Research
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.

168,695 papers · 148 categories

Trend · papers per month

6111722 · Oct 202519922001200920172026
48 results for stake fragmentation

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 M\mathbb{M} and Model S\mathbb{S} through convex optimization and game-theoretic lens.
result Model S\mathbb{S} achieves tighter security guarantees through single validator sets and aggregated slashing logic.

We present a lower bound for a fragmentation norm and construct a bi-Lipschitz embedding I ⁣:RnHam(M)I\colon \mathbb{R}^n\to\mathrm{Ham}(M) with respect to the fragmentation norm on the group Ham(M)\mathrm{Ham}(M) of Hamiltonian diffeomorphisms of a symplectic manifold (M,ω)(M,ω). As an application, we provide an answer to Brandenbursk…

2019-01-07abs ↗pdf ↗

FluxLayer solves cross-chain liquidity fragmentation for better MEV capture.

problem Cross-chain fragmented liquidity and MEV optimization.
method Three-layer framework integrating settlement, intent, and leverage mechanisms.
result FluxLayer enhances cross-chain MEV by capturing more arbitrage opportunities.

This paper explores leverage staking with stETH, revealing high returns but also significant risks.

problem Leverage staking introduces risks through intensified selling pressure and cascading liquidations.
method Formal framework for leverage staking, stress tests under extreme conditions of stETH devaluation.
result Leverage staking amplifies risks, leading to intensified selling pressure and price declines.

FIRE method improves model performance in federated learning by penalizing fragmentation-induced covariate shifts.

problem Performance degradation in federated learning due to data fragmentation and covariate shift.
method FIRE method accumulates fragmentation-induced covariate shift divergences via approximate Fisher information and uses it as a per-fragment loss penalty.
result FIRE outperforms importance weighting and federated learning benchmarks by up to 5.3% on shifted validation sets.

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.

Automated rock fragmentation assessment using deep learning and spatial statistics.

problem Assessing post-blast rock fragmentation in real-time.
method Fine-tuned YOLO12l-seg model for instance segmentation, followed by spatial statistics.
result Framework accurately assesses rock fragmentation patterns in real-time.

The paper shows how Hamiltonian diffeomorphisms and homeomorphisms can be broken down into smaller, manageable pieces.

problem Fragmenting Hamiltonian diffeomorphisms and homeomorphisms on surfaces.
method Develops a C0C^0-fragmentation property for Hamiltonian diffeomorphisms and homeomorphisms on surfaces, proving it with a Lipschitz estimate.
result Hamiltonian diffeomorphisms and homeomorphisms can be decomposed into smaller, compactly supported pieces with a Lipschitz estimate on the C0C^0-norm.

Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of existing methods for modelling trees, including the popular nested Chinese rest…

2015-09-16abs ↗pdf ↗

Generating music medleys is about finding an optimal permutation of a given set of music clips. Toward this goal, we propose a self-supervised learning task, called the music puzzle game, to train neural network models to learn the sequential patterns in music. In essence, such a game requires machines to correctly sor…

2017-09-13abs ↗pdf ↗

Optimal trading strategy in Proof-of-Stake blockchain using continuous-time control.

problem Finding the optimal balance between stake utility and consumption utility in Proof-of-Stake blockchain.
method Continuous-time control approach, dynamic programming, Hamilton-Jacobi-Bellman (HJB) equations.
result Close-form solutions for linear and convex utility functions, optimal strategies identified.

Model shows PoS networks can be captured by external finance, leading to centralization.

problem Long-term centralization of PoS networks under external finance pressures.
method Heterogeneous macroeconomic model with two actor classes: investors and consumers.
result External finance forces PoS networks to centralize, leading to zero internal staking yield.

Optimizes leveraged staking strategies in decentralized finance.

problem Maximizing returns on staked assets in decentralized lending platforms.
method Developed a mathematical framework to optimize leveraged staking strategies, reducing the multi-market problem to convex allocation over market exposures.
result Rebalanced leveraged positions can achieve up to 6.2% APY, significantly higher than unleveraged staking.

SurvHTE-Bench benchmarks HTE estimation in survival analysis with diverse datasets.

problem Challenges in estimating HTEs from right-censored survival data.
method Modular synthetic datasets, semi-synthetic datasets, and real-world datasets.
result First rigorous comparison of survival HTE methods under diverse conditions.

New framework for conditional risk minimization using optimal transport.

problem High-stakes decisions with side information, especially economic conditions.
method Universal framework based on union-ball formulation in optimal transport.
result Offers interpretability, tractability, and scalability for various risk functionals.

Model shows how multiple markets can coexist or fragment based on trader behavior.

problem Understanding market competition and coexistence among multiple trading venues.
method Stylized model of traders making repeated decisions at three markets, analyzed numerically and analytically.
result Parameters like memory length and choice intensity determine whether markets coexist or fragment.

High-fee pools attract more liquidity but execute less volume; low-fee pools have more stable LPs.

problem Optimal liquidity supply and execution on decentralized exchanges with fixed gas costs.
method Analysis of Uniswap data to compare high- and low-fee pools.
result Fragmented liquidity leads to more LPs and competition, improving overall market efficiency.

PoEL protocol aims to efficiently create and secure liquidity for blockchain networks.

problem Lack of sustainable liquidity and network security in Proof of Stake blockchains.
method PoEL uses staking rewards to attract risk capital, structuring incentives for capital efficiency and security.
result PoEL protocol enhances blockchain network security and liquidity sustainability.

Study replicates market model, finds replication hindered by missing details.

problem Replicating a market model with missing details and limited quantitative reporting.
method Increased simulation runs, bootstrap confidence intervals, and code analysis.
result Achieved relational equivalence for most metrics but rejected quantitative alignment.

Proof of Stake (PoS) is a burgeoning Sybil resistance mechanism that aims to have a digital asset ("token") serve as security collateral in crypto networks. However, PoS has so far eluded a comprehensive threat model that encompasses both Byzantine attacks from distributed systems and financial attacks that arise from …

2019-11-28abs ↗pdf ↗

Model analyzes Proof-of-Stake network dynamics and speculative capital effects on token prices.

problem Understanding and managing price dynamics in Proof-of-Stake networks.
method Developed an open-economy macroeconomic model to analyze Proof-of-Stake dynamics and speculative capital effects.
result Speculative capital can shift staked-token ownership, potentially improving consensus decentralization.

The Mixed-Membership Stochastic Blockmodel~(MMSB) is proposed as one of the state-of-the-art Bayesian relational methods suitable for learning the complex hidden structure underlying the network data. However, the current formulation of MMSB suffers from the following two issues: (1), the prior information~(e.g. entiti…

2020-01-17abs ↗pdf ↗

This paper extends quasimorphism results to nonorientable surfaces.

problem Understanding quasimorphisms on nonorientable surface diffeomorphism groups.
method Constructing infinitely many quasimorphisms on the identity component of nonorientable surface diffeomorphism groups.
result The space of nontrivial quasimorphisms on the identity component of the diffeomorphism group of a closed nonorientable surface is infinite-dimensional.

Paper introduces a method to predict molecule properties from diverse data sources.

problem Limited ability to accommodate scarce or fragmented training data.
method Adaptive Invariance using invariant risk minimization to generalize beyond heterogeneous data.
result Predictor outperforms state-of-the-art transfer learning methods by significant margin.

Investors optimize liquid staking decisions in LSP and AMM protocols.

problem Optimal timing and allocation in liquid staking protocols.
method Derive optimal allocation strategy and model optimal exit timing using Laplace transforms and free-boundary techniques.
result Optimal stop-loss strategy maximizes expected payoff, influenced by fees and opportunity gains.

The paper examines stability of shares in Proof of Stake protocol, identifying different investor behaviors and phase transitions.

problem Stability of shares in Proof of Stake protocol.
method Identification of large, medium, and small investors under various rewarding schemes; dynamical population model analysis.
result Phase transitions and thresholds for stability are characterized; chaotic centralization leads to concentration of shares.

We relate generalized Lebesgue decompositions of measures in terms of curve fragments (Alberti representations) and Weaver derivations. This correspondence leads to a geometric characterization of the local norm on the Weaver cotangent bundle of a metric measure space (X,μ)(X,μ): the local norm of a form dfdf sees how fas…

2013-11-11abs ↗pdf ↗

Study examines Bitcoin market fragmentation and price formation, revealing market leader-lagger dynamics and trading strategies.

problem Understanding price formation in fragmented Bitcoin markets at sub-second time scales.
method Utilized granular orderbook and trades data, constructed features, and trained linear models to explain market returns.
result Fee regime determines market leadership and profitability of taker strategies, maker strategies tested in real-world trading.

We suggest an analytical approach for Pareto-Zipf law, where we assume random multiplicative noise and fragmentation processes for the growth of the number of citizens of each city and the number of the cities, respectively.

2008-02-27abs ↗pdf ↗