5 papers
How to Serve Your Sandwich? MEV Attacks in Private L2 Mempools
Krzysztof Gogol, Manvir Schneider, Jan Gorzny +1
We study the feasibility, profitability, and prevalence of sandwich attacks on Ethereum rollups with private mempools. First, we extend a formal model of optimal front- and back-ru…
When Priority Fails: Revert-Based MEV on Fast-Finality Rollups
Krzysztof Gogol, Manvir Schneider, Claudio Tessone
We study the economics of transaction reverts on Ethereum rollups and show that they are not accidental failures but equilibrium outcomes of MEV strategies. Using execution traces…
From Rules to Rewards: Reinforcement Learning for Interest Rate Adjustment in DeFi Lending
Hanxiao Qu, Krzysztof Gogol, Florian Groetschla +1
Decentralized Finance (DeFi) lending enables permissionless borrowing via smart contracts. However, it faces challenges in optimizing interest rates, mitigating bad debt, and impro…
Scaling DeFi with ZK Rollups: Design, Deployment, and Evaluation of a Real-Time Proof-of-Concept
Krzysztof Gogol, Szczepan Gurgul, Faizan Nehal Siddiqui +2
Ethereum's scalability limitations pose significant challenges for the adoption of decentralized applications (dApps). Zero-Knowledge Rollups (ZK Rollups) present a promising solut…
Machine Learning-Based Detection of Pump-and-Dump Schemes in Real-Time
Manuel Bolz, Kevin Brundler, Liam Kane +5
Cryptocurrency markets often face manipulation through prevalent pump-and-dump (P&D) schemes, where self-organized Telegram groups, some exceeding two million members, artificially…