no code implementations • 25 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.
1 code implementation • 20 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.
no code implementations • 10 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.
no code implementations • 15 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.
no code implementations • 11 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.
no code implementations • 14 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
no code implementations • 2 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
3 code implementations • 4 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