Search Results for author: Arthur Gervais

Found 8 papers, 2 papers with code

Blockchain Large Language Models

no code implementations25 Apr 2023 Yu Gai, Liyi Zhou, Kaihua Qin, Dawn Song, Arthur Gervais

This paper presents a dynamic, real-time approach to detecting anomalous blockchain transactions.

Anomaly Detection Intrusion Detection +2

Exploring the Advantages of Transformers for High-Frequency Trading

1 code implementation20 Feb 2023 Fazl Barez, Paul Bilokon, Arthur Gervais, Nikita Lisitsyn

This paper explores the novel deep learning Transformers architectures for high-frequency Bitcoin-USDT log-return forecasting and compares them to the traditional Long Short-Term Memory models.

Position Time Series +2

Mitigating Decentralized Finance Liquidations with Reversible Call Options

no code implementations10 Feb 2023 Kaihua Qin, Jens Ernstberger, Liyi Zhou, Philipp Jovanovic, Arthur Gervais

Liquidations in Decentralized Finance (DeFi) are both a blessing and a curse -- whereas liquidations prevent lenders from capital loss, they simultaneously lead to liquidation spirals and system-wide failures.

CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance

no code implementations15 Jun 2021 Kaihua Qin, Liyi Zhou, Yaroslav Afonin, Ludovico Lazzaretti, Arthur Gervais

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 assets and products.

An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities

no code implementations11 Jun 2021 Kaihua Qin, Liyi Zhou, Pablo Gamito, Philipp Jovanovic, Arthur Gervais

Moreover, we propose an optimal strategy that allows liquidators to increase their liquidation profit, which may aggravate the loss of borrowers.

Quantifying Blockchain Extractable Value: How dark is the forest?

no code implementations14 Jan 2021 Kaihua Qin, Liyi Zhou, Arthur Gervais

Our algorithm can replace unconfirmed transactions without the need to understand the victim transactions' underlying logic, which we estimate to have yielded a profit of 57, 037. 32 ETH (35. 37M USD) over 32 months of past blockchain data.

Cryptography and Security

AMR:Autonomous Coin Mixer with Privacy Preserving Reward Distribution

no code implementations2 Oct 2020 Duc V. Le, Arthur Gervais

Increasing the anonymity set size, and diversity of users, is, as we believe, an important endeavor to raise a mixer's contributed privacy in practice.

Cryptography and Security

Securify: Practical Security Analysis of Smart Contracts

3 code implementations4 Jun 2018 Petar Tsankov, Andrei Dan, Dana Drachsler Cohen, Arthur Gervais, Florian Buenzli, Martin Vechev

To address this problem, we present Securify, a security analyzer for Ethereum smart contracts that is scalable, fully automated, and able to prove contract behaviors as safe/unsafe with respect to a given property.

Cryptography and Security

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