IDEA Community Talk: Aaron Green on "Decentralized Finance, Transactional Data, and Survival Analysis"

Aaron Green
Ph.D. student
Rensselaer Polytechnic Institute
Amos Eaton 217, Rensselaer Polytechnic Institute
Tue, March 28, 2023 at 6:00 PM
Pizza & salads available at 5:30p

TITLE: "Decentralized Finance, Transactional Data, and Survival Analysis"

LEADER: Aaron Green
DATE: TUES, 28 Mar, 6p (pizza & salad at 5:30p)
Please join us next Tuesday (28 Mar, 6p) in AE 217 as IDEA PhD student Aaron Green leads us in a discussion of his work, "Decentralized Finance, Transactional Data, and Survival Analysis."
TITLE: "Decentralized Finance, Transactional Data, and Survival Analysis"
DESCRIPTION: Decentralized Finance (DeFi) is a new financial ecosystem emerging on the back of blockchain technologies and smart contracts. This new world of finance offers a massive, publicly available stream of pseudonymous financial transaction data. Such data provides a very rich and interesting opportunity for the application of data analytics methods. In this talk, I provide an overview of one kind of DeFi application, called a “lending protocol,” and break down what the transaction data from one lending protocol looks like. I then demonstrate how my research group has applied “survival analysis” to this data, running through the evolution of the R code for transforming the raw transaction data into survival data in a time and space-efficient manner. Finally, I show some examples of novel insights that were found using survival analysis in this context.
PIZZA and salads will be available approx 5:30-5:45p
TWed & IDEA Community Talk Spring 2023 Schedule: (we need volunteers!)
TWed and IDEA Community Talks are informal overview discussions and tutorials on topics of interest to the Tetherless World and IDEA communities. These talks give members and friends of these labs the chance to share tools and expertise. TWed and IDEA Community Talks are not intended to be lectures; we expect them to be highly interactive and fun! Leaders are always encouraged to include live "hack" activities in their session plans.
IDEA Community Talk
Aaron Green is an Applied Math PhD student working with Drs. Kristin Bennett, Oshani Seneviratne, and John Erickson. He formerly worked as a software engineer for Epic Systems, the medical software company in Verona, WI. His research at RPI has focused on the application of data analytics methods to DeFi transaction data for the purpose of understanding the many ways that people are engaging with DeFi lending protocols. In the past, he has published research in the niche field of “graph pebbling”, where he wrote novel algorithms for computing the pebbling number of graphs. Mathematically, his interests are in optimization methods and machine learning.