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Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Hassan Hmedi , Johnson Carroll , Ari Arapostathis

We construct a binomial model for a guaranteed minimum withdrawal benefit (GMWB) rider to a variable annuity (VA) under optimal policyholder behaviour. The binomial model results in explicitly formulated perfect hedging strategies funded…

Pricing of Securities · Quantitative Finance 2016-07-07 Cody B. Hyndman , Menachem Wenger

A currency with stable purchasing power can always provide a psychological haven for people around the world. However, since the collapse of the Bretton Woods system, issuing more cheap currencies has become a common trend in the…

General Finance · Quantitative Finance 2025-11-04 Boliang Lin , Ruixi Lin

This paper establishes risk convergence and asymptotic weight matrix alignment --- a form of implicit regularization --- of gradient flow and gradient descent when applied to deep linear networks on linearly separable data. In more detail,…

Machine Learning · Computer Science 2019-02-26 Ziwei Ji , Matus Telgarsky

Recent advances in imitation learning for 3D robotic manipulation have shown promising results with diffusion-based policies. However, achieving human-level dexterity requires seamless integration of geometric precision and semantic…

Constant Function Market Makers (CFMMs) are a tool for creating exchange markets, have been deployed effectively in prediction markets, and are now especially prominent in the Decentralized Finance ecosystem. We show that for any set of…

Computer Science and Game Theory · Computer Science 2023-03-06 Mohak Goyal , Geoffrey Ramseyer , Ashish Goel , David Mazières

We introduce simplicial persistence, a measure of time evolution of network motifs in subsequent temporal layers. We observe long memory in the evolution of structures from correlation filtering, with a two regime power law decay in the…

Statistical Finance · Quantitative Finance 2020-09-21 Jeremy D. Turiel , Paolo Barucca , Tomaso Aste

We provide several algorithms for constrained optimization of a large class of convex problems, including softmax, $\ell_p$ regression, and logistic regression. Central to our approach is the notion of width reduction, a technique which has…

Optimization and Control · Mathematics 2021-07-07 Deeksha Adil , Brian Bullins , Sushant Sachdeva

We introduce a geometric theory of payment channel networks that centers the polytope $W_G$ of feasible wealth distributions; liquidity states $L_G$ project onto $W_G$ via strict circulations. A payment is feasible iff the post-transfer…

Networking and Internet Architecture · Computer Science 2026-01-09 Rene Pickhardt

The Geometric Brownian Motion (GBM) is a standard model in quantitative finance, but the potential function of its stochastic differential equation (SDE) cannot include stable nonzero prices. This article generalises the GBM to an SDE with…

Statistical Finance · Quantitative Finance 2023-11-29 Tobias Wand , Timo Wiedemann , Jan Harren , Oliver Kamps

We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…

Portfolio Management · Quantitative Finance 2021-10-14 Christian Dehm , Thai Nguyen , Mitja Stadje

Conditional depth execution routes a subset of tokens through a lightweight cheap FFN while the remainder execute the standard full FFN at each controlled layer. The central difficulty is gate training: the gate decision must propagate…

Machine Learning · Computer Science 2026-04-21 Qingwei Lin

Although modern blockchains almost universally produce blocks at fixed intervals, existing models still lack an analytical formula for the loss-versus-rebalancing (LVR) incurred by Automated Market Makers (AMMs) liquidity providers in this…

Mathematical Finance · Quantitative Finance 2025-05-16 Alex Nezlobin , Martin Tassy

Regardless of the selected asset class and the level of model complexity (Transformer versus LSTM versus Perceptron/RNN), the GMADL loss function produces superior results than standard MSE-type loss functions and has better numerical…

Computational Finance · Quantitative Finance 2024-12-25 Jakub Michańków , Paweł Sakowski , Robert Ślepaczuk

Decentralized exchanges (DEXes) have evolved dramatically since the introduction of Automated Market Makers (AMMs). In recent years, solver-based protocols have emerged as an alternative venue aiming to introduce competition for routing,…

Computational Engineering, Finance, and Science · Computer Science 2025-05-08 Yuki Yuminaga , Dex Chen , Danning Sui

Automated Market Makers face a geometric dilemma: expanding liquidity depth to reduce execution slippage increases Liquidity Providers' exposure to toxic arbitrage, quantified as Loss-Versus-Rebalancing (LVR). We study the Hybrid…

Computational Engineering, Finance, and Science · Computer Science 2026-05-27 Hyoungsung Kim , Yong-Suk Park

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Recently, 3D vision-based diffusion policies have shown strong capability in learning complex robotic manipulation skills. However, a common architectural mismatch exists in these models: a tiny yet efficient point-cloud encoder is often…

Robotics · Computer Science 2026-02-02 Jinhao Zhang , Zhexuan Zhou , Huizhe Li , Yichen Lai , Wenlong Xia , Haoming Song , Youmin Gong , Jie Mei

The ability to learn multi-modal action distributions is indispensable for robotic manipulation policies to perform precise and robust control. Flow-based generative models have recently emerged as a promising solution to learning…

Robotics · Computer Science 2025-10-10 Guowei Zou , Haitao Wang , Hejun Wu , Yukun Qian , Yuhang Wang , Weibing Li

This paper compares mathematical models for automated market makers including logarithmic market scoring rule (LMSR), liquidity sensitive LMSR (LS-LMSR), constant product/mean/sum, and others. It is shown that though LMSR may not be a good…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Yongge Wang