Imagen de Portada

Investigating Similarities Across Decentralized Financial (DeFi) Services

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Luo, Junliang, Kitzler, Stefan, Saggese, Pietro
Formato:	Preprint
Publicado:	2024
Materias:	Statistical Finance Machine Learning General Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
por: Saidd, Nabeel Ahmad
Publicado: (2026)

DeFi TrustBoost: Blockchain and AI for Trustworthy Decentralized Financial Decisions
por: Sachan, Swati, et al.
Publicado: (2025)

Financial Data Analysis with Robust Federated Logistic Regression
por: Yang, Kun, et al.
Publicado: (2025)

Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
por: Hu, Tianzuo
Publicado: (2025)

The Economic Impact of DeFi Crime Events on Decentralized Autonomous Organizations (DAOs)
por: Kitzler, Stefan, et al.
Publicado: (2025)

Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals
por: Kandaswamy, Dhanashekar, et al.
Publicado: (2025)

Piercing the Veil of TVL: DeFi Reappraised
por: Luo, Yichen, et al.
Publicado: (2024)

Vote Delegation in DeFi Governance
por: Bongaerts, Dion, et al.
Publicado: (2025)

Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
por: Chen, Chi-Sheng, et al.
Publicado: (2025)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
por: Våle, Oskar, et al.
Publicado: (2026)

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
por: Chang, Minkey, et al.
Publicado: (2026)

Towards Verifiability of Total Value Locked (TVL) in Decentralized Finance
por: Saggese, Pietro, et al.
Publicado: (2025)

Financial Bond Similarity Search Using Representation Learning
por: Haeri, Amin, et al.
Publicado: (2026)

Behavioral Machine Learning? Regularization and Forecast Bias
por: Frank, Murray Z., et al.
Publicado: (2023)

Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
por: Fazliani, Shabnam, et al.
Publicado: (2024)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
por: Bianchi, Sergio, et al.
Publicado: (2025)

RIVCoin: an alternative, integrated, CeFi/DeFi-Vaulted Cryptocurrency
por: Rivera, Roberto, et al.
Publicado: (2023)

Analyzing Economic Convergence Across the Americas: A Survival Analysis Approach to GDP per Capita Trajectories
por: Vallarino, Diego
Publicado: (2024)

A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
por: Yang, Dayu
Publicado: (2024)

Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)
por: Xu, Jiahua, et al.
Publicado: (2023)

Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
por: Gurgul, Vincent, et al.
Publicado: (2023)

Beyond Visual Realism: Toward Reliable Financial Time Series Generation
por: Zhang, Fan, et al.
Publicado: (2026)

TIMeSynC: Temporal Intent Modelling with Synchronized Context Encodings for Financial Service Applications
por: Katariya, Dwipam, et al.
Publicado: (2024)

Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
por: Xu, Haonan, et al.
Publicado: (2025)

Reasoning on Time-Series for Financial Technical Analysis
por: Koa, Kelvin J. L., et al.
Publicado: (2025)

Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
por: Aufiero, Sabrina, et al.
Publicado: (2025)

STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
por: Li, Mingshu, et al.
Publicado: (2025)

International Financial Markets Through 150 Years: Evaluating Stylized Facts
por: Safari, Sara A., et al.
Publicado: (2025)

A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreads
por: Lin, Tingyi
Publicado: (2026)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
por: Yang, Yan-Hong, et al.
Publicado: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
por: Lopez-Lira, Alejandro, et al.
Publicado: (2025)

Contrastive Learning of Asset Embeddings from Financial Time Series
por: Dolphin, Rian, et al.
Publicado: (2024)

Representation Learning for Regime detection in Block Hierarchical Financial Markets
por: Orton, Alexa, et al.
Publicado: (2024)

Graph Neural Networks for Financial Fraud Detection: A Review
por: Cheng, Dawei, et al.
Publicado: (2024)

Advanced Financial Fraud Detection Using GNN-CL Model
por: Cheng, Yu, et al.
Publicado: (2024)

A K-means Algorithm for Financial Market Risk Forecasting
por: Xu, Jinxin, et al.
Publicado: (2024)

Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting
por: Alruqimi, Mohammed, et al.
Publicado: (2025)

ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets
por: Suárez-Cetrulo, Andrés L., et al.
Publicado: (2025)

Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
por: Mukeri, Amir, et al.
Publicado: (2020)

Explainable Federated Learning for U.S. State-Level Financial Distress Modeling
por: Carta, Lorenzo, et al.
Publicado: (2025)