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Autodeleveraging (ADL) is a last-resort loss socialization mechanism for perpetual futures venues. It is triggered when solvency-preserving liquidations fail. Despite the dominance of perpetual futures in the crypto derivatives market, with…

Computer Science and Game Theory · Computer Science 2026-02-18 Tarun Chitra

Autodeleveraging (ADL) is a last-resort loss socialization mechanism used by perpetual futures venues when liquidation and insurance buffers are insufficient to restore solvency. Despite the scale of perpetual futures markets, ADL has…

Computer Science and Game Theory · Computer Science 2026-02-18 Tarun Chitra , Nagu Thogiti , Mauricio Jean Pieer Trujillo Ramirez , Victor Xu

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

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

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

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…

Pricing of Securities · Quantitative Finance 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

The feasibility of deep neural networks (DNNs) to address data stream problems still requires intensive study because of the static and offline nature of conventional deep learning approaches. A deep continual learning algorithm, namely…

Machine Learning · Computer Science 2020-01-10 Andri Ashfahani , Mahardhika Pratama

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

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

Financial markets have experienced significant instabilities in recent years, creating unique challenges for trading and increasing interest in risk-averse strategies. Distributional Reinforcement Learning (RL) algorithms, which model the…

Machine Learning · Computer Science 2025-01-09 Félicien Hêche , Biagio Nigro , Oussama Barakat , Stephan Robert-Nicoud

Distributed ledgers, including blockchain and other decentralized databases, are designed to store information online where all trusted network members can update the data with transparency. The dynamics of ledger's development can be…

Probability · Mathematics 2026-03-10 Jiewei Feng , Christopher King

Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to a bounded leverage limit. To this end, we formulate an…

Portfolio Management · Quantitative Finance 2023-05-26 Chendi Ni , Yuying Li , Peter A. Forsyth

Excessive leverage, i.e. the abuse of debt financing, is considered one of the primary factors in the default of financial institutions. Systemic risk results from correlations between individual default probabilities that cannot be…

Risk Management · Quantitative Finance 2013-03-25 Paolo Tasca , Pavlin Mavrodiev , Frank Schweitzer

We address the liquidation problem arising from the credit risk management in decentralised finance (DeFi) by formulating it as an ergodic optimal control problem. In decentralised derivatives exchanges, liquidation is triggered whenever…

Trading and Market Microstructure · Quantitative Finance 2024-12-02 Jialun Cao , David Šiška

Payment channel networks (PCNs) are a layer-2 blockchain scalability solution, with its main entity, the payment channel, enabling transactions between pairs of nodes "off-chain," thus reducing the burden on the layer-1 network. Nodes with…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-10 Nikolaos Papadis , Leandros Tassiulas

The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…

Computational Finance · Quantitative Finance 2023-12-27 David Wu , Sebastian Jaimungal

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

Differential machine learning combines automatic adjoint differentiation (AAD) with modern machine learning (ML) in the context of risk management of financial Derivatives. We introduce novel algorithms for training fast, accurate pricing…

Computational Finance · Quantitative Finance 2020-10-01 Brian Huge , Antoine Savine

Layer-2 (L2) blockchains inherit Ethereums security guarantees while reducing gas fees. As a result, they are gaining traction among traders at Automated Market Makers (AMMs), sparking debate over whether they contribute to liquidity…

Computational Engineering, Finance, and Science · Computer Science 2025-03-14 Krzysztof Gogol , Manvir Schneider , Claudio Tessone , Benjamin Livshits

Formation and collision avoidance abilities are essential for multi-agent systems. Conventional methods usually require a central controller and global information to achieve collaboration, which is impractical in an unknown environment. In…

Robotics · Computer Science 2021-10-26 Xinyou Qiu , Xiaoxiang Li , Jian Wang , Yu Wang , Yuan Shen
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