133 citations · 246 across the 13 of their papers we have counts for
7 papers · 1 filter
When does the tail wag the dog? Curvature and market making
Guillermo Angeris, Alex Evans, Tarun Chitra
Liquidity and trading activity on constant function market makers (CFMMs) such as Uniswap, Curve, and Balancer has grown significantly in the second half of 2020. Much of the growt…
Heuristic Methods and Performance Bounds for Photonic Design
Guillermo Angeris, Jelena Vučković, Stephen Boyd
In the photonic design problem, a scientist or engineer chooses the physical parameters of a device to best match some desired device behavior. Many instances of the photonic desig…
Optimal Representative Sample Weighting
Shane Barratt, Guillermo Angeris, Stephen Boyd
We consider the problem of assigning weights to a set of samples or data records, with the goal of achieving a representative weighting, which happens when certain sample averages…
Improved Price Oracles: Constant Function Market Makers
Guillermo Angeris, Tarun Chitra
Automated market makers, first popularized by Hanson's logarithmic market scoring rule (or LMSR) for prediction markets, have become important building blocks, called 'primitives,'…
Fundamental bounds for scattering from absorptionless electromagnetic structures
Rahul Trivedi, Guillermo Angeris, Logan Su +3
The ability to design the scattering properties of electromagnetic structures is of fundamental interest in optical science and engineering. While there has been great practical su…
A New Heuristic for Physical Design
Guillermo Angeris, Jelena Vučković, Stephen Boyd
In a physical design problem, the designer chooses values of some physical parameters, within limits, to optimize the resulting field. We focus on the specific case in which each p…
Automatic Repair of Convex Optimization Problems
Shane Barratt, Guillermo Angeris, Stephen Boyd
Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such…