economics
Do You Care About Your Positions? Users Under Liquidation Risk in Decentralized Lending Protocol
Lending protocols have transformed the Decentralized Finance (DeFi) ecosystem, driving innovation while also introducing new risks. This study develops a machine learning framework to predict user beh ...
IEEE International Conference on Blockchain and Cryptocurrency, IEEE ComSoc, Jun 2025, Pisa, Italy, 2025
economics
DeFi-Vis: Visual Analytics for Exploring Decentralized Finance Trading Activities
DeFi-Vis is an innovative visual analytics tool that enhances user interaction with blockchain data for advanced insights into trading strategies, portfolio management, and decentralized finance (DeFi ...
2025 IEEE International Conference on Blockchain and Cryptocurrency (ICBC 2025), Jun 2025, Pise, Italy., 2025
statistics
Gradient-free stochastic optimization for additive models
We address the problem of zero-order optimization from noisy observations for an objective function satisfying the Polyak-Łojasiewicz or the strong convexity condition. Additionally, we assume that t ...
Arxiv, Cornell University, 2025
statistics
Modelling Pathwise Uncertainty of Stochastic Differential Equations Samplers via Probabilistic Numerics
Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior t ...
Bayesian Anal. Advance Publication 1-24, 2025
finance
Tree-based conditional copula estimation
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric co ...
Dependence Modeling, Volume 13, Issue 1, 2025
economics
Private Wealth Over the Life Cycle: A Meeting Between Microsimulation and Structural Approaches
This paper embeds a structural model of private wealth accumulation over the life cycle within a dynamic microsimulation model designed for long-run projections of pensions. In such an environment, th ...
The Review of Income and Wealth, Volume 71, Issue 1, 2025
economics
Compensating against fuel price inflation: Price subsidies or transfers?
Compensating agents against substantial and sudden shocks requires both targeting tax policies and taking behavioral responses into account. Based on transaction-level data from France, this article e ...
Journal of Environmental Economics and Management, Volume 129, January, 2025