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Financial markets have evolved over centuries, and exchanges have converged to rely on the order book mechanism for market making. Latency on the blockchain, however, has prevented decentralized exchanges (DEXes) from utilizing the order…

Pricing of Securities · Quantitative Finance 2022-11-11 Lioba Heimbach , Eric Schertenleib , Roger Wattenhofer

The study proposes a quote-driven predictive automated market maker (AMM) platform with on-chain custody and settlement functions, alongside off-chain predictive reinforcement learning capabilities to improve liquidity provision of…

Trading and Market Microstructure · Quantitative Finance 2023-01-27 Tristan Lim

In a decentralized environment, exchanging resources requires users to bargain until an agreement is found. Moreover, human agreements involve a combination of collaborative and selfish behavior and often induce circularity, complicating…

Cryptography and Security · Computer Science 2022-07-26 Lorenzo Ceragioli , Letterio Galletta , Pierpaolo Degano , Luca Viganò

Arbitrage can arise from the simultaneous purchase and sale of the same asset in different markets in order to profit from a difference in its price. This work systematically reviews arbitrage opportunities between Automated Market Makers…

Cryptography and Security · Computer Science 2024-06-27 Krzysztof Gogol , Johnnatan Messias , Deborah Miori , Claudio Tessone , Benjamin Livshits

The rise of Decentralized Finance ("DeFi") on the Ethereum blockchain has enabled the creation of lending platforms, which serve as marketplaces to lend and borrow digital currencies. We first categorize the activity of lending platforms…

Trading and Market Microstructure · Quantitative Finance 2022-06-08 Michael Darlin , Georgios Palaiokrassas , Leandros Tassiulas

Blockchain systems come with the promise of being inclusive for a variety of decentralized applications (DApps) that can serve different purposes and have different urgency requirements. Despite this, the transaction fee mechanisms…

Computer Science and Game Theory · Computer Science 2023-04-13 Aggelos Kiayias , Elias Koutsoupias , Philip Lazos , Giorgos Panagiotakos

In this paper, we investigate two methods that allow us to automatically create profitable DeFi trades, one well-suited to arbitrage and the other applicable to more complicated settings. We first adopt the Bellman-Ford-Moore algorithm with…

Cryptography and Security · Computer Science 2021-03-04 Liyi Zhou , Kaihua Qin , Antoine Cully , Benjamin Livshits , Arthur Gervais

Since the inception of permissionless blockchains with Bitcoin in 2008, it became apparent that their most well-suited use case is related to making the financial system and its advantages available to everyone seamlessly without depending…

General Finance · Quantitative Finance 2023-06-16 Georgios Palaiokrassas , Sandro Scherrers , Iason Ofeidis , Leandros Tassiulas

Maximal Extractable Value (MEV) in Constant Function Market Making is fairly well understood. Does having dynamic weights, as found in liquidity boostrap pools (LBPs), Temporal-function market makers (TFMMs), and Replicating market makers…

Trading and Market Microstructure · Quantitative Finance 2024-04-26 Matthew Willetts , Christian Harrington

Liquidity providers are essential for the function of decentralized exchanges to ensure liquidity takers can be guaranteed a counterparty for their trades. However, liquidity providers investing in liquidity pools face many risks, the most…

Trading and Market Microstructure · Quantitative Finance 2023-01-18 Rohan Tangri , Peter Yatsyshin , Elisabeth A. Duijnstee , Danilo Mandic

Stablecoins face an unresolved trilemma of balancing decentralization, stability, and regulatory compliance. We present a hybrid stabilization protocol that combines crypto-collateralized reserves, algorithmic futures contracts, and…

Cryptography and Security · Computer Science 2025-06-09 Shengwei You , Andrey Kuehlkamp , Jarek Nabrzyski

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

Decentralized cryptocurrency exchanges offer compelling security benefits over centralized exchanges: users control their funds and avoid the risk of an exchange hack or malicious operator. However, because user assets are fully accessible…

Cryptography and Security · Computer Science 2021-06-22 Robert Annessi , Ethan Fast

This paper develops a rigorous mathematical framework for analyzing Concentrated Liquidity Market Makers (CLMMs) in Decentralized Finance (DeFi) within a continuous-time setting. We model the evolution of liquidity profiles as…

Mathematical Finance · Quantitative Finance 2024-12-25 Shen-Ning Tung , Tai-Ho Wang

Decentralized exchanges using automated market makers create arbitrage opportunities with centralized exchanges, where gas fees and transaction ordering are critical. Existing models largely overlook competition among arbitrageurs, despite…

Mathematical Finance · Quantitative Finance 2026-02-27 Xue Dong He , Chen Yang , Yutian Zhou

The Uniswap is a Decentralized Exchange (DEX) protocol that facilitates automatic token exchange without the need for traditional order books. Every pair of tokens forms a liquidity pool on Uniswap, and each token can be paired with any…

Computational Engineering, Finance, and Science · Computer Science 2025-03-12 Tao Yan , Claudio J. Tessone

The multi-chain future is upon us. Modular architectures are coming to maturity across the ecosystem to scale bandwidth and throughput of cryptocurrency. One example of such is the Ethereum modular architecture, with its beacon chain, its…

Cryptography and Security · Computer Science 2021-12-07 Alexandre Obadia , Alejo Salles , Lakshman Sankar , Tarun Chitra , Vaibhav Chellani , Philip Daian

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

Multifractality is a concept that helps compactly grasping the most essential features of the financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid…

Statistical Finance · Quantitative Finance 2024-11-15 Marcin Wątorek , Marcin Królczyk , Jarosław Kwapień , Tomasz Stanisz , Stanisław Drożdż

Financial speculators often seek to increase their potential gains with leverage. Debt is a popular form of leverage, and with over 39.88B USD of total value locked (TVL), the Decentralized Finance (DeFi) lending markets are thriving.…

General Finance · Quantitative Finance 2021-10-04 Kaihua Qin , Liyi Zhou , Pablo Gamito , Philipp Jovanovic , Arthur Gervais
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