Stylized Facts of Decentralized Finance (DeFi)

Yuanyuan Zhang, Stephen Chan, Jeffrey Chu, Xin Liao and Min Helu

Chapter 8 in Artificial Intelligence and Beyond for Finance, 2024, pp 289-314 from World Scientific Publishing Co. Pte. Ltd.

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.

Keywords: Artificial Intelligence; Machine Learning; Deep Learning; Reinforcement Learning; Sentiment Analysis; Portfolio Management; Financial Forecasting (search for similar items in EconPapers)
JEL-codes: C63 C8 G11 G17 (search for similar items in EconPapers)
Date: 2024
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