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We develop a formalism for reasoning about trading on decentralized exchanges on blockchains and a formulation of a particular form of maximal extractable value (MEV) that represents the total arbitrage opportunity extractable from on-chain…

Mathematical Finance · Quantitative Finance 2023-04-24 Alan Guo

Consider a market of competing model providers selling query access to models with varying costs and capabilities. Customers submit problem instances and are willing to pay up to a budget for a verifiable solution. An arbitrageur…

Artificial Intelligence · Computer Science 2026-03-25 Ricardo Olmedo , Bernhard Schölkopf , Moritz Hardt

In this work, we investigate the market-making problem on a trading session in which a continuous phase on a limit order book is followed by a closing auction. Whereas standard optimal market-making models typically rely on terminal…

Trading and Market Microstructure · Quantitative Finance 2026-01-27 Julius Graf , Thibaut Mastrolia

Maximal Extractable Value (MEV) refers to excess value captured by miners (or validators) from users in a cryptocurrency network. This excess value often comes from reordering users' transactions to maximize fees or from inserting new…

Computer Science and Game Theory · Computer Science 2023-05-02 Kshitij Kulkarni , Theo Diamandis , Tarun Chitra

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

Speculative trading can drive pronounced market instabilities, yet existing regulatory and macroprudential tools intervene only after such dynamics emerge. Quantum technologies offer a fundamentally new means of shaping economic behavior by…

We study a risk-sharing economy where an arbitrary number of heterogenous agents trades an arbitrary number of risky assets subject to quadratic transaction costs. For linear state dynamics, the forward-backward stochastic differential…

General Finance · Quantitative Finance 2020-11-30 Johannes Muhle-Karbe , Xiaofei Shi , Chen Yang

This paper measures price differences between Hegic option quotes on Arbitrum and a model-based benchmark built on Black--Scholes model with regime-sensitive volatility estimated via a two-regime MS-AR-(GJR)-GARCH model. Using option-level…

Pricing of Securities · Quantitative Finance 2025-12-24 Anastasiia Zbandut

We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…

Theoretical Economics · Economics 2020-11-09 Federico Echenique , Antonio Miralles , Jun Zhang

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…

Trading and Market Microstructure · Quantitative Finance 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

We present a comprehensive analysis of the implications of artificial latency in the Proposer-Builder Separation framework on the Ethereum network. Focusing on the MEV-Boost auction system, we analyze how strategic latency manipulation…

Computer Science and Game Theory · Computer Science 2024-01-12 Umberto Natale , Michael Moser

This study quantifies the potential non-atomic MEV on Layer-2 (L2) blockchains by measuring the arbitrage opportunities between cross-rollup and DEX-CEX. Over recent years, we observe a shift in trading activities from Ethereum to rollups,…

Cryptography and Security · Computer Science 2024-10-18 Krzysztof Gogol , Johnnatan Messias , Deborah Miori , Claudio Tessone , Benjamin Livshits

Currently cryptocurrencies and Decentralized Finance (DeFi), which enable financial services on public blockchains, represents a new growing trend in finance. In contrast to financial markets, ruled by traditional corporations, DeFi is…

Social and Information Networks · Computer Science 2024-01-04 Mar Grande , Florentino Borondo , Javier Borondo

This study examines the impact of different computing implementations of clearing mechanisms on multi-asset price dynamics within an artificial stock market framework. We show that sequential processing of order books introduces a…

Trading and Market Microstructure · Quantitative Finance 2025-09-03 Matej Steinbacher , Mitja Steinbacher , Matjaz Steinbacher

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution…

Trading and Market Microstructure · Quantitative Finance 2015-06-05 Enzo Busseti , Fabrizio Lillo

The MEV-Boost block auction contributes approximately 90% of all Ethereum blocks. Between October 2023 and March 2024, only three builders produced 80% of them, highlighting the concentration of power within the block builder market. To…

Computational Engineering, Finance, and Science · Computer Science 2024-07-22 Burak Öz , Danning Sui , Thomas Thiery , Florian Matthes

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

We study optimal auction design for Maximum Extractable Value (MEV) auction markets on Ethereum. Using a dataset of 2.2 million transactions across three major orderflow providers, we establish three empirical regularities: extracted values…

Trading and Market Microstructure · Quantitative Finance 2026-03-18 Aleksei Adadurov , Sergey Barseghyan , Anton Chtepine , Antero Eloranta , Andrei Sebyakin , Arsenii Valitov

A characteristic feature of complex systems in general is a tight coupling between their constituent parts. In complex socio-economic systems this kind of behavior leads to self-organization, which may be both desirable (e.g. social…

Statistical Finance · Quantitative Finance 2017-03-29 Aleksejus Kononovicius , Vygintas Gontis

We consider a trader who aims to liquidate a large position in the presence of an arbitrageur who hopes to profit from the trader's activity. The arbitrageur is uncertain about the trader's position and learns from observed price…

Optimization and Control · Mathematics 2009-03-11 Ciamac C. Moallemi , Beomsoo Park , Benjamin Van Roy