Related papers: QLAMMP: A Q-Learning Agent for Optimizing Fees on …
This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…
AMMs are autonomous smart contracts deployed on a blockchain that make markets between different assets that live on that chain. In this paper we are examining a specific class of AMMs called Constant Function Market Makers whose trading…
Autonomous agents based on Large Language Models (LLMs) that devise plans and tackle real-world challenges have gained prominence.However, tailoring these agents for specialized domains like quantitative investment remains a formidable…
Decentralised exchanges (DEXs) have transformed trading by enabling trustless, permissionless transactions, yet they face significant challenges such as impermanent loss and slippage, which undermine profitability for liquidity providers…
Many machine learning problems can be formulated as consensus optimization problems which can be solved efficiently via a cooperative multi-agent system. However, the agents in the system can be unreliable due to a variety of reasons:…
Peer-to-peer (P2P) trading is increasingly recognized as a key mechanism for decentralized market regulation, yet existing approaches often lack robust frameworks to ensure fairness. This paper presents FairMarket-RL, a novel hybrid…
Batch auctions are a classical market microstructure, acclaimed for their fairness properties, and have received renewed interest in the context of blockchain-based financial systems. Constant function market makers (CFMMs) are another…
Prediction markets are powerful mechanisms for information aggregation, but existing designs are optimized for single-event contracts. In practice, traders frequently express beliefs about joint outcomes - through parlays in sports,…
We consider a trading marketplace that is populated by traders with diverse trading strategies and objectives. The marketplace allows the suppliers to list their goods and facilitates matching between buyers and sellers. In return, such a…
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…
Active Queue Management (AQM), a network-layer congestion control technique endorsed by the Internet Engineering Task Force (IETF), encourages routers to discard packets before the occurrence of buffer overflow. Traditional AQM techniques…
We formulate automated market maker (AMM) \emph{rebalancing} as a binary detection problem and study a hybrid quantum--classical self-attention block, \textbf{Quantum Adaptive Self-Attention (QASA)}. QASA constructs quantum…
This paper introduces and analyzes \emph{defensive rebalancing}, a novel mechanism for protecting constant-function market makers (CFMMs) from value leakage due to arbitrage. A \emph{rebalancing} transfers assets directly from one CFMM's…
Although Large Language Model (LLM)-based agents are increasingly used in financial trading, it remains unclear whether they can reason and adapt in live markets, as most studies test models instead of agents, cover limited periods and…
This position paper argues that agentic AI systems should be designed and evaluated as \emph{marginal token allocation economies} rather than as text generators priced by the unit. We follow a single request -- a developer asking a coding…
Large Language Models (LLMs) are scaling rapidly, creating significant challenges for collaborative server client distributed training, particularly in terms of communication efficiency and computational overheads. To address these…
We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…
Fraud detection and anti-money-laundering (AML) compliance are high-value domains for large language models (LLMs), but their serving requirements differ sharply from generic chat workloads. Compliance prompts are often prefix-heavy,…
The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…
Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have shown promise across multiple domains including in finance,…