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Stylized Facts of Decentralized Finance (DeFi)

In: Artificial Intelligence and Beyond for Finance

Author

Listed:
  • Yuanyuan Zhang
  • Stephen Chan
  • Jeffrey Chu
  • Xin Liao
  • Min Helu

Abstract

Decentralized Finance (DeFi) represents an emerging sector within the cryptocurrency space. DeFi is currently one of the most groundbreaking and disruptive technologies impacting upon the centralized finance systems, bringing with it many distinctive features and huge potential. In this chapter, we present stylized facts on DeFi and shed light on the broader empirical features of market efficiency, volatility clustering, leverage effects, and the return volume relationship of this market.

Suggested Citation

  • Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024. "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, in: Marco Corazza & RenĂ© Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 8, pages 289-314, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781800615212_0008
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    More about this item

    Keywords

    Artificial Intelligence; Machine Learning; Deep Learning; Reinforcement Learning; Sentiment Analysis; Portfolio Management; Financial Forecasting;
    All these keywords.

    JEL classification:

    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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