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~ similar to 2605.29689· 20 results

cs.CEq-fin.CPRecentMay 31, 2026

Tokenized but Illiquid? Evidence from Real-World Asset Markets

Rischan Mafrur

The paper investigates whether tokenizing real-world assets actually improves liquidity, finding that liquidity is highly heterogeneous across asset types and is not reliably predicted by the outstand…

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cs.DCcs.CRcs.CYRecentMay 6, 2026

Toward a Risk Assessment Framework for Institutional DeFi: A Nine-Dimension Approach

Eva Oberholzer, Valeriy Zamaraiev

The paper proposes a novel nine-dimension risk assessment framework for institutional DeFi adoption, significantly enhancing existing methodologies by incorporating novel dimensions like composability…

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cs.SIcs.CRq-fin.RMRecentMar 23, 2026

Interoperability Effects: Extending DeFi Lending Risk Models to Multi-Chain Environments

Hasret Ozan Sevim

The paper empirically analyzes the impact of cross-chain interoperability on DeFi lending protocols, finding that bridge volume significantly affects performance but that increased integrations can si…

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q-fin.TRcs.CRq-fin.GNRecentMay 1, 2026

ForesightFlow: An Information Leakage Score Framework for Prediction Markets

Maksym Nechepurenko

The paper introduces ForesightFlow, an Information Leakage Score (ILS) framework, to quantify pre-event information leakage in prediction markets, and proposes a necessary extension to analyze empiric…

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cs.AIq-fin.PMRecentMay 27, 2026

PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management

Yuxuan Zhao, Sijia Chen, Ningxin Su

The paper introduces PortBench, a comprehensive benchmark that evaluates LLMs for portfolio management by assessing both correlation awareness and performance across a full, multi-stage decision pipel…

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q-fin.GNcs.CRq-fin.RMRecentMar 23, 2026

Financial Dynamics and Interconnected Risk of Liquid Restaking

Hasret Ozan Sevim, Christof Ferreira Torres

This paper analyzes the revenue drivers and interconnected risks of liquid restaking protocols, finding that while multi-blockchain expansion is key for adoption, the current bridge risk does not pose…

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cs.CRcs.CERecentApr 10, 2026

Conversations Risk Detection LLMs in Financial Agents via Multi-Stage Generative Rollout

Xiaotong Jiang, Jun Wu

The paper proposes FinSec, a novel four-tier security detection framework, to robustly identify complex financial risks and suspicious dialogue patterns in LLM-powered financial agents, achieving stat…

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cs.AIcs.CRRecentMay 27, 2026

Paper Agents, Paper Gains: An Empirical Analysis of DeFi Investment Agents

Jay Yu, Amy Zhao, Danning Sui

The paper analyzes the nascent DeFi investment agent market, finding that while token valuations are high, current deployments are heterogeneous, lack clear autonomous execution, and exhibit poor risk…

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cs.AIcs.CRRecentMay 27, 2026

Paper Agents, Paper Gains: An Empirical Analysis of DeFi Investment Agents

Jay Yu, Amy Zhao, Danning Sui

The paper empirically analyzes the nascent DeFi investment agent market, finding that while token valuations are high, current deployments lack robust autonomous execution and exhibit poor risk-adjust…

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cs.CRcs.AIRecentMay 9, 2026

AI Native Asset Intelligence

Gal Engelberg, Leon Goldberg, Konstantin Koutsyi, Boris Plotnikov +2 more

The paper introduces AI-native asset intelligence, a framework that structures heterogeneous security data into a consistent, contextual layer for proactive, stable, and accurate asset-level risk prio…

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cs.CLcs.CERecentMay 27, 2026

FinBoardBench: Benchmarking Dynamic Wealth Management and Strategic Financial Reasoning of LLMs via Board Game Simulations

Xuesi Hu, Peng Wang, Jinpeng Miao, Xilin Tao +6 more

The paper introduces FinBoardBench, a novel evaluation suite using financial board games to demonstrate that current LLMs, despite strong static reasoning, fail at complex, dynamic wealth management a…

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cs.CRcs.CYRecentMar 25, 2026

From Hype to Collapse: Investigating Rug Pull Scams on Solana

Jiaxin Chen, Ziwei Li, Zigui Jiang, Ruihong He +3 more

This paper analyzes the Solana Rug Pull ecosystem by creating a large-scale, manually verified dataset of fraudulent tokens, identifying three key behavioral patterns, and characterizing the resulting…

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cs.CERecentMay 29, 2026

When Certainty Is Not Worth It: Capital Lock-Up and Settlement Discounting in Prediction Markets

Jonas Gebele, Florian Matthes

This paper shows that the pricing of outcomes in prediction markets is significantly influenced by the financial friction of delayed settlement, quantifying this effect using an annualized settlement…

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cs.CRRecentJun 2, 2026

Signals and Spoils: Speculative Oracle Extractable Value in the Era of Cross-Chain Interoperability

Hasret Ozan Sevim, Christof Ferreira Torres

The paper investigates speculative Oracle Extractable Value (OEV) on Layer-2 blockchains, demonstrating that predictable latency differences in cross-chain oracle updates allow for profitable cross-ch…

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cs.CRRecentMay 6, 2026

Order Flow Exclusivity and Value Extraction Mechanisms: An Analysis of Ethereum Builder Centralization

Ao Zhang, Yunwen Liu, Ren Zhang, Yingdi Shan +1 more

The paper analyzes Ethereum builder transactions to show that builder centralization is an emergent property of the Proposer-Builder Separation (PBS) architecture, driven by specific order flow and ME…

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cs.LOcs.AIcs.CRRecentApr 1, 2026

Type-Checked Compliance: Deterministic Guardrails for Agentic Financial Systems Using Lean 4 Theorem Proving

Devakh Rashie, Veda Rashi

The paper introduces the Lean-Agent Protocol, a formal verification platform that uses Lean 4 theorem proving to ensure agentic AI actions in finance are mathematically compliant with complex regulati…

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cs.AIq-fin.TRRecentMay 27, 2026

From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets

Taojie Zhu, Wentao Zhao, Rui Sun, Beidi Luan +6 more

The paper introduces KTD-Fin, a novel benchmark that evaluates LLM trading agents by masking historical market data and decomposing returns, finding that LLM agents' profits are largely due to passive…

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q-fin.GNcs.CYcs.LGRecentJun 1, 2026

Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation

Wenbin Wu

The paper demonstrates that large language models (LLMs) exhibit measurable, controllable biases toward specific assets like Bitcoin, identifying an internal feature that can causally shift portfolio…

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cs.CRRecentMay 28, 2026

When AI Meets Wall Street: A Survey on Trustworthy AI in Fintech

Qingwen Zeng, Zhenghao Zhao, Yitian Yang, Yiqi Zhu +5 more

This paper proposes a unified, lifecycle-centric framework and a detailed taxonomy to survey and analyze novel, finance-specific attack surfaces and vulnerabilities in AI systems used within the finan…

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cs.CYcs.CRRecentMar 31, 2026

A Regulatory Compliance Protocol for Asset Interoperability Between Traditional and Decentralized Finance in Tokenized Capital Markets

Jinwook Kim, Jonghun Hong

The paper proposes a Regulatory Compliance Protocol (RCP) to standardize and provide a regulatory framework for the interoperability and tokenization of assets between traditional and decentralized fi…

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