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.
Study finds TVL doesn't predict cryptocurrency returns.
Study on TVL computation in DeFi protocols, proposing verifiable metrics.
Study factors affecting liquidity on decentralized exchanges, introducing new metrics.
Study shows cryptocurrency market impact on DeFi returns stronger than other drivers.
Stablecoin liquidity was affected by the SVB collapse, with USDC's transparency leading to market reactions.
Study shows monetary policy impacts digital assets like BTC and ETH.
This study examines liquidation risks in DeFi lending markets.
Framework scores DeFi users based on liquidity and trading behavior.
Paper develops a risk scoring framework for tokenized RWA markets.
Study analyzes risk management in Aave and Compound lending protocols, finding v3 better than v2.
This paper introduces STAP to measure DEX efficiency and shows better routing algorithms increase DEX performance and stakeholder benefits.
New framework TVR assesses true DeFi value, revealing substantial double counting.
This paper tackles resource allocation in the Lightning Network using DRL.