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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

Decentralised automated market makers (AMMs) have gained significant attention recently. We propose an adaptive and automated Dynamic Function Market Maker (DFMM) that addresses challenges in this space. Our DFMM protocol includes a data…

综合金融 · 定量金融 2023-07-26 Arman Abgaryan , Utkarsh Sharma

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

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

Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a decentralized framework for prediction markets using…

数理金融 · 定量金融 2025-01-10 Hamed Amini , Maxim Bichuch , Zachary Feinstein

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 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

In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…

计算机科学与博弈论 · 计算机科学 2025-07-29 Adithya Bhaskara , Rafael Frongillo , Maneesha Papireddygari

Within this work we consider an axiomatic framework for Automated Market Makers (AMMs). AMMs are smart contracts that set prices for swaps on a pool of assets. By imposing reasonable axioms on the underlying utility function, we are able to…

数理金融 · 定量金融 2025-02-04 Maxim Bichuch , Zachary Feinstein

Lending protocols are one of the main applications of Decentralized Finance (DeFi), enabling crypto-assets loan markets with a total value estimated in the tens of billions of dollars. Unlike traditional lending systems, these protocols…

计算机科学与博弈论 · 计算机科学 2025-06-19 Massimo Bartoletti , Enrico Lipparini

Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…

分布式、并行与集群计算 · 计算机科学 2026-05-01 Ignat Melnikov , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

Decentralized finance (DeFi) borrowing and lending platforms are crucial to the decentralized economy, involving two main participants: lenders who provide assets for interest and borrowers who offer collateral exceeding their debt and pay…

计算工程、金融与科学 · 计算机科学 2024-07-16 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Chi Jin , Sanjeev Kulkarni , Pramod Viswanath

Automated Market Makers (AMMs) are essential in Decentralized Finance (DeFi) as they match liquidity supply with demand. They function through liquidity providers (LPs) who deposit assets into liquidity pools. However, the asset trading…

系统与控制 · 电气工程与系统科学 2025-04-01 Viraj Nadkarni , Sanjeev Kulkarni , Pramod Viswanath

This paper compares mathematical models for automated market makers including logarithmic market scoring rule (LMSR), liquidity sensitive LMSR (LS-LMSR), constant product/mean/sum, and others. It is shown that though LMSR may not be a good…

交易与市场微观结构 · 定量金融 2024-05-21 Yongge Wang

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 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

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

Decentralized Finance (DeFi) has revolutionized financial markets by enabling complex asset-exchange protocols without trusted intermediaries. Automated Market Makers (AMMs) are a central component of DeFi, providing the core functionality…

数理金融 · 定量金融 2026-02-03 Marco Dessalvi , Massimo Bartoletti , Alberto Lluch-Lafuente

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 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
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