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Related papers: Autodeleveraging: Impossibilities and Optimization

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Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

In a continuous-time model with multiple assets described by c\`{a}dl\`{a}g processes, this paper characterizes superhedging prices, absence of arbitrage, and utility maximizing strategies, under general frictions that make execution prices…

Pricing of Securities · Quantitative Finance 2015-06-22 Paolo Guasoni , Miklós Rásonyi

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

Label Distribution Learning (LDL) is a novel machine learning paradigm that addresses the problem of label ambiguity and has found widespread applications. Obtaining complete label distributions in real-world scenarios is challenging, which…

Machine Learning · Computer Science 2024-10-18 Zhiqiang Kou , Haoyuan Xuan , Jing Wang , Yuheng Jia , Xin Geng

Recent advances in deep learning are driven by the growing scale of computation, data, and models. However, efficiently training large-scale models on distributed systems requires an intricate combination of data, operator, and pipeline…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-22 Jinfan Chen , Shigang Li , Ran Gun , Jinhui Yuan , Torsten Hoefler

This paper investigates the issue of an adequate loss function in the optimization of machine learning models used in the forecasting of financial time series for the purpose of algorithmic investment strategies (AIS) construction. We…

Computational Finance · Quantitative Finance 2023-09-20 Jakub Michańków , Paweł Sakowski , Robert Ślepaczuk

Cryptocurrency trading has attracted tremendous attention from both retail and institutional investors. However, most traders fail to scale their assets under management due to fragile strategies that collapse during adverse markets. The…

Operating Systems · Computer Science 2025-12-04 Thanh Nguyen

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this problem from the perspective of a broker, in a regret…

Computer Science and Game Theory · Computer Science 2025-09-29 Simone Di Gregorio , Paul Dütting , Federico Fusco , Chris Schwiegelshohn

Decentralized exchanges (DEXs) are a cornerstone of decentralized finance (DeFi), allowing users to trade cryptocurrencies without the need for third-party authorization. Investors are incentivized to deposit assets into liquidity pools,…

Artificial Intelligence · Computer Science 2023-09-20 Haochen Zhang , Xi Chen , Lin F. Yang

This paper reports the results and post-challenge analyses of ChaLearn's AutoDL challenge series, which helped sorting out a profusion of AutoML solutions for Deep Learning (DL) that had been introduced in a variety of settings, but lacked…

Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have integrated automated risk management tools into their smart…

Risk Management · Quantitative Finance 2025-10-02 Erum Iftikhar , Wei Wei , John Cartlidge

Label distribution learning (LDL) is a novel paradigm that describe the samples by label distribution of a sample. However, acquiring LDL dataset is costly and time-consuming, which leads to the birth of incomplete label distribution…

Machine Learning · Computer Science 2025-11-18 Jiecheng Jiang , Jiawei Tang , Jiahao Jiang , Hui Liu , Junhui Hou , Yuheng Jia

We study the deployment performance of machine learning based enforcement systems used in cryptocurrency anti money laundering (AML). Using forward looking and rolling evaluations on Bitcoin transaction data, we show that strong static…

Machine Learning · Computer Science 2026-04-27 Khem Raj Bhatt , Krishna Sharma

We study pricing and (super)hedging for American options in an imperfect market model with default, where the imperfections are taken into account via the nonlinearity of the wealth dynamics. The payoff is given by an RCLL adapted process…

Pricing of Securities · Quantitative Finance 2017-08-30 Roxana Dumitrescu , Marie-Claire Quenez , Agnès Sulem

Federated learning (FL) enables collaborative model training across distributed edge devices while preserving data privacy, and typically operates in a round-based synchronous manner. However, synchronous FL suffers from latency bottlenecks…

Machine Learning · Computer Science 2026-03-17 Asaf Goren , Natalie Lang , Nir Shlezinger , Alejandro Cohen

The always-available liquidity of automated market makers (AMMs) has been one of the most important catalysts in early cryptocurrency adoption. However, it has become increasingly evident that AMMs in their current form are not viable…

Computer Science and Game Theory · Computer Science 2023-08-10 Conor McMenamin , Vanesa Daza , Bruno Mazorra

The `Black Thursday' crisis in cryptocurrency markets demonstrated deleveraging risks in over-collateralized non-custodial stablecoins. We develop a stochastic model that helps explain deleveraging crises in these over-collateralized…

Trading and Market Microstructure · Quantitative Finance 2022-08-02 Ariah Klages-Mundt , Andreea Minca

For effective matching of resources (e.g., taxis, food, bikes, shopping items) to customer demand, aggregation systems have been extremely successful. In aggregation systems, a central entity (e.g., Uber, Food Panda, Ofo) aggregates supply…

Machine Learning · Computer Science 2020-03-17 Tanvi Verma , Pradeep Varakantham

We study the problem of optimally hedging the price exposure of liquidity positions in constant-product automated market makers (AMMs) when the hedge is funded by collateralized borrowing. A liquidity provider (LP) who borrows tokens to…

Portfolio Management · Quantitative Finance 2026-03-23 Atsushi Hane

This paper studies spatiotemporal pricing and fleet management for autonomous mobility-on-demand (AMoD) systems while taking elastic demand into account. We consider a platform that offers ride-hailing services using a fleet of autonomous…

Optimization and Control · Mathematics 2024-04-02 Zhijie Lai , Sen Li