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Found 10 papers, 0 papers with code
Decentralized Prediction Markets and Sports Books
Importantly, we study how liquidity can be pooled or withdrawn from the AMM and the resulting implications to the market behavior.
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
Within this work we consider an axiomatic framework for Automated Market Makers (AMMs).
Model-free Learning of Regions of Attraction via Recurrent Sets
We define a set to be $\tau$-recurrent (resp.
Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
We consider a network of bank holdings, where every holding has two subsidiaries of different types.
Prospective Learning: Principled Extrapolation to the Future
We conjecture that certain sequences of tasks are not retrospectively learnable (in which the data distribution is fixed), but are prospectively learnable (in which distributions may be dynamic), suggesting that prospective learning is more difficult in kind than retrospective learning.
Decentralized Payment Clearing using Blockchain and Optimal Bidding
Finally, we consider the optimal bidding strategies for each firm in the network so that all firms are utility maximizers with respect to their terminal wealths.
Endogenous inverse demand functions
In this work we present an equilibrium formulation for price impacts.
A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms
Similarly the fire-sale price of the asset obtained by each of the banks depends on the amount of assets liquidated by the bank itself and by other banks.
Optimal Investment with Correlated Stochastic Volatility Factors
The problem of portfolio allocation in the context of stocks evolving in random environments, that is with volatility and returns depending on random factors, has attracted a lot of attention.
