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相关论文: Designing Autonomous Markets for Stablecoin Moneta…

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The study proposes a quote-driven predictive automated market maker (AMM) platform with on-chain custody and settlement functions, alongside off-chain predictive reinforcement learning capabilities to improve liquidity provision of…

交易与市场微观结构 · 定量金融 2023-01-27 Tristan Lim

In this paper, we introduce a novel framework to model the exchange rate dynamics between two intrinsically linked cryptoassets, such as stablecoins pegged to the same fiat currency or a liquid staking token and its associated native token.…

交易与市场微观结构 · 定量金融 2024-11-14 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant , Julien Guilbert

In this paper, we explore the short- and long-term stability of backed stablecoins offering constant mint and redeem prices to all agents. We refer to such designs as price window-based, since the mint and redeem prices constrain the…

计算机科学与博弈论 · 计算机科学 2026-02-19 Katherine Molinet , Aris Filos-Ratsikas

Blockchains have popularized automated market makers (AMMs). An AMM exchange is an application running on a blockchain which maintains a pool of crypto-assets and automatically trades assets with users governed by some pricing function that…

计算机科学与博弈论 · 计算机科学 2025-09-16 T-H. Hubert Chan , Ke Wu , Elaine Shi

We present an automated market-making (AMM) cross-settlement mechanism for digital assets on interoperable blockchains, focusing on central bank digital currencies (CBDCs) and stable coins. We develop an innovative approach for generating…

交易与市场微观结构 · 定量金融 2021-09-28 Alex Lipton , Artur Sepp

Designing automated market makers (AMMs) is crucial for decentralized token exchanges in cryptoeconomic systems. At the intersection of software engineering and economics, AMM design is complex and, if done incorrectly, can lead to…

交易与市场微观结构 · 定量金融 2025-03-24 Daniel Kirste , Niclas Kannengießer , Ricky Lamberty , Ali Sunyaev

Automated Market Makers (AMMs) are decentralized applications that allow users to exchange crypto-tokens without the need for a matching exchange order. AMMs are one of the most successful DeFi use cases: indeed, major AMM platforms process…

密码学与安全 · 计算机科学 2022-07-20 Massimo Bartoletti , James Hsin-yu Chiang , Alberto Lluch-Lafuente

Automated market makers (AMMs) have emerged as the dominant market mechanism for trading on decentralized exchanges implemented on blockchains. This paper presents a single mechanism that targets two important unsolved problems for AMMs:…

交易与市场微观结构 · 定量金融 2025-02-13 Austin Adams , Ciamac C. Moallemi , Sara Reynolds , Dan Robinson

Automated market makers (AMM) have grown to obtain significant market share within the cryptocurrency ecosystem, resulting in a proliferation of new products pursuing exotic strategies for horizontal differentiation. Yet, their theoretical…

交易与市场微观结构 · 定量金融 2021-05-07 Johannes Rude Jensen , Mohsen Pourpouneh , Kurt Nielsen , Omri Ross

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…

交易与市场微观结构 · 定量金融 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

Automated market makers (AMMs) are one of the most prominent decentralized finance (DeFi) applications. AMMs allow users to trade different types of crypto-tokens, without the need to find a counter-party. There are several implementations…

形式语言与自动机理论 · 计算机科学 2023-06-22 Massimo Bartoletti , James Hsin-yu Chiang , Alberto Lluch-Lafuente

Automated Market Makers (AMMs) are an integral component of the decentralized finance (DeFi) ecosystem, as they allow users to exchange crypto-assets without the need for trusted authorities or external price oracles. Although these…

计算机科学中的逻辑 · 计算机科学 2024-02-13 Daniele Pusceddu , Massimo Bartoletti

We introduce a new class of automated market maker (AMM), the \emph{partially active automated market maker} (PA-AMM). PA-AMM divides its reserves into two parts, the active and the passive parts, and uses only the active part for trading.…

数理金融 · 定量金融 2026-02-11 Sunghun Ko

In decentralized finance, any individual can pool their assets into an automated market maker (AMM) -- herein we focus on the constant product market maker (CPMM) -- in exchange for a claim on a fraction of future pool assets and fees…

数理金融 · 定量金融 2026-01-27 Maxim Bichuch , Zachary Feinstein

Stablecoins are a class of cryptocurrencies which aim at providing consistency and predictability, typically by pegging the token's value to that of a real world asset. Designing resilient decentralized stablecoins is a challenge, and…

计算机科学与博弈论 · 计算机科学 2024-10-30 Nicholas Strohmeyer , Sriram Vishwanath , David Fridovich-Keil

Automated market makers (AMMs) are pricing mechanisms utilized by decentralized exchanges (DEX). Traditional AMM approaches are constrained by pricing solely based on their own liquidity pool, without consideration of external markets or…

机器学习 · 计算机科学 2024-08-27 Daniel Jiwoong Im , Alexander Kondratskiy , Vincent Harvey , Hsuan-Wei Fu

One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange…

交易与市场微观结构 · 定量金融 2021-01-11 Bhaskar Krishnamachari , Qi Feng , Eugenio Grippo

An automated market maker (AMM) is a state machine that manages pools of assets, allowing parties to buy and sell those assets according to a fixed mathematical formula. AMMs are typically implemented as smart contracts on blockchains, and…

交易与市场微观结构 · 定量金融 2024-01-29 Kenan Wood , Maurice Herlihy , Hammurabi Mendes , Jonad Pulaj

Automated market makers (AMMs) are a new type of trading venues which are revolutionising the way market participants interact. At present, the majority of AMMs are constant function market makers (CFMMs) where a deterministic trading…

交易与市场微观结构 · 定量金融 2024-07-25 Marcello Monga

The Holy Grail of a decentralised stablecoin is achieved on rigorous mathematical frameworks, obtaining multiple advantageous proofs: stability, convergence, truthfulness, faithfulness, and malicious-security. These properties could only be…

密码学与安全 · 计算机科学 2019-09-18 David Cerezo Sánchez
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