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Concentrated liquidity automated market makers (AMMs), such as Uniswap v3, enable liquidity providers (LPs) to earn liquidity rewards by depositing tokens into liquidity pools. However, LPs often face significant financial losses driven by…

Trading and Market Microstructure · Quantitative Finance 2025-04-24 Simon Caspar Zeller , Paul-Niklas Ken Kandora , Daniel Kirste , Niclas Kannengießer , Steffen Rebennack , Ali Sunyaev

Automated market makers are a popular mechanism used on decentralized exchange, through which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function. The liquidity provider…

Mathematical Finance · Quantitative Finance 2024-11-27 Xue Dong He , Chen Yang , Yutian Zhou

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

Trading and Market Microstructure · Quantitative Finance 2013-10-14 Peter Bank , Antje Fruth

Constant product markets with concentrated liquidity (CL) are the most popular type of automated market makers. In this paper, we characterise the continuous-time wealth dynamics of strategic LPs who dynamically adjust their range of…

Mathematical Finance · Quantitative Finance 2024-06-14 Álvaro Cartea , Fayçal Drissi , Marcello Monga

We examine how the introduction of concentrated liquidity has changed the liquidity provision market in automated market makers such as Uniswap. To this end, we compare average liquidity provider returns from trading fees before and after…

Trading and Market Microstructure · Quantitative Finance 2023-10-30 Robin Fritsch

Building on ideas from online convex optimization, we propose a general framework for the design of efficient securities markets over very large outcome spaces. The challenge here is computational. In a complete market, in which one…

Computer Science and Game Theory · Computer Science 2010-11-10 Jacob Abernethy , Yiling Chen , Jennifer Wortman Vaughan

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

We consider the problem of optimally executing an order involving multiple crypto-assets, sometimes called tokens, on a network of multiple constant function market makers (CFMMs). When we ignore the fixed cost associated with executing an…

Optimization and Control · Mathematics 2022-04-12 Guillermo Angeris , Tarun Chitra , Alex Evans , Stephen Boyd

The standard approach for compensating liquidity providers on many decentralized exchanges (DEX) for serving as counter-party to swaps is through charging a small percentage of fees. The expected payoff from the cash flow of this mode of…

Mathematical Finance · Quantitative Finance 2022-09-07 Jin Hong Kuan

Decentralized exchanges (DEXs) provide a means for users to trade pairs of assets on-chain without the need for a trusted third party to effectuate a trade. Amongst these, constant function market maker DEXs such as Uniswap handle the most…

Computer Science and Game Theory · Computer Science 2022-08-29 Zhou Fan , Francisco Marmolejo-Cossío , Ben Altschuler , He Sun , Xintong Wang , David C. Parkes

This paper studies the static economic optimization problem of a system with a single aggregator and multiple prosumers in a Real-Time Balancing Market (RTBM). The aggregator, as the agent responsible for portfolio balancing, needs to…

Optimization and Control · Mathematics 2023-04-28 Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , M. Kanat Camlibel

We present a mathematical formulation of liquidity provision in decentralized exchanges. We focus on constant function market makers of utility indifference type, which include constant product market makers with concentrated liquidity as a…

Trading and Market Microstructure · Quantitative Finance 2025-02-05 Masaaki Fukasawa , Basile Maire , Marcus Wunsch

Concentrated liquidity (CL) provisioning is a way how to improve the capital efficiency of Automated Market Makers (AMM). Allowing liquidity providers to use leverage is a step towards even higher capital efficiency. A number of…

Trading and Market Microstructure · Quantitative Finance 2024-09-20 Atis Elsts , Krešimir Klas

This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…

Optimization and Control · Mathematics 2014-03-28 Mathias Bürger , Claudio De Persis , Frank Allgöwer

We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…

Mathematical Finance · Quantitative Finance 2024-11-08 Etienne Chevalier , Yadh Hafsi , Vathana Ly Vath

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Liquidity providers (LPs) are essential figures in the operation of automated market makers (AMMs); in exchange for transaction fees, LPs lend the liquidity that allows AMMs to operate. While many prior works have studied the incentive…

Computer Science and Game Theory · Computer Science 2025-09-22 Bruno Llacer Trotti , Weizhao Tang , Rachid El-Azouzi , Giulia Fanti , Daniel Sadoc Menasche

We study the optimal routing problem in decentralized exchanges built on Constant Function Market Makers when trades can be split across multiple heterogeneous pools and execution incurs fixed on-chain costs (gas fees). While prior routing…

Optimization and Control · Mathematics 2026-03-04 Carlos Escudero , Felipe Lara , Miguel Sama

We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…

Optimization and Control · Mathematics 2026-04-30 Maximilian Schaller , Stephen Boyd

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

Computational Engineering, Finance, and Science · Computer Science 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim
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