arXiv:2601.22168q-fin.RMcs.AI2026-01

用多智能体对抗测试提升算法稳定币抗崩溃能力

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

  • 通过模拟各类攻击者行为,提前发现储备漏洞
  • 在极端冲击下使价格偏离减少57%,恢复速度提升3.1倍
  • 无需链上预言机,适合去中心化金融风控研究者

算法稳定币通过程序化管理储备资产维持价格锚定,但现有模型在常规数据上优化参数,忽视极端行情导致连锁崩溃。2020年3月‘黑色星期四’事件中,MakerDAO因抵押品拍卖损失830万美元,价格偏离达15%。现有模型如SAS在协方差估计中忽略极端波动状态,虽期望表现良好,但在压力下灾难性失效。本文提出MVF-Composer,一种基于信任加权的均值-方差前沿储备控制器,引入新型压力感知模块。核心思想是使用异构多智能体(交易者、流动性提供者、攻击者)在危机场景下执行协议动作,提前暴露储备缺陷。设计信任评分机制T: A → [0,1],降低操纵行为智能体的信号权重,抵御信号注入与僵尸攻击。在1200组随机场景中注入黑天鹅冲击(10%抵押品减记、50%情绪崩塌、协同赎回攻击),相比SAS基线,峰值价格偏离降低57%,平均恢复时间缩短3.1倍。消融实验表明,信任层贡献23%稳定性增益,对抗性智能体检测率达72%。系统运行于普通硬件,仅需标准价格喂价,不依赖额外链上预言机,提供可复现的DeFi储备策略压力测试框架。

原文摘要 · Abstract (English)

Algorithmic stablecoins promise decentralized monetary stability by maintaining a target peg through programmatic reserve management. Yet, their reserve controllers remain vulnerable to regime-blind optimization, calibrating risk parameters on fair-weather data while ignoring tail events that precipitate cascading failures. The March 2020 Black Thursday collapse, wherein MakerDAO's collateral auctions yielded $8.3M in losses and a 15% peg deviation, exposed a critical gap: existing models like SAS systematically omit extreme volatility regimes from covariance estimates, producing allocations optimal in expectation but catastrophic under adversarial stress. We present MVF-Composer, a trust-weighted Mean-Variance Frontier reserve controller incorporating a novel Stress Harness for risk-state estimation. Our key insight is deploying multi-agent simulations as adversarial stress-testers: heterogeneous agents (traders, liquidity providers, attackers) execute protocol actions under crisis scenarios, exposing reserve vulnerabilities before they manifest on-chain. We formalize a trust-scoring mechanism T: A -> [0,1] that down-weights signals from agents exhibiting manipulative behavior, ensuring the risk-state estimator remains robust to signal injection and Sybil attacks. Across 1,200 randomized scenarios with injected Black-Swan shocks (10% collateral drawdown, 50% sentiment collapse, coordinated redemption attacks), MVF-Composer reduces peak peg deviation by 57% and mean recovery time by 3.1x relative to SAS baselines. Ablation studies confirm the trust layer accounts for 23% of stability gains under adversarial conditions, achieving 72% adversarial agent detection. Our system runs on commodity hardware, requires no on-chain oracles beyond standard price feeds, and provides a reproducible framework for stress-testing DeFi reserve policies.

稳定币多智能体抗压测试DeFi安全

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