https://www.ml-quant.com/topics/crypto-defi/Crypto assets, DeFi, stablecoins and blockchain markets. en https://www.ml-quant.com/papers/arxiv/2609.23659/https://www.ml-quant.com/papers/arxiv/2609.23659/Fri, 25 Sep 2026 07:00:00 +0000Introduces a large-scale benchmark on 1.35 billion Ethereum transactions to evaluate DeFi representations under temporal, protocol, and contract drift, revealing model degradation on unseen pools. https://www.ml-quant.com/papers/repec/fip-fednsr-103702/https://www.ml-quant.com/papers/repec/fip-fednsr-103702/Fri, 25 Sep 2026 07:00:00 +0000Wallet-level stablecoin data shows crisis countries experience inflows during banking restrictions; this endogenizes capital mobility and tightens monetary policy constraints. https://www.ml-quant.com/papers/ssrn/4478395/https://www.ml-quant.com/papers/ssrn/4478395/Sun, 28 Dec 2025 07:00:00 +0000The article discusses how cryptocurrencies can improve societal functions compared to traditional currencies and emphasizes the innovations needed to build confidence in decentralized finance. https://www.ml-quant.com/papers/ssrn/4478184/https://www.ml-quant.com/papers/ssrn/4478184/Sun, 28 Dec 2025 07:00:00 +0000Bitcoin's price volatility significantly reacts to FOMC and CPI announcements, showing unique patterns during inflation. https://www.ml-quant.com/papers/arxiv/2512.12815/https://www.ml-quant.com/papers/arxiv/2512.12815/Fri, 19 Dec 2025 07:00:00 +0000Changing Dynamics with Traditional Assets: In January 2024, the approval of a Bitcoin Spot ETF boosted interest from big investors and made Bitcoin more closely linked to stock markets, while its connections to gold remained steady and its relationship with the U.S. Dollar stayed negative. https://www.ml-quant.com/papers/ssrn/4961610/https://www.ml-quant.com/papers/ssrn/4961610/Mon, 01 Dec 2025 07:00:00 +0000Analysis indicates that payment for order flow in crypto markets increases trading costs and reduces volumes, especially for assets beyond Bitcoin and Ethereum, after new tokens are introduced. https://www.ml-quant.com/papers/arxiv/2511.22314/https://www.ml-quant.com/papers/arxiv/2511.22314/Mon, 01 Dec 2025 07:00:00 +0000Credit Exposure Dataset: The DeXposure dataset offers a comprehensive resource for analyzing credit exposure in decentralized finance, featuring 43.7 million entries for financial machine learning research. https://www.ml-quant.com/papers/arxiv/2511.22782/https://www.ml-quant.com/papers/arxiv/2511.22782/Mon, 01 Dec 2025 07:00:00 +0000The study examines the price factors influencing five major cryptocurrencies from 2010-2018, highlighting the roles of market conditions, long-term appeal, and the SP500 index. https://www.ml-quant.com/papers/arxiv/2510.19130/https://www.ml-quant.com/papers/arxiv/2510.19130/Mon, 27 Oct 2025 07:00:00 +0000Builds a robust crypto covariance model using power laws and Random Matrix Theory with ResNet corrections to create stable, profitable portfolios across market regimes. https://www.ml-quant.com/papers/arxiv/2510.05504/https://www.ml-quant.com/papers/arxiv/2510.05504/Thu, 09 Oct 2025 07:00:00 +0000The research introduces a design framework for smart contract-based resource allocation, aiming to balance efficiency and fairness in decentralized systems, validated through tests and a real-world case study. https://www.ml-quant.com/papers/arxiv/2510.07006/https://www.ml-quant.com/papers/arxiv/2510.07006/Thu, 09 Oct 2025 07:00:00 +0000The research combines structural theory with real-world validation to analyze the adoption of smart contracts under bounded risk, showing that while adoption choices are robust, their financial outcomes are fragile. https://www.ml-quant.com/papers/arxiv/2510.05487/https://www.ml-quant.com/papers/arxiv/2510.05487/Thu, 09 Oct 2025 07:00:00 +0000The paper presents an optimization framework that merges dynamic Negative Binomial demand modeling with smart contract adoption, offering guidance for balancing inventory costs, service levels, and implementation expenses in high-variance demand scenarios. https://www.ml-quant.com/papers/arxiv/2510.00836/https://www.ml-quant.com/papers/arxiv/2510.00836/Fri, 03 Oct 2025 07:00:00 +0000The study uses SMOTE and advanced ensemble learning models like XGBoost and LightGBM to effectively detect pump and dump manipulation in cryptocurrency markets, enhancing market transparency and stability. https://www.ml-quant.com/papers/arxiv/2509.16052/https://www.ml-quant.com/papers/arxiv/2509.16052/Mon, 22 Sep 2025 07:00:00 +0000Dominant Source of Builder Revenues: The study shows that exclusive transactions, found only in blocks from one builder, make up 84% of total fees paid by transactions in winning blocks on Ethereum's blockchain. This makes them the main source of builder revenues. https://www.ml-quant.com/papers/arxiv/2508.11395/https://www.ml-quant.com/papers/arxiv/2508.11395/Wed, 20 Aug 2025 07:00:00 +0000Stablecoins, combining cryptocurrency and traditional finance, are poised to transform the global financial system by addressing flaws in current fiat currencies and promoting a more globally connected financial system. https://www.ml-quant.com/papers/arxiv/2508.12007/https://www.ml-quant.com/papers/arxiv/2508.12007/Wed, 20 Aug 2025 07:00:00 +0000The research offers a comparative analysis of systemic risks in traditional and decentralized finance, underlining their distinct features and the idea of 'crosstagion', where instability can spread between the two systems. https://www.ml-quant.com/papers/arxiv/2508.04671/https://www.ml-quant.com/papers/arxiv/2508.04671/Tue, 12 Aug 2025 07:00:00 +0000A study of 44 million Ethereum transactions reveals distinct patterns, showing differences between human and automated transaction behaviors in blockchain ecosystems. https://www.ml-quant.com/papers/arxiv/2508.04003/https://www.ml-quant.com/papers/arxiv/2508.04003/Thu, 07 Aug 2025 07:00:00 +0000Two MEV builders, capable of manipulating transaction orders, now generate almost 80% of Ethereum blocks. This has led to frequent 'sandwich attacks' and indicates a need for changes like gas fee priority or private transaction pools. https://www.ml-quant.com/papers/arxiv/2507.14970/https://www.ml-quant.com/papers/arxiv/2507.14970/Fri, 25 Jul 2025 07:00:00 +0000Stablecoins Solution: Fiat-collateralized stablecoins, a type of digital currency, could help solve financial issues in the global agricultural sector by reducing trade costs, increasing supply chain efficiency, and broadening credit access. https://www.ml-quant.com/papers/arxiv/2507.14960/https://www.ml-quant.com/papers/arxiv/2507.14960/Fri, 25 Jul 2025 07:00:00 +0000Research comparing statistical methods and machine learning for anomaly detection in cryptocurrency limit order books shows the Empirical Covariance model is the most effective, beating a standard Buy-and-Hold benchmark by 6.70%. https://www.ml-quant.com/papers/arxiv/2507.09972/https://www.ml-quant.com/papers/arxiv/2507.09972/Thu, 17 Jul 2025 07:00:00 +0000The paper proposes a decentralized, incentive-based method for verifying digital content authenticity using smart contracts and digital identity to fight misinformation. https://www.ml-quant.com/papers/arxiv/2507.08915/https://www.ml-quant.com/papers/arxiv/2507.08915/Thu, 17 Jul 2025 07:00:00 +0000The paper introduces a modular simulation framework for analyzing cryptocurrency portfolio risk, incorporating various testing and modeling methods, and validated with recent cryptocurrency data. https://www.ml-quant.com/papers/ssrn/4761692/https://www.ml-quant.com/papers/ssrn/4761692/Thu, 10 Jul 2025 07:00:00 +0000The article investigates the use of modern fintech tools such as asset tokenization, smart contracts, and decentralized autonomous organizations for structuring mortgage-backed security contracts, which could enable real-time ratings systems and enhance market efficiency. https://www.ml-quant.com/papers/arxiv/2507.00575/https://www.ml-quant.com/papers/arxiv/2507.00575/Thu, 03 Jul 2025 07:00:00 +0000Rough volatility models are found to be misaligned with Bitcoin volatility due to a multifractal structure that contradicts the homogeneity assumptions of rough volatility estimation. https://www.ml-quant.com/papers/arxiv/2506.22142/https://www.ml-quant.com/papers/arxiv/2506.22142/Thu, 03 Jul 2025 07:00:00 +0000A study using a model inspired by blockchain smart contracts reveals that the best price benchmark varies based on the significance of fixed and variable manipulation costs. https://www.ml-quant.com/papers/arxiv/2506.19333/https://www.ml-quant.com/papers/arxiv/2506.19333/Wed, 25 Jun 2025 07:00:00 +0000Synthetic Financial System: The study reveals that the Lightning Network, a system designed to speed up Bitcoin transactions, deviates from Bitcoin's original model. It shows increased transaction fees due to capacity limitations and suggests that it resembles a shadow banking system, lacking transparency and guaranteed settlements. https://www.ml-quant.com/papers/arxiv/2506.14614/https://www.ml-quant.com/papers/arxiv/2506.14614/Wed, 18 Jun 2025 07:00:00 +0000Research indicates that Kou and Bates models, which include jumps and stochastic volatility, are the most accurate for pricing Bitcoin and Ether cryptocurrency options. https://www.ml-quant.com/papers/arxiv/2506.12855/https://www.ml-quant.com/papers/arxiv/2506.12855/Wed, 18 Jun 2025 07:00:00 +0000The latest versions (v3) of Aave and Compound lending protocols show improved risk management compared to their previous versions (v2), with liquidation events boosting total value and revenue, particularly on the L2 blockchain. https://www.ml-quant.com/papers/arxiv/2506.04940/https://www.ml-quant.com/papers/arxiv/2506.04940/Wed, 11 Jun 2025 07:00:00 +0000Ethereum blockchain data shows 85% of transaction fees are from exclusive transactions, causing user transaction delays, and two bots are trading more efficiently than Binance. https://www.ml-quant.com/papers/arxiv/2506.05764/https://www.ml-quant.com/papers/arxiv/2506.05764/Wed, 11 Jun 2025 07:00:00 +0000Simpler models with data preprocessing and hyperparameter tuning can match or surpass complex networks in short-term cryptocurrency price forecasting.