Research and Whitepapers

​Overview of all IPOR Labs research papers on Notion.

Pricing Liquidity on Real World Assets in DeFi

Authors: Mau Hernandes, Ph. D.

Date: April 2026

IPOR Fusion vs Merkle-Proof Gated Vaults: Imperative–Declarative Execution, Polymorphic Vault Runtimes, and Why Rigidity Matters

Authors: Mariusz Szpiler

Date: January 2026

​xUSD Contagion: Second-Order Risks and the PT Yield Curve as a Risk Management Tool

Authors: Mau Hernandes, Ph. D.

Date: November 2025​

​The IPOR Automated Market Maker (AMM) V2​

Authors: Mau Hernandes, Ph. D.

Date: December 2023​

​The IPOR Automated Market Maker (AMM)​

Authors: Mau Hernandes, Ph. D.

Date: August 2022​

​Estimating Fair Value of IPOR SWAPs​

Authors: Iain Clark, Ph.D.; Mau Hernandes, Ph. D.

Date: August 2022​

​The Fair Price of IPOR SWAPs via Longstaff-Shwartz​

Authors: Iain Clark, Ph.D.; Mau Hernandes, Ph. D.

Date: July 2022​

​Simulating DeFi Interest Rate Swap trades with Hawkes Process and Synthetic data​

Author: Mau Hernandes, Ph.D.

Date: July 2022​

​IPOR Index - The Heartbeat of DeFi ​

Author: Mau Hernandes, Ph.D.

Date: April 2022​

​IPOR: An Inter-protocol Offered Rate for Decentralized Finance​

Authors: Darren Camas, Mauricio Hernandes, Ph.D., Dimitar Dinev

Date: March 2021