Search Results for author: Max O. Souza

Found 3 papers, 0 papers with code

Optimal Trading in Automatic Market Makers with Deep Learning

no code implementations5 Apr 2023 Sebastian Jaimungal, Yuri F. Saporito, Max O. Souza, Yuri Thamsten

This article explores the optimisation of trading strategies in Constant Function Market Makers (CFMMs) and centralised exchanges.

Entropy and the arrow of time in population dynamics

no code implementations3 Jun 2022 Diogo Costa-Cabanas, Fabio A. C. C. Chalub, Max O. Souza

The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes.

On regularized optimal execution problems and their singular limits

no code implementations7 Jan 2021 Max O. Souza, Yuri Thamsten

Then, we analyze the constrained problem, in which admissible strategies must guarantee complete execution to the trader.

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