Related papers: Impermanent Loss in Uniswap v3
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Money laundering is the process that intends to legalize the income derived from illicit activities, thus facilitating their entry into the monetary flow of the economy without jeopardizing their source. It is crucial to identify such…
Financial institutions are required by regulation to report suspicious financial transactions related to money laundering. Therefore, they need to constantly monitor vast amounts of incoming and outgoing transactions. A particular challenge…
This research article explores the optimization of aluminium extrusion processes through advanced line balancing techniques, focusing on maximizing marginal profit by increasing melting and casting outputs. By employing mixed integer linear…
LLM-based trading agents are increasingly deployed in real-world financial markets to perform autonomous analysis and execution. However, their reliability and robustness under adversarial or faulty conditions remain largely unexamined,…
As LLM agents tackle increasingly complex tasks, a critical question is whether they can maintain strategic coherence over long horizons: planning under uncertainty, learning from delayed feedback, and adapting when early mistakes compound.…
Participation in permissionless blockchains results in competition over system resources, which needs to be controlled with fees. Ethereum's current fee mechanism is implemented via a first-price auction that results in unpredictable fees…
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Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores the development of a backtesting framework specifically…
We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…
Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of…
Decentralized finance (DeFi) applications depend on accurate price oracles to ensure secure transactions, yet these oracles are highly vulnerable to manipulation, enabling attackers to exploit smart contract vulnerabilities for unfair asset…
Smart contract vulnerabilities have led to billions in losses, yet finding actionable exploits remains challenging. Traditional fuzzers rely on rigid heuristics and struggle with complex attacks, while human auditors are thorough but slow…
Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…
Current approaches to the cryptocurrency automated market makers result in poor impermanent loss and capital efficiency. We analyze the mechanics underlying DODO Exchange's proactive market maker (PMM) to probe for solutions to these…
Large language models (LLMs) are increasingly used to generate financial alpha signals, yet growing evidence shows that LLMs memorize historical financial data from their training corpora, producing spurious predictive accuracy that…
Global illicit fund flows exceed an estimated $3.1 trillion annually, with stablecoins emerging as a preferred laundering medium due to their liquidity. While decentralized protocols increasingly adopt zero-knowledge proofs to obfuscate…
Although the CML (Capital Market Line), the Intertemporal-CAPM, the CAPM/SML (Security Market Line) and the Intertemporal Arbitrage Pricing Theory (IAPT) are widely used in portfolio management, valuation and capital markets financing;…
Large language models (LLMs) present intriguing opportunities to enhance user interaction with traditional algorithms and tools in real-world applications. An advanced planning system (APS) is a sophisticated software that leverages…
Large-scale integration of renewable energy sources (RES) brings huge challenges to the power system. A cost-effective reserve deployment and uncertainty pricing mechanism are critical to deal with the uncertainty and variability of RES. To…