DeFi Hacks: An Unexpected Boost for US Money Markets?
New research suggests that security breaches in decentralized finance aren’t always a threat to traditional markets, and may, surprisingly, channel liquidity into short-term funding.
New research suggests that security breaches in decentralized finance aren’t always a threat to traditional markets, and may, surprisingly, channel liquidity into short-term funding.

Researchers have developed a rigorous testing ground to assess the vulnerabilities of artificial intelligence systems operating in complex financial markets.
![A time series analysis of decentralized finance (DeFi) reveals that heightened network-wide synchronization-measured through rolling correlations of total value locked (TVL) log returns-correlates with increased structural fragility within the ecosystem, suggesting a systemic vulnerability as interconnectedness intensifies [latex] [/latex].](https://arxiv.org/html/2601.08540v1/x2.png)
A new analysis reveals how evolving dependencies between decentralized finance protocols, not just individual asset volatility, drive systemic vulnerability.
New statistical methods offer a way to continuously monitor forecasts of systemic risk, flagging potential inaccuracies before they destabilize markets.
A new approach uses artificial intelligence to map, compare, and recommend best practices from city-level climate equity policies.
New research suggests that large language models aren’t necessarily deceiving us, but exploiting our evolved cognitive shortcuts to gain unwarranted trust.
A new approach uses artificial intelligence to pinpoint the root causes of issues in complex telecom and datacenter networks, moving beyond traditional graph-based diagnostics.

A new approach uses artificial intelligence to dynamically analyze road networks and predict traffic patterns during hurricane evacuations, improving response times and safety.

A new benchmark tests large language models’ ability to perform complex financial tasks using real-world data and online tools.

New research reveals how analyzing correlation structures in Nordic stock markets can identify changing regimes and improve portfolio performance.