Related papers: Intermediating DFMM Asset (IDA)
Decentralized trading of real-world alternative assets (e.g., gold) requires bridging physical asset custody with blockchain systems while meeting strict requirements for compliance, liquidity, and risk management. We present GoldMine OS, a…
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.…
This work introduces a novel adaptive mesh refinement (AMR) method that utilizes dominant balance analysis (DBA) for efficient and accurate grid adaptation in computational fluid dynamics (CFD) simulations. The proposed method leverages a…
This paper introduces DeepUnifiedMom, a deep learning framework that enhances portfolio management through a multi-task learning approach and a multi-gate mixture of experts. The essence of DeepUnifiedMom lies in its ability to create…
One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange…
Concentrated Liquidity Market Makers (CLMMs) represent a fundamental innovation in market microstructure, transforming liquidity provision from passive portfolio allocation to active risk management. This evolution creates significant…
Derivative hedging and pricing are important and continuously studied topics in financial markets. Recently, deep hedging has been proposed as a promising approach that uses deep learning to approximate the optimal hedging strategy and can…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…
The pervasive uncertainty and dynamic nature of real-world environments present significant challenges for the widespread implementation of machine-driven Intelligent Decision-Making (IDM) systems. Consequently, IDM should possess the…
This paper analyzes the role of money in asset markets characterized by search frictions. We develop a dynamic framework that brings together a model for illiquid financial assets `a la Duffie, Garleanu, and Pedersen, and a search-theoretic…
Deep multimodal learning has achieved great progress in recent years. However, current fusion approaches are static in nature, i.e., they process and fuse multimodal inputs with identical computation, without accounting for diverse…
Structured finance, which involves restructuring diverse assets into securities like MBS, ABS, and CDOs, enhances capital market efficiency but presents significant due diligence challenges. This study explores the integration of artificial…
Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…
We model the behavior of three agent classes acting dynamically in a limit order book of a financial asset. Namely, we consider market makers (MM), high-frequency trading (HFT) firms, and institutional brokers (IB). Given a prior dynamic of…
Novel non-volatile memory (NVM) technologies offer high-speed and high-density data storage. In addition, they overcome the von Neumann bottleneck by enabling computing-in-memory (CIM). Various computer architectures have been proposed to…
Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential decision-making, Reinforcement Learning (RL) technology has…
Simultaneously optimizing multiple, frequently conflicting, molecular properties is a key bottleneck in the development of novel therapeutics. Although a promising approach, the efficacy of multi-task learning is often compromised by…
Automated Market Makers (AMMs) are an integral component of the decentralized finance (DeFi) ecosystem, as they allow users to exchange crypto-assets without the need for trusted authorities or external price oracles. Although these…
This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to diversification activity not on the level of single assets but…