29 citations · 95 across the 8 of their papers we have counts for
12 papers
Towards Private On-Chain Algorithmic Trading
Ceren Kocaoğullar, Arthur Gervais, Benjamin Livshits
While quantitative automation related to trading crypto-assets such as ERC-20 tokens has become relatively commonplace, with services such as 3Commas and Shrimpy offering user-frie…
A2MM: Mitigating Frontrunning, Transaction Reordering and Consensus Instability in Decentralized Exchanges
Liyi Zhou, Kaihua Qin, Arthur Gervais
The asset trading volume on blockchain-based exchanges (DEX) increased substantially since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on the sam…
CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance
Kaihua Qin, Liyi Zhou, Yaroslav Afonin +2
To non-experts, the traditional Centralized Finance (CeFi) ecosystem may seem obscure, because users are typically not aware of the underlying rules or agreements of financial asse…
An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities
Kaihua Qin, Liyi Zhou, Pablo Gamito +2
Financial speculators often seek to increase their potential gains with leverage. Debt is a popular form of leverage, and with over 39.88B USD of total value locked (TVL), the Dece…
On the Just-In-Time Discovery of Profit-Generating Transactions in DeFi Protocols
Liyi Zhou, Kaihua Qin, Antoine Cully +2
In this paper, we investigate two methods that allow us to automatically create profitable DeFi trades, one well-suited to arbitrage and the other applicable to more complicated se…
The Eye of Horus: Spotting and Analyzing Attacks on Ethereum Smart Contracts
Christof Ferreira Torres, Antonio Ken Iannillo, Arthur Gervais +1
In recent years, Ethereum gained tremendously in popularity, growing from a daily transaction average of 10K in January 2016 to an average of 500K in January 2020. Similarly, smart…