Papers (114)

#Title
Citations
1.SoK: Decentralized Finance (DeFi) Sam M. Werner and Daniel Perez and Lewis Gudgeon and Ariah Klages-Mundt and Dominik Harz and William J. Knottenbelt. 2021.
434
2.Flash Boys 2.0: Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchanges Daian, Philip and Goldfeder, Steven and Kell, Tyler and Li, Yunqi and Zhao, Xueyuan and Bentov, Iddo and Breidenbach, Lorenz and Juels, Ari. 2019.  
317
3.Attacking the DeFi Ecosystem with Flash Loans for Fun and Profit Qin, Kaihua and Zhou, Liyi and Livshits, Benjamin and Gervais, Arthur. 2020.  
285
4.SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) protocols Xu, Jiahua and Vavryk, Nazariy and Paruch, Krzysztof and Cousaert, Simon. 2021.
269
5.High-Frequency Trading on Decentralized On-Chain Exchanges Zhou, Liyi and Qin, Kaihua and Torres, Christof Ferreira and Le, Duc V and Gervais, Arthur. 2020.
262
6.Improved Price Oracles: Constant Function Market Makers Angeris, Guillermo and Chitra, Tarun. 2020.  
254
7.An analysis of Uniswap markets Angeris, Guillermo and Kao, Hsien-Tang and Chiang, Rei and Noyes, Charlie and Chitra, Tarun. 2019.
229
8.Chainlink 2.0: Next Steps in the Evolution of Decentralized Oracle Networks Lorenz Breidenbach and Christian Cachin and Benedict Chan and Alex Coventry and Steve Ellis and Ari Juels and Farinaz Koushanfar and Andrew Miller and Brendan Magauran and Daniel Moroz and Sergey Nazarov and Alexandru Topliceanu and Florian Tram`er and Fan Zhang. 2021.
224
9.DECO: Liberating Web Data Using Decentralized Oracles for TLS Zhang, Fan and Maram, Sai Krishna Deepak and Malvai, Harjasleen and Goldfeder, Steven and Juels, Ari. 2019.   
183
10.The Decentralized Financial Crisis Gudgeon, Lewis and Perez, Daniel and Harz, Dominik and Gervais, Arthur and Livshits, Benjamin. 2020.  
176
11.SoK: Decentralized Finance (DeFi) Attacks Liyi Zhou and Xihan Xiong and Jens Ernstberger and Stefanos Chaliasos and Zhipeng Wang and Ye Wang and Kaihua Qin and Roger Wattenhofer and Dawn Song and Arthur Gervais. 2022.
176
12.CeFi vs. DeFi--Comparing Centralized to Decentralized Finance Qin, Kaihua and Zhou, Liyi and Afonin, Yaroslav and Lazzaretti, Ludovico and Gervais, Arthur. 2021.
172
13.DeFi protocols for loanable funds: Interest rates, liquidity and market efficiency Gudgeon, Lewis and Werner, Sam and Perez, Daniel and Knottenbelt, William J. 2020.
168
14.0x: An open protocol for decentralized exchange on the Ethereum blockchain Warren, Will and Bandeali, Amir. 2017.
129
15.An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities Qin, Kaihua and Zhou, Liyi and Gamito, Pablo and Jovanovic, Philipp and Gervais, Arthur. 2021.
128
16.Augur: a decentralized oracle and prediction market platform Peterson, Jack and Krug, Joseph and Zoltu, Micah and Williams, Austin K and Alexander, Stephanie. 2018.
125
17.A practical liquidity-sensitive automated market maker Othman, Abraham and Pennock, David M and Reeves, Daniel M and Sandholm, Tuomas. 2013.
122
18.SoK: A classification framework for stablecoin designs Moin, Amani and Sekniqi, Kevin and Sirer, Emin Gun. 2020.
113
19.Automated Market Making and Loss-Versus-Rebalancing Jason Milionis and Ciamac C. Moallemi and Tim Roughgarden and Anthony Lee Zhang. 2023.
102
20.SoK: Lending Pools in Decentralized Finance Bartoletti, Massimo and Chiang, James Hsin-yu and Lluch-Lafuente, Alberto. 2020.
99
21.Liquidations: DeFi on a Knife-edge Perez, Daniel and Werner, Sam M and Xu, Jiahua and Livshits, Benjamin. 2021.   
92
22.StableSwap-efficient mechanism for Stablecoin liquidity Egorov, Michael. 2019.
87
23.Findel: Secure derivative contracts for Ethereum Biryukov, Alex and Khovratovich, Dmitry and Tikhomirov, Sergei. 2017.  
86
24.DeFiRanger: Detecting Price Manipulation Attacks on DeFi Applications Wu, Siwei and Wang, Dabao and He, Jianting and Zhou, Yajin and Wu, Lei and Yuan, Xingliang and He, Qinming and Ren, Kui. 2021.
85
25.SoK: Preventing Transaction Reordering Manipulations in Decentralized Finance Heimbach, Lioba and Wattenhofer, Roger. 2022.
82
26.P2DEX: Privacy-Preserving Decentralized Cryptocurrency Exchange Carsten Baum and Bernardo David and Tore Frederiksen. 2021.
79
27.Clockwork Finance: Automated Analysis of Economic Security in Smart Contracts Kushal Babel and Philip Daian and Mahimna Kelkar and Ari Juels. 2021.
75
28.A flash(bot) in the pan Ben Weintraub and Christof Ferreira Torres and Cristina Nita-Rotaru and Radu State. 2022.
75
29.Cyclic Arbitrage in Decentralized Exchanges Wang, Ye and Chen, Yan and Wu, Haotian and Zhou, Liyi and Deng, Shuiguang and Wattenhofer, Roger. 2022.   
74
30.Order-fair consensus in the permissionless setting Kelkar, Mahimna and Deb, Soubhik and Kannan, Sreeram. 2022.
72
31.SoK: Yield Aggregators in DeFi Cousaert, Simon and Xu, Jiahua and Matsui, Toshiko. 2021.
71
32.A2MM: Mitigating Frontrunning, Transaction Reordering and Consensus Instability in Decentralized Exchanges Zhou, Liyi and Qin, Kaihua and Gervais, Arthur. 2021.
70
33.Behavior of liquidity providers in decentralized exchanges Heimbach, Lioba and Wang, Ye and Wattenhofer, Roger. 2021.
68
34.Liquidity Provision by Automated Market Makers Jun Aoyagi. 2020.
65
35.Uniswap: Impermanent loss and risk profile of a liquidity provider Aigner, Andreas A and Dhaliwal, Gurvinder. 2021.
65
36.SoK: Oracles from the Ground Truth to Market Manipulation Eskandari, Shayan and Salehi, Mehdi and Gu, Wanyun Catherine and Clark, Jeremy. 2021.
62
37.Constant Function Market Makers: Multi-Asset Trades via Convex Optimization Angeris, Guillermo and Agrawal, Akshay and Evans, Alex and Chitra, Tarun and Boyd, Stephen. 2021.
59
38.SoK: MEV Countermeasures: Theory and Practice Sen Yang and Fan Zhang and Ken Huang and Xi Chen and Youwei Yang and Feng Zhu. 2022.
57
39.Strategic Liquidity Provision in Uniswap v3 Michael Neuder and Rithvik Rao and Daniel J. Moroz and David C. Parkes. 2021.
56
40.Liquidity Provider Returns in Geometric Mean Markets Evans, Alex. 2020.
52
41.On the feasibility of decentralized derivatives markets Eskandari, Shayan and Clark, Jeremy and Sundaresan, Vignesh and Adham, Moe. 2017.
49
42.Terra Money: Stability and Adoption Kereiakes, Evan and Do Kwon, Marco Di Maggio and Platias, Nicholas. 2019.
48
43.Formal Analysis of Composable DeFi Protocols Tolmach, Palina and Li, Yi and Lin, Shang-Wei and Liu, Yang. 2021.
48
44.(In) Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks Klages-Mundt, Ariah and Minca, Andreea. 2019.
45
45.Optimal Fees for Geometric Mean Market Makers Evans, Alex and Angeris, Guillermo and Chitra, Tarun. 2021.
44
46.Flashot: A Snapshot of Flash Loan Attack on DeFi Ecosystem Cao, Yixin and Zou, Chuanwei and Cheng, Xianfeng. 2021.
41
47.Unity is Strength: A Formalization of Cross-Domain Maximal Extractable Value Obadia, Alexandre and Salles, Alejo and Sankar, Lakshman and Chitra, Tarun and Chellani, Vaibhav and Daian, Philip. 2021.
41
48.Integration of Blockchain and Auction Models: A Survey, Some Applications, and Challenges Shi, Zeshun and de Laat, Cees and Grosso, Paola and Zhao, Zhiming. 2022.
40
49.An Analysis of the Market Risk to Participants in the Compound Protocol Kao, Hsien-Tang and Chitra, Tarun and Chiang, Rei and Morrow, John. 2020.
38
50.Empirical Measurements on Pricing Oracles and Decentralized Governance for Stablecoins Gu, Wanyun and Raghuvanshi, Anika and Boneh, Dan. 2020.
35
51.From Tether to Libra: Stablecoins, Digital Currency and the Future of Money Lipton, Alexander and Sardon, Aetienne and Sch\"ar, Fabian and Sch\"upbach, Christian. 2020.
35
52.Towards Understanding Cryptocurrency Derivatives: A Case Study of BitMEX Soska, Kyle and Dong, Jin-Dong and Khodaverdian, Alex and Zetlin-Jones, Ariel and Routledge, Bryan and Christin, Nicolas. 2021.
33
53.FairTraDEX: A Decentralised Exchange Preventing Value Extraction McMenamin, Conor and Daza, Vanesa and Fitzi, Matthias. 2022.
33
54.AMR: Autonomous Coin Mixer with Privacy Preserving Reward Distribution Le, Duc V and Gervais, Arthur. 2020.
27
55.Loopring: A decentralized token exchange protocol Wang, Daniel and Zhou, Jay and Wang, Alex and Finestone, Matthew. 2018.  
26
56.While stability lasts: A stochastic model of stablecoins Klages-Mundt, Ariah and Minca, Andreea. 2020.
25
57.Multi-Party Timed Commitments Yael Doweck and Ittay Eyal. 2020.
25
58.FlashSyn: Flash Loan Attack Synthesis via Counter Example Driven Approximation Zhiyang Chen and Sidi Mohamed Beillahi and Fan Long. 2022.
25
59.Automated market making: Theory and practice Othman, Abraham M. 2012.
23
60.Improving Proof of Stake Economic Security via MEV Redistribution Chitra, Tarun and Kulkarni, Kshitij. 2022.
23
61.Competitive equilibria between staking and on-chain lending Chitra, Tarun. 2019.
21
62.Flash Crash for Cash: Cyber Threats in Decentralized Finance Oosthoek, Kris. 2021.
20
63.An Axiomatic Characterization of CFMMs and Equivalence to Prediction Markets Frongillo, Rafael and Papireddygari, Maneesha and Waggoner, Bo. 2023.
19
64.A Note on Privacy in Constant Function Market Makers Angeris, Guillermo and Evans, Alex and Chitra, Tarun. 2021.
18
65.Decentralized Finance (DeFi): A Survey Erya Jiang and Bo Qin and Qin Wang and Zhipeng Wang and Qianhong Wu and Jian Weng and Xinyu Li and Chenyang Wang and Yuhang Ding and Yanran Zhang. 2023.
18
66.Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs Milionis, Jason and Moallemi, Ciamac C. and Roughgarden, Tim. 2023.
17
67.Cryptographic Oracle-Based Conditional Payments Madathil, Varun and Thyagarajan, Sri AravindaKrishnan and Vasilopoulos, Dimitrios and Fournier, Lloyd and Malavolta, Giulio and Moreno-Sanchez, Pedro. 2023.
16
68.Suboptimality in DeFi Aviv Yaish and Maya Dotan and Kaihua Qin and Aviv Zohar and Arthur Gervais. 2023.
16
69.SPEEDEX: A Scalable, Parallelizable, and Economically Efficient Decentralized EXchange Geoffrey Ramseyer and Ashish Goel and David Mazières. 2023.
15
70.Temporal aspects of smart contracts for financial derivatives Clack, Christopher D and Vanca, Gabriel. 2018.
14
71.Financial intermediation and risk in decentralized lending protocols Castro-Iragorri, Carlos and Ramirez, Julian and Velez, Sebastian. 2021.
14
72.Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions Bergault, Philippe and Bertucci, Louis and Bouba, David and Gu\'eant, Olivier. 2022.
14
73.Automated market makers that enable new settings: Extending constant-utility cost functions Othman, Abraham and Sandholm, Tuomas. 2011.
13
74.Private Liquidity Matching using MPC Shahla Atapoor and Nigel P. Smart and Younes Talibi Alaoui. 2021.
13
75.Flexible Anonymous Transactions (FLAX): Towards Privacy-Preserving and Composable Decentralized Finance Dai, Wei. 2021.
13
76.Mitigating Decentralized Finance Liquidations with Reversible Call Options Kaihua Qin and Jens Ernstberger and Liyi Zhou and Philipp Jovanovic and Arthur Gervais. 2023.
13
77.Why Stake When You Can Borrow? Chitra, Tarun and Evans, Alex. 2020.
12
78.Why Stake When You Can Borrow? Tarun Chitra and Alex Evans. 2020.
12
79.Formalising Decentralised Exchanges in Coq Nielsen, Eske Hoy and Annenkov, Danil and Spitters, Bas. 2022.
11
80.A primer on perpetuals Guillermo Angeris and Tarun Chitra and Alex Evans and Matthew Lorig. 2022.
11
81.Manta: Privacy Preserving Decentralized Exchange Shumo Chu and Qiudong Xia and Zhenfei Zhang. 2020.
10
82.SoK: Cross-Domain MEV Conor McMenamin. 2023.
9
83.ChainLink:A Decentralized Oracle Network Ellis ,Steve and Juels , Ari and Nazarov, Sergey. 2017.
8
84.Manta: a Plug and Play Private DeFi Stack Shumo Chu and Yu Xia and Zhenfei Zhang. 2021.
8
85.Djed: A Formally Verified Crypto-Backed Pegged Algorithmic Stablecoin Joachim Zahnentferner and Dmytro Kaidalov and Jean-Frédéric Etienne and Javier Díaz. 2021.
8
86.DeFi liquidity management via Optimal Control: Ohm as a case study Chitra, Tarun and Kulkarni, Kshitij and Angeris, Guillermo and Evans, Alex and Xu, Victor. 2022.
8
87.Why Trick Me: The Honeypot Traps on Decentralized Exchanges Gan, Rundong and Wang, Le and Lin, Xiaodong. 2023.
7
88.Uniswap v2 Core Adams, Hayden and Robinson, Dan. 2020.
6
89.Breaking the Chains of Rationality: Understanding the Limitations to and Obtaining Order Policy Enforcement Sarisht Wadhwa and Luca Zanolini and Francesco D'Amato and Aditya Asgaonkar and Fan Zhang and Kartik Nayak. 2023.
6
90.Ordering Transactions with Bounded Unfairness: Definitions, Complexity and Constructions Aggelos Kiayias and Nikos Leonardos and Yu Shen. 2023.
6
91.A theoretical basis for Blockchain Extractable Value Bartoletti, Massimo and Zunino, Roberto. 2023.
5
92.DeFi Auditing: Mechanisms, Effectiveness, and User Perceptions Ding Feng and Rupert Hitsch and Kaihua Qin and Arthur Gervais and Roger Wattenhofer and Yaxing Yao and Ye Wang. 2023.
5
93.Smart Derivatives: On-Chain Forwards for Digital Assets Rius, Alfonso DDM and Gashier, Eamonn. 2020.
4
94.Towards Optimal Prior-Free Permissionless Rebate Mechanisms, with applications to Automated Market Makers & Combinatorial Orderflow Auctions Bruno Mazorra and Nicolás Della Penna. 2023.
4
95.Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Blockchain Fee Markets Diamandis, Theo and Evans, Alex and Chitra, Tarun and Angeris, Guillermo. 2022.   
3
96.AAVE: Protocol Whitepaper V1.0 Usal, Ernesto. 2020.
2
97.Replicating Portfolios: Constructing Permissionless Derivatives Sterrett, Estelle and Jepsen, Waylon and Kim, Evan. 2022.
2
98.A concurrent DEX on Cardano Bruhwiler, Peter and Cachin, Christian and Zanolini, Luca and Micic, Jovana. 2021.
1
99.Glimpse: On-Demand, Cross-Chain Communication for Efficient DeFi Applications on Bitcoin-based Blockchains Giulia Scaffino and Lukas Aumayr and Zeta Avarikioti and Matteo Maffei. 2022.
1
100.Dynamic, Private, Anonymous, Collateralizable Commitments vs. MEV Conor McMenamin and Vanesa Daza. 2023.
1
101.Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data Zhimeng Yang and Ariah Klages-Mundt and Lewis Gudgeon. 2023.
1
102.Stablecoins 2.0: Economic Foundations and Risk-based Models Ariah Klages-Mundt and Dominik Harz and Lewis Gudgeon and Jun-You Liu and Andreea Minca. 2020.
0
103.The Maker Protocol:MakerDAO’s Multi-Collateral Dai(MCD) System Makerdao. 2017.
0
104.Synthetix Synthetix. 2020.
0
105.Kyber: An On-Chain Liquidity Protocol Kyber. 2019.
0
106.Zero-Knowledge Proofs applied to finance S\'anchez Ortiz, Elvira. 2020.
0
107.SoK: Algorithmic Incentive Manipulation Attacks on Permissionless PoW Cryptocurrencies Aljosha Judmayer and Nicholas Stifter and Alexei Zamyatin and Itay Tsabary and Ittay Eyal and Peter Gaži and Sarah Meiklejohn and Edgar Weippl. 2020.
0
108.Qredo Network McCusker, Kealan and Spector, Brian. 2020.
0
109.Nexus Mutual: A peer-to-peer discretionary mutual on the Ethereum blockchain Karp, H and Melbardis, R. 2020.
0
110.Revisiting the Liquidity/Risk Trade-Off with Smart Contracts (Short Paper) Danos, Vincent and Krivine, Jean and Prat, Julien. 2021.
0
111.DeFi Beyond the Hype David Gogel and Teana Baker-Taylor and Ann Sofie Cloots and Brendan Forster and Jordan Lazaro Gustave and Fabian Schär and Lex Sokolin. 2021.
0
112.Understanding rollup economics from first principles Monnot, Barnabé. 2022.
0
113.FRED: A Frontrunning Resistant Darkpool Chudnovsky, Jacob and Friedlander, Henry and Vasisht, Ajay and Zalcberg, Federico. 2022.
0
114.Front-running Attack in Distributed Sharded Ledgers and Fair Cross-shard Consensus Jianting Zhang and Wuhui Chen and Sifu Luo and Tiantian Gong and Zicong Hong and Aniket Kate. 2023.
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