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Monitoring unstructured streams increasingly requires persistent, semantics-aware computation, yet today's LLM frameworks remain stateless and one-shot, limiting their usefulness for long-running analytics. We introduce Continuous Prompts…
We study how trading fees and continuous-time arbitrage affect the profitability of liquidity providers (LPs) in Geometric Mean Market Makers (G3Ms). We use stochastic reflected diffusion processes to analyze the dynamics of a G3M model…
We consider the problem of optimally executing a user trade over networks of constant function market makers (CFMMs) in the presence of hooks. Hooks, introduced in an upcoming version of Uniswap, are auxiliary smart contracts that allow for…
LLMs are emerging tools for simulating human behavior in business, economics, and social science, offering a lower-cost complement to laboratory experiments, field studies, and surveys. This paper evaluates how well LLMs replicate human…
"Pay-per-last-$N$-shares" (PPLNS) is one of the most common payout strategies used by mining pools in Proof-of-Work (PoW) cryptocurrencies. As with any payment scheme, it is imperative to study issues of incentive compatibility of miners…
We attack the 4-level facility location problem (4L-FLP), a critical component in supply chains. Foundational tasks here involve selecting markets, plants, warehouses, and distribution centers to maximize profits while considering related…
The latent position network model (LPM) is a popular approach for the statistical analysis of network data. A central aspect of this model is that it assigns nodes to random positions in a latent space, such that the probability of an…
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…
Automated Market Makers face a geometric dilemma: expanding liquidity depth to reduce execution slippage increases Liquidity Providers' exposure to toxic arbitrage, quantified as Loss-Versus-Rebalancing (LVR). We study the Hybrid…
As distribution systems move towards being more actively managed there is increased potential for regional markets and the application of locational marginal prices (LMPs) to capture spatial variation in the marginal cost of electricity at…
Numerical interactions leading to users sharing textual content published by others are naturally represented by a network where the individuals are associated with the nodes and the exchanged texts with the edges. To understand those…
This paper presents a general framework for the design and analysis of exchange mechanisms between two assets that unifies and enables comparisons between the two dominant paradigms for exchange, constant function market markers (CFMMs) and…
In this paper, we present a framework to design approximation algorithms for capacitated facility location problems with penalties/outliers using LP-rounding. Primal-dual technique, which has been particularly successful in dealing with…
We construct a novel event-level Capital Control Measures (CCM) dataset covering 196 countries from 1999 to 2023 by leveraging prompt-based large language models (LLMs). The dataset enables event study analysis and cross-country comparisons…
Load aggregators are independent private entities whose goal is to optimize energy consumption flexibilities offered by multiple residential consumers. Although aggregators optimize their decisions in a decentralized way, they are…
We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…
Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function.…
We study how delegating pricing to large language models (LLMs) can facilitate collusion in a duopoly when both sellers rely on the same pre-trained model. The LLM is characterized by (i) a propensity parameter capturing its internal bias…
Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…
As we increasingly depend on software systems, the consequences of breaches in the software supply chain become more severe. High-profile cyber attacks like those on SolarWinds and ShadowHammer have resulted in significant financial and…