3 Search Results for "Vayssi�re, Julien"


Document
Short Paper
Revisiting the Liquidity/Risk Trade-Off with Smart Contracts (Short Paper)

Authors: Vincent Danos, Jean Krivine, and Julien Prat

Published in: OASIcs, Volume 82, 2nd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2020)


Abstract
Real-time financial settlements constrain traders to have the cash on hand before they can enter a trade [Khapko and Zoican, 2017]. This prevents short-selling and ultimately impedes liquidity. We propose a novel trading protocol which relaxes the cash constraint, and manages chains of deferred payments. Traders can buy without paying first, and can re-sell while still withholding payments. Trades naturally arrange in chains which contract when deals are closed and extend when new ones open. Default risk is handled by reversing trades. In this short note we propose a class of novel financial instruments for zero-risk and zero-collateral intermediation. The central idea is that bilateral trades can be chained into trade lines. The ownership of an underlying asset becomes distributed among traders with positions in the trade line. The trading protocol determines who ends up owning that asset and the overall payoffs of the participants. Counterparty risk is avoided because the asset itself serves as a collateral for the entire chain of trades. The protocol can be readily implemented as a smart contract on a blockchain. Additional examples, proofs, protocol variants, and game-theoretic properties related to the order-sensitivity of the games defined by trade lines can be found in the extended version of this note [Danos et al., 2019]. Therein, one can also find the definition and game-theoretic analysis of standard trade-lines with applications to trust-less zero-collateral intermediation.

Cite as

Vincent Danos, Jean Krivine, and Julien Prat. Revisiting the Liquidity/Risk Trade-Off with Smart Contracts (Short Paper). In 2nd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2020). Open Access Series in Informatics (OASIcs), Volume 82, pp. 10:1-10:5, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)


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@InProceedings{danos_et_al:OASIcs.Tokenomics.2020.10,
  author =	{Danos, Vincent and Krivine, Jean and Prat, Julien},
  title =	{{Revisiting the Liquidity/Risk Trade-Off with Smart Contracts}},
  booktitle =	{2nd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2020)},
  pages =	{10:1--10:5},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-95977-157-3},
  ISSN =	{2190-6807},
  year =	{2021},
  volume =	{82},
  editor =	{Anceaume, Emmanuelle and Bisi\`{e}re, Christophe and Bouvard, Matthieu and Bramas, Quentin and Casamatta, Catherine},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/OASIcs.Tokenomics.2020.10},
  URN =		{urn:nbn:de:0030-drops-135325},
  doi =		{10.4230/OASIcs.Tokenomics.2020.10},
  annote =	{Keywords: Electronic trading, Smart contracts, Static analysis}
}
Document
Short Paper
Welcome to the Jungle: A Reference Model for Blockchain, DLT and Smart-Contracts (Short Paper)

Authors: Julien Hatin, Emmanuel Bertin, Baptiste Hemery, and Nour El Madhoun

Published in: OASIcs, Volume 82, 2nd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2020)


Abstract
Blockchain technology has gained increasing attention from research and industry over the recent years. This interest is mainly due to its core property that allows users to perform transactions without a Trusted Third Party (TTP), while offering a transparent and fully protected tracking of these transactions. However, there is a lack of reference models to describe and compare various Blockchain technologies, leading to some confusion between different kinds of solutions. We propose in this paper a reference model aiming to assess and compare different kind of Blockchain-based ecosystems, including Decentralized Applications (DApp).

Cite as

Julien Hatin, Emmanuel Bertin, Baptiste Hemery, and Nour El Madhoun. Welcome to the Jungle: A Reference Model for Blockchain, DLT and Smart-Contracts (Short Paper). In 2nd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2020). Open Access Series in Informatics (OASIcs), Volume 82, pp. 13:1-13:5, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)


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@InProceedings{hatin_et_al:OASIcs.Tokenomics.2020.13,
  author =	{Hatin, Julien and Bertin, Emmanuel and Hemery, Baptiste and Madhoun, Nour El},
  title =	{{Welcome to the Jungle: A Reference Model for Blockchain, DLT and Smart-Contracts}},
  booktitle =	{2nd International Conference on Blockchain Economics, Security and Protocols (Tokenomics 2020)},
  pages =	{13:1--13:5},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-95977-157-3},
  ISSN =	{2190-6807},
  year =	{2021},
  volume =	{82},
  editor =	{Anceaume, Emmanuelle and Bisi\`{e}re, Christophe and Bouvard, Matthieu and Bramas, Quentin and Casamatta, Catherine},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/OASIcs.Tokenomics.2020.13},
  URN =		{urn:nbn:de:0030-drops-135355},
  doi =		{10.4230/OASIcs.Tokenomics.2020.13},
  annote =	{Keywords: Blockchain, DLT, Smart-Contracts}
}
Document
Fraud Detection from a Business Perspective: Future Directions and Challenges

Authors: Ulrich Flegel, Julien Vayssière, and Gunter Bitz

Published in: Dagstuhl Seminar Proceedings, Volume 8302, Countering Insider Threats (2008)


Abstract
This contribution summarizes the state of the art of fraud detection in practice and shows the relations between the technology for fraud detection and intrusion detection. We identify prospective directions for further investigation and imminent challenges.

Cite as

Ulrich Flegel, Julien Vayssière, and Gunter Bitz. Fraud Detection from a Business Perspective: Future Directions and Challenges. In Countering Insider Threats. Dagstuhl Seminar Proceedings, Volume 8302, pp. 1-3, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2008)


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@InProceedings{flegel_et_al:DagSemProc.08302.4,
  author =	{Flegel, Ulrich and Vayssi\`{e}re, Julien and Bitz, Gunter},
  title =	{{Fraud Detection from a Business Perspective: Future Directions and Challenges}},
  booktitle =	{Countering Insider Threats},
  pages =	{1--3},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2008},
  volume =	{8302},
  editor =	{Matt Bishop and Dieter Gollmann and Jeffrey Hunke and Christian W. Probst},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.08302.4},
  URN =		{urn:nbn:de:0030-drops-17956},
  doi =		{10.4230/DagSemProc.08302.4},
  annote =	{Keywords: Insider threat, occupational fraud, privacy law, PET, logical clocks, pseudonyms}
}
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