1-bit mean estimation can be order-optimal without interaction.
problem Can 1-bit mean estimation be optimal without interaction?
method Adaptive and non-adaptive threshold and interval queries, with one adaptive transition.
result Arbitrary non-adaptive quantizers can match the adaptive rate, suggesting interaction is not necessary.
Improved AMM protocol supports diverse loan maturities in DeFi.
problem Challenges in designing AMMs for fixed-income lending with time-related complexities.
method Generalized BondMM protocol to support arbitrary maturities.
result BondMM-A protocol demonstrates superior performance in interest rate stability and financial robustness.
We consider distributed online learning protocols that control the exchange of information between local learners in a round-based learning scenario. The learning performance of such a protocol is intuitively optimal if approximately the same loss is incurred as in a hypothetical serial setting. If a protocol accomplis…