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Paper / 2026SMQ / 56009241528018
Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation
Aditya Joshi / Andrey Kuehlkamp / Jarek Nabrzyski / Shengwei You
decentralized finance / market riskResource overview

Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation

Paper2026

by Aditya Joshi, Andrey Kuehlkamp, Jarek Nabrzyski, Shengwei You

Tags
decentralized financemarket riskrisk managementstress testing

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  1. Random Variables and Distributions

    Represent losses as a distribution rather than one forecast.

  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

    Compare risk estimators and their assumptions.

  2. Backtesting VaR and ES: Coverage Tests and Model Validation

    Check forecasts against realised losses.

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