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相关论文: Designing Autonomous Markets for Stablecoin Moneta…

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We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

交易与市场微观结构 · 定量金融 2021-07-22 Agostino Capponi , Ruizhe Jia

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

综合经济学 · 经济学 2022-01-17 Luyao Zhang , Yulin Liu

Automated market makers (AMMs) are automata that trade electronic assets at rates set by mathematical formulas. AMMs are usually implemented by smart contracts on blockchains. In practice, AMMs are often composed: and outputs from AMMs can…

分布式、并行与集群计算 · 计算机科学 2021-09-01 Daniel Engel , Maurice Herlihy

Automated Market Makers (AMMs) are a class of smart contracts on Ethereum and other blockchains that "make markets" autonomously. In other words, AMMs stand ready to trade with other market participants that interact with them, at the…

数理金融 · 定量金融 2022-12-22 Stefan Loesch

As an integral part of the decentralized finance (DeFi) ecosystem, decentralized exchanges (DEXs) with automated market maker (AMM) protocols have gained massive traction with the recently revived interest in blockchain and distributed…

交易与市场微观结构 · 定量金融 2023-03-16 Jiahua Xu , Krzysztof Paruch , Simon Cousaert , Yebo Feng

Automated Market Makers (AMMs) have cemented themselves as an integral part of the decentralized finance (DeFi) space. AMMs are a type of exchange that allows users to trade assets without the need for a centralized exchange. They form the…

机器学习 · 计算机科学 2022-11-29 Dev Churiwala , Bhaskar Krishnamachari

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…

计算机科学与博弈论 · 计算机科学 2023-08-10 Conor McMenamin , Vanesa Daza , Bruno Mazorra

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

综合经济学 · 经济学 2026-03-10 Chengqi Zang , Zhenghui Wang , Weitong Zhang

Automated Market Makers (AMMs) are a cornerstone of decentralized finance. They are smart contracts (stateful programs) running on blockchains. They enable virtual token exchange: traders swap tokens with the AMM for a fee, while liquidity…

分布式、并行与集群计算 · 计算机科学 2025-09-03 Hongyin Chen , Amit Vaisman , Ittay Eyal

Automated Market Makers (AMMs) are decentralized exchange protocols that provide continuous access to token liquidity without the need for order books or traditional market makers. However, this innovation has failed to scale when it comes…

计算工程、金融与科学 · 计算机科学 2025-06-02 Sumit Vohra

We study decentralized markets for goods whose utility perishes in time, with compute as a primary motivation. Recent advances in reproducible and verifiable execution allow jobs to pause, verify, and resume across heterogeneous hardware,…

理论经济学 · 经济学 2025-11-21 Chengqi Zang , Gabriel P. Andrade , Oğuzhan Ersoy

The popularity of cryptocurrencies has grown significantly in recent years, and they have become an important asset for internet trading. One of the main drawbacks of cryptocurrencies is the high volatility and fluctuation in value. The…

密码学与安全 · 计算机科学 2023-03-06 Wantall Newby , Nickuk Nishikawa

Automated Market Makers (AMMs) are essential to decentralized finance, offering continuous liquidity and enabling intermediary-free trading on blockchains. However, participants in AMMs are vulnerable to Maximal Extractable Value (MEV)…

计算机科学与博弈论 · 计算机科学 2024-10-25 Mengqian Zhang , Sen Yang , Fan Zhang

In this paper, we will consider a governance token pricing algorithm that conducts liquidity operations on AMM (CPMM) DEXs (automated market maker decentralized exchanges) with liquidity that belongs to a decentralized autonomous…

密码学与安全 · 计算机科学 2022-03-18 Aleksei Pupyshev , Ilya Sapranidi , Shamil Khalilov

Automated Market Makers (AMMs) are used to provide liquidity for combinatorial prediction markets that would otherwise be too thinly traded. They offer both buy and sell prices for any of the doubly exponential many possible securities that…

计算机科学与博弈论 · 计算机科学 2025-10-16 Maneesha Papireddygari , Xintong Wang , Bo Waggoner , David M. Pennock

An automated market maker (AMM) provides a method for creating a decentralized exchange on the blockchain. For this purpose, individual investors lend liquidity to the AMM pool in exchange for a stream of fees earned from its operations as…

数理金融 · 定量金融 2025-09-30 Maxim Bichuch , Zachary Feinstein

We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

理论经济学 · 经济学 2026-01-01 Michele Fabi , Viraj Nadkarni , Leonardo Leone , Matheus X. V. Ferreira

The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining…

Additive manufacturing (AM), or 3D printing, is an emerging manufacturing technology that is expected to have far-reaching socioeconomic, environmental, and geopolitical implications. As the use of this technology increases, the need for…

密码学与安全 · 计算机科学 2019-08-20 Sofia Belikovetsky , Oded Leiba , Asaf Shabtai , Yuval Elovici

Two popular forms of automated market makers are constant sum and constant product (CSMM and CPMM respectively). Each has its advantages and disadvantages: CSMMs have stable exchange rates but are vulnerable to arbitrage and can sometimes…

交易与市场微观结构 · 定量金融 2022-04-07 Alexander Port , Neelesh Tiruviluamala