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Related papers: Optimal Fees for Geometric Mean Market Makers

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A prevalent market structure in the Internet economy consists of buyers and sellers connected by a platform (such as Amazon or eBay) that acts as an intermediary and keeps a share of the revenue of each transaction. While the optimal…

Computer Science and Game Theory · Computer Science 2014-09-10 Rad Niazadeh , Yang Yuan , Robert D. Kleinberg

This paper studies arbitrage pricing theory in financial markets with implicit transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded…

Pricing of Securities · Quantitative Finance 2017-07-25 Erindi Allaj

As the FX markets continue to evolve, many institutions have started offering passive access to their internal liquidity pools. Market makers act as principal and have the opportunity to fill those orders as part of their risk management,…

Trading and Market Microstructure · Quantitative Finance 2025-12-05 Alexander Barzykin , Robert Boyce , Eyal Neuman

With the widespread adoption of blockchain technology, the transaction fee mechanism (TFM) in blockchain systems has become a prominent research topic. An ideal TFM should satisfy user incentive compatibility (UIC), miner incentive…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-28 Kun Li , Guangpeng Qi , Guangyong Shang , Wanli Deng , Minghui Xu , Xiuzhen Cheng

When agents trade in a Duality-based Cost Function prediction market, they collectively implement the learning algorithm Follow-The-Regularized-Leader. We ask whether other learning algorithms could be used to inspire the design of…

Machine Learning · Computer Science 2025-05-08 Enrique Nueve , Bo Waggoner

We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader-follower…

Trading and Market Microstructure · Quantitative Finance 2025-03-31 Alif Aqsha , Philippe Bergault , Leandro Sánchez-Betancourt

Automated market makers with concentrated liquidity capabilities are programmable at the tick level. The maximization of earned fees, plus depreciated reserves, is a convex optimization problem whose vector solution gives the best provision…

Portfolio Management · Quantitative Finance 2024-05-30 Corinne Powers

In this paper we formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathematical frameworks focus on one large trader in front of a…

Trading and Market Microstructure · Quantitative Finance 2017-09-22 Pierre Cardaliaguet , Charles-Albert Lehalle

In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our…

Optimization and Control · Mathematics 2026-04-14 Agustín Muñoz González , Juan I. Sequeira , Rafael Orive Illera

In the Bitcoin system, transaction fees serve as an incentive for blockchain confirmations. In general, a transaction with a higher fee is likely to be included in the next block mined, whereas a transaction with a smaller fee or no fee may…

Cryptography and Security · Computer Science 2024-05-27 Limeng Zhang , Rui Zhou , Qing Liu , Chengfei Liu , M. Ali Babar

Since they were authorized by the U.S. Security and Exchange Commission in 1998, electronic exchanges have boomed, and by 2010 high frequency trading accounted for over 70% of equity trades in the US. Such markets are thought to increase…

Trading and Market Microstructure · Quantitative Finance 2012-10-23 Rene Carmona , Kevin Webster

Financial options are contracts that specify the right to buy or sell an underlying asset at a strike price by an expiration date. Standard exchanges offer options of predetermined strike values and trade options of different strikes…

Computer Science and Game Theory · Computer Science 2021-09-15 Xintong Wang , David M. Pennock , Nikhil R. Devanur , David M. Rothschild , Biaoshuai Tao , Michael P. Wellman

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

Mathematical Finance · Quantitative Finance 2019-04-02 Philippe Casgrain , Sebastian Jaimungal

This paper proposes a novel multi-layer blockchain architecture for the cross-border trading of CBDCs. The permissioned layer-2, by relying on the public consensus of the underlying network, assures the security and integrity of the…

Cryptography and Security · Computer Science 2024-02-01 Krzysztof Gogol , Johnnatan Messias , Malte Schlosser , Benjamin Kraner , Claudio Tessone

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

General Economics · Economics 2023-04-19 Vittorio Astarita

Tradable mobility credit (TMC) schemes are an approach to travel demand management that have received significant attention in recent years. This paper proposes and analyzes alternative market models for a TMC system -- focusing on market…

Concentrated Liquidity Market Makers (CLMMs) represent a fundamental innovation in market microstructure, transforming liquidity provision from passive portfolio allocation to active risk management. This evolution creates significant…

Mathematical Finance · Quantitative Finance 2026-03-31 Andrey Urusov , Rostislav Berezovskiy , Anatoly Krestenko , Andrei Kornilov , Yury Yanovich

The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (AMM) is a mechanism that offers to trade according to some…

Computer Science and Game Theory · Computer Science 2024-02-15 Michael J. Curry , Zhou Fan , David C. Parkes

Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…

Computer Science and Game Theory · Computer Science 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov

The Maker Protocol is a decentralized finance application that enables collateralized lending. The application uses open-bid, second-price auctions to complete its loan liquidation process. In this paper, we develop a bidding function for…

Trading and Market Microstructure · Quantitative Finance 2021-05-27 Michael Darlin , Nikolaos Papadis , Leandros Tassiulas