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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.…

Risk Management · Quantitative Finance 2024-04-01 Taejin Park

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…

Trading and Market Microstructure · Quantitative Finance 2021-11-18 Stefan Loesch , Nate Hindman , Mark B Richardson , Nicholas Welch

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…

Artificial Intelligence · Computer Science 2024-02-07 Saizhuo Wang , Hang Yuan , Lionel M. Ni , Jian Guo

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…

Trading and Market Microstructure · Quantitative Finance 2025-04-10 Oliver Tronn Scott-Simons , Chris Colman , FrostByte

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:…

Machine Learning · Computer Science 2018-05-23 Qunwei Li , Bhavya Kailkhura , Ryan Goldhahn , Priyadip Ray , Pramod K. Varshney

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…

Machine Learning · Computer Science 2025-07-01 Shrenik Jadhav , Birva Sevak , Srijita Das , Akhtar Hussain , Wencong Su , Van-Hai Bui

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…

Computer Science and Game Theory · Computer Science 2024-06-24 Geoffrey Ramseyer , Mohak Goyal , Ashish Goel , David Mazières

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,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Ranvir Rana , Viraj Nadkarni , Niusha Moshrefi , Pramod Viswanath

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…

Computer Science and Game Theory · Computer Science 2022-10-03 Kshama Dwarakanath , Svitlana S Vyetrenko , Tucker Balch

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

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…

Networking and Internet Architecture · Computer Science 2024-10-04 Mohammad Parsa Toopchinezhad , Mahmood Ahmadi

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…

Quantum Physics · Physics 2025-09-23 Chi-Sheng Chen , Aidan Hung-Wen Tsai

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…

Computer Science and Game Theory · Computer Science 2026-01-29 Sam Devorsetz , Maurice Herlihy

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…

Artificial Intelligence · Computer Science 2026-05-05 Siqi Zhu

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…

Machine Learning · Computer Science 2025-10-08 Yurun Song , Zhuoyi Yang , Ian G. Harris , Sangeetha Abdu Jyothi

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…

Theoretical Economics · Economics 2026-01-01 Michele Fabi , Viraj Nadkarni , Leonardo Leone , Matheus X. V. Ferreira

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,…

Artificial Intelligence · Computer Science 2026-05-13 Prathamesh Vasudeo Naik , Naresh Dintakurthi , Yue Wang

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…

Optimization and Control · Mathematics 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

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,…

Statistical Finance · Quantitative Finance 2025-07-14 Dimitrios Emmanoulopoulos , Ollie Olby , Justin Lyon , Namid R. Stillman
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