Research

Why Stake When You Can Borrow?

Paper using theory plus agent-based simulation to understand properties of on-chain derivatives

Authors

Tarun Chitra

Publication Status

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Competitive equilibria in staking and lending markets

Paper showing how DeFi lending protocols can dramatically reduce PoS security

Authors

Tarun Chitra

Publication Status

Stanford Blockchain Conference 2020

MIT Cryptoeconomic Systems 2020

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Improved Price Oracles - Constant Function Market Makers

Paper extending the Uniswap analysis to prove sufficient conditions for when generalizations of Uniswap (Balancer, Curve, yTokens, etc.) are good oracles

Authors

Guillermo Angeris

Tarun Chitra

Publication Status

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An Analysis of the Market Risk to Participants in the Compound Protocol

Paper using agent-based simulation to stress test the Compound protocol in events with exogenous shocks

Authors

Hsien-Tang Kao

Tarun Chitra

Rei Chiang

John Morrow

Publication Status

Foundations and Applications of Blockchains 2020

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An Analysis of Uniswap Markets

Paper analyzing Uniswap from the perspective of convex optimization. Proves the first formal bounds on manipulability

Authors

Hsien-Tang Kao

Tarun Chitra

Guillermo Angeris

Publication Status

MIT Cryptoeconomic Systems

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Agent-Based Simulations of Blockchain protocols illustrated via Kadena's Chainweb

Paper using agent-based simulations of a layer 1 protocol to estimate the cost of censorship with sharding

Authors

Tarun Chitra

Publication Status

2019 IEEE European Symposium on Security and Privacy Workshops

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