Introduction
Concrete Research Hub
Concrete's risk engine is under continuous development and is guided by industry practices and academic research. Concrete's research work supports technical teams by monitoring, flagging, and analyzing recent research that is directly relevant to protocol development.
The subsequent pages provide detailed summaries and actionable insights of papers relevant to Concrete. As well as an introduction to the core mathematical concepts that the protocol considers.
Introduction to concrete models includes a summary of each of the most important applications of statistical methodologies.
Focuses
Concrete's research focuses can be broadly categorized as follows.
Data and models Work related to new model types and data types and sources.
Liquidations and mechanisms Work related to specifically liquidator behavior and DeFi mechanisms.
Volatility and forecasting Broad category covering primarily volatility forecasting, but also price and default probabilities.
Derivative pricing and risk management Pricing of derivatives such as perpetuals and options as well as internal risk management.
Paper Types
There are three types of papers stored in Concrete's Gitbook: key, significant, and additive papers. A useful heuristic to understand this hierarchy: Concrete team members must read and understand key papers, should read and understand significant papers, and can read and understand additive papers. To be more specific:
Key papers There are 5-7 key papers for Concrete team members. All team members must read and understand research reports on these works, as they are prerequisites for understanding Concrete.
Significant papers There are 7-10 significant papers for Concrete team members. While not mandatory to read and understand, it is strongly recommended that Concrete team members read reports for significant papers.
Additive papers There are 10-15 additive papers for Concrete team members. These papers are optional for Concrete team members but are still suggested reading.
Research reports are distributed internally to team members and indexed in Gitbook according to their relevance to Concrete (key, significant, additive framework). The general form of a Concrete research report is as follows.
TLDR/Summary 2-liner overview of methods and relevance.
Key findings Central takeaways and implications of discoveries.
Concrete Actionable Insights for the development of Concrete.
Findings & Analysis Succinct collation of outputs and data from studies.
Methodologies Evaluation of the appropriateness and quality of the approaches made.
Queries/Questions Areas for further research and queries of validity.
Detailed Paper Notes Step-by-step guide through the paper.
Methods and outputs Details on methods, algorithms, testing, and results.
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