Papers (113)

#Title
Citations
1.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.  
225
2.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.
220
3.Attacking the DeFi Ecosystem with Flash Loans for Fun and Profit Qin, Kaihua and Zhou, Liyi and Livshits, Benjamin and Gervais, Arthur. 2020.  
162
4.Improved Price Oracles: Constant Function Market Makers Angeris, Guillermo and Chitra, Tarun. 2020.  
156
5.An analysis of Uniswap markets Angeris, Guillermo and Kao, Hsien-Tang and Chiang, Rei and Noyes, Charlie and Chitra, Tarun. 2019.
147
6.Uniswap v2 Core Adams, Hayden and Robinson, Dan. 2020.
141
7.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.
134
8.The Decentralized Financial Crisis Gudgeon, Lewis and Perez, Daniel and Harz, Dominik and Gervais, Arthur and Livshits, Benjamin. 2020.  
109
9.A practical liquidity-sensitive automated market maker Othman, Abraham and Pennock, David M and Reeves, Daniel M and Sandholm, Tuomas. 2013.
108
10.0x: An open protocol for decentralized exchange on the Ethereum blockchain Warren, Will and Bandeali, Amir. 2017.
102
11.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.   
101
12.SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) protocols Xu, Jiahua and Vavryk, Nazariy and Paruch, Krzysztof and Cousaert, Simon. 2021.
101
13.Augur: a decentralized oracle and prediction market platform Peterson, Jack and Krug, Joseph and Zoltu, Micah and Williams, Austin K and Alexander, Stephanie. 2018.
100
14.DeFi protocols for loanable funds: Interest rates, liquidity and market efficiency Gudgeon, Lewis and Werner, Sam and Perez, Daniel and Knottenbelt, William J. 2020.
95
15.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.
89
16.SoK: A classification framework for stablecoin designs Moin, Amani and Sekniqi, Kevin and Sirer, Emin Gun. 2020.
79
17.Findel: Secure derivative contracts for Ethereum Biryukov, Alex and Khovratovich, Dmitry and Tikhomirov, Sergei. 2017.  
76
18.CeFi vs. DeFi--Comparing Centralized to Decentralized Finance Qin, Kaihua and Zhou, Liyi and Afonin, Yaroslav and Lazzaretti, Ludovico and Gervais, Arthur. 2021.
75
19.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.
60
20.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.
57
21.StableSwap-efficient mechanism for Stablecoin liquidity Egorov, Michael. 2019.
57
22.Liquidations: DeFi on a Knife-edge Perez, Daniel and Werner, Sam M and Xu, Jiahua and Livshits, Benjamin. 2021.   
57
23.SoK: Lending Pools in Decentralized Finance Bartoletti, Massimo and Chiang, James Hsin-yu and Lluch-Lafuente, Alberto. 2020.
52
24.P2DEX: Privacy-Preserving Decentralized Cryptocurrency Exchange Carsten Baum and Bernardo David and Tore Frederiksen. 2021.
48
25.SoK: Yield Aggregators in DeFi Cousaert, Simon and Xu, Jiahua and Matsui, Toshiko. 2021.
45
26.Cyclic Arbitrage in Decentralized Exchanges Wang, Ye and Chen, Yan and Wu, Haotian and Zhou, Liyi and Deng, Shuiguang and Wattenhofer, Roger. 2022.   
41
27.Liquidity Provider Returns in Geometric Mean Markets Evans, Alex. 2020.
39
28.On the feasibility of decentralized derivatives markets Eskandari, Shayan and Clark, Jeremy and Sundaresan, Vignesh and Adham, Moe. 2017.
37
29.A2MM: Mitigating Frontrunning, Transaction Reordering and Consensus Instability in Decentralized Exchanges Zhou, Liyi and Qin, Kaihua and Gervais, Arthur. 2021.
36
30.(In) Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks Klages-Mundt, Ariah and Minca, Andreea. 2019.
35
31.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.
35
32.Liquidity Provision by Automated Market Makers Jun Aoyagi. 2020.
34
33.Order-fair consensus in the permissionless setting Kelkar, Mahimna and Deb, Soubhik and Kannan, Sreeram. 2022.
34
34.SoK: Oracles from the Ground Truth to Market Manipulation Eskandari, Shayan and Salehi, Mehdi and Gu, Wanyun Catherine and Clark, Jeremy. 2021.
33
35.Uniswap: Impermanent loss and risk profile of a liquidity provider Aigner, Andreas A and Dhaliwal, Gurvinder. 2021.
30
36.SoK: Preventing Transaction Reordering Manipulations in Decentralized Finance Heimbach, Lioba and Wattenhofer, Roger. 2022.
30
37.Terra Money: Stability and Adoption Kereiakes, Evan and Do Kwon, Marco Di Maggio and Platias, Nicholas. 2019.
29
38.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.
29
39.Strategic Liquidity Provision in Uniswap v3 Michael Neuder and Rithvik Rao and Daniel J. Moroz and David C. Parkes. 2021.
28
40.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.
27
41.Behavior of liquidity providers in decentralized exchanges Heimbach, Lioba and Wang, Ye and Wattenhofer, Roger. 2021.
27
42.Empirical Measurements on Pricing Oracles and Decentralized Governance for Stablecoins Gu, Wanyun and Raghuvanshi, Anika and Boneh, Dan. 2020.
26
43.Formal Analysis of Composable DeFi Protocols Tolmach, Palina and Li, Yi and Lin, Shang-Wei and Liu, Yang. 2021.
26
44.Clockwork Finance: Automated Analysis of Economic Security in Smart Contracts Kushal Babel and Philip Daian and Mahimna Kelkar and Ari Juels. 2021.
26
45.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.
26
46.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.
25
47.Flashot: A Snapshot of Flash Loan Attack on DeFi Ecosystem Cao, Yixin and Zou, Chuanwei and Cheng, Xianfeng. 2021.
25
48.Optimal Fees for Geometric Mean Market Makers Evans, Alex and Angeris, Guillermo and Chitra, Tarun. 2021.
24
49.A flash(bot) in the pan Ben Weintraub and Christof Ferreira Torres and Cristina Nita-Rotaru and Radu State. 2022.
23
50.While stability lasts: A stochastic model of stablecoins Klages-Mundt, Ariah and Minca, Andreea. 2020.
22
51.Loopring: A decentralized token exchange protocol Wang, Daniel and Zhou, Jay and Wang, Alex and Finestone, Matthew. 2018.  
19
52.Automated market making: Theory and practice Othman, Abraham M. 2012.
19
53.AMR: Autonomous Coin Mixer with Privacy Preserving Reward Distribution Le, Duc V and Gervais, Arthur. 2020.
18
54.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.
18
55.Automated Market Making and Loss-Versus-Rebalancing Jason Milionis and Ciamac C. Moallemi and Tim Roughgarden and Anthony Lee Zhang. 2023.
18
56.FairTraDEX: A Decentralised Exchange Preventing Value Extraction McMenamin, Conor and Daza, Vanesa and Fitzi, Matthias. 2022.
17
57.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.
17
58.Competitive equilibria between staking and on-chain lending Chitra, Tarun. 2019.
16
59.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.
16
60.Multi-Party Timed Commitments Yael Doweck and Ittay Eyal. 2020.
15
61.SoK: MEV Countermeasures: Theory and Practice Sen Yang and Fan Zhang and Ken Huang and Xi Chen and Youwei Yang and Feng Zhu. 2022.
14
62.A Note on Privacy in Constant Function Market Makers Angeris, Guillermo and Evans, Alex and Chitra, Tarun. 2021.
13
63.Automated market makers that enable new settings: Extending constant-utility cost functions Othman, Abraham and Sandholm, Tuomas. 2011.
12
64.Flash Crash for Cash: Cyber Threats in Decentralized Finance Oosthoek, Kris. 2021.
12
65.Private Liquidity Matching using MPC Shahla Atapoor and Nigel P. Smart and Younes Talibi Alaoui. 2021.
10
66.Temporal aspects of smart contracts for financial derivatives Clack, Christopher D and Vanca, Gabriel. 2018.
10
67.Why Stake When You Can Borrow? Chitra, Tarun and Evans, Alex. 2020.
9
68.Financial intermediation and risk in decentralized lending protocols Castro-Iragorri, Carlos and Ramirez, Julian and Velez, Sebastian. 2021.
9
69.Why Stake When You Can Borrow? Tarun Chitra and Alex Evans. 2020.
9
70.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.
8
71.ChainLink:A Decentralized Oracle Network Ellis ,Steve and Juels , Ari and Nazarov, Sergey. 2017.
7
72.Improving Proof of Stake Economic Security via MEV Redistribution Chitra, Tarun and Kulkarni, Kshitij. 2022.
7
73.Manta: Privacy Preserving Decentralized Exchange Shumo Chu and Qiudong Xia and Zhenfei Zhang. 2020.
5
74.Manta: a Plug and Play Private DeFi Stack Shumo Chu and Yu Xia and Zhenfei Zhang. 2021.
5
75.Flexible Anonymous Transactions (FLAX): Towards Privacy-Preserving and Composable Decentralized Finance Dai, Wei. 2021.
5
76.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.
5
77.Mitigating Decentralized Finance Liquidations with Reversible Call Options Kaihua Qin and Jens Ernstberger and Liyi Zhou and Philipp Jovanovic and Arthur Gervais. 2023.
5
78.FlashSyn: Flash Loan Attack Synthesis via Counter Example Driven Approximation Zhiyang Chen and Sidi Mohamed Beillahi and Fan Long. 2022.
5
79.An Axiomatic Characterization of CFMMs and Equivalence to Prediction Markets Frongillo, Rafael and Papireddygari, Maneesha and Waggoner, Bo. 2023.
4
80.Smart Derivatives: On-Chain Forwards for Digital Assets Rius, Alfonso DDM and Gashier, Eamonn. 2020.
3
81.Djed: A Formally Verified Crypto-Backed Pegged Algorithmic Stablecoin Joachim Zahnentferner and Dmytro Kaidalov and Jean-Frédéric Etienne and Javier Díaz. 2021.
3
82.A theoretical basis for Blockchain Extractable Value Bartoletti, Massimo and Zunino, Roberto. 2023.
3
83.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.
2
84.Formalising Decentralised Exchanges in Coq Nielsen, Eske Hoy and Annenkov, Danil and Spitters, Bas. 2022.
2
85.Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs Milionis, Jason and Moallemi, Ciamac C. and Roughgarden, Tim. 2023.
2
86.Towards Optimal Prior-Free Permissionless Rebate Mechanisms, with applications to Automated Market Makers & Combinatorial Orderflow Auctions Bruno Mazorra and Nicolás Della Penna. 2023.
2
87.A primer on perpetuals Guillermo Angeris and Tarun Chitra and Alex Evans and Matthew Lorig. 2022.
2
88.AAVE: Protocol Whitepaper V1.0 Usal, Ernesto. 2020.
1
89.A concurrent DEX on Cardano Bruhwiler, Peter and Cachin, Christian and Zanolini, Luca and Micic, Jovana. 2021.
1
90.Replicating Portfolios: Constructing Permissionless Derivatives Sterrett, Estelle and Jepsen, Waylon and Kim, Evan. 2022.
1
91.Dynamic, Private, Anonymous, Collateralizable Commitments vs. MEV Conor McMenamin and Vanesa Daza. 2023.
1
92.Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data Zhimeng Yang and Ariah Klages-Mundt and Lewis Gudgeon. 2023.
1
93.The Maker Protocol:MakerDAO’s Multi-Collateral Dai(MCD) System Makerdao. 2017.
0
94.Synthetix Synthetix. 2020.
0
95.Kyber: An On-Chain Liquidity Protocol Kyber. 2019.
0
96.Zero-Knowledge Proofs applied to finance S\'anchez Ortiz, Elvira. 2020.
0
97.Qredo Network McCusker, Kealan and Spector, Brian. 2020.
0
98.Nexus Mutual: A peer-to-peer discretionary mutual on the Ethereum blockchain Karp, H and Melbardis, R. 2020.
0
99.Revisiting the Liquidity/Risk Trade-Off with Smart Contracts (Short Paper) Danos, Vincent and Krivine, Jean and Prat, Julien. 2021.
0
100.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
101.Understanding rollup economics from first principles Monnot, Barnabé. 2022.
0
102.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.
0
103.Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Blockchain Fee Markets Diamandis, Theo and Evans, Alex and Chitra, Tarun and Angeris, Guillermo. 2022.   
0
104.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.
0
105.FRED: A Frontrunning Resistant Darkpool Chudnovsky, Jacob and Friedlander, Henry and Vasisht, Ajay and Zalcberg, Federico. 2022.
0
106.SPEEDEX: A Scalable, Parallelizable, and Economically Efficient Decentralized EXchange Geoffrey Ramseyer and Ashish Goel and David Mazières. 2023.
0
107.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.
0
108.Suboptimality in DeFi Aviv Yaish and Maya Dotan and Kaihua Qin and Aviv Zohar and Arthur Gervais. 2023.
0
109.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.
0
110.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.
0
111.Ordering Transactions with Bounded Unfairness: Definitions, Complexity and Constructions Aggelos Kiayias and Nikos Leonardos and Yu Shen. 2023.
0
112.SoK: Cross-Domain MEV Conor McMenamin. 2023.
0
113.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.
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