2 citations · 2 across the 4 of their papers we have counts for
4 papers
Multiblock MEV opportunities & protections in dynamic AMMs
Matthew Willetts, Christian Harrington
Maximal Extractable Value (MEV) in Constant Function Market Making is fairly well understood. Does having dynamic weights, as found in liquidity boostrap pools (LBPs), Temporal-fun…
Optimal Rebalancing in Dynamic AMMs
Matthew Willetts, Christian Harrington
Dynamic AMM pools, as found in Temporal Function Market Making, rebalance their holdings to a new desired ratio (e.g. moving from being 50-50 between two assets to being 90-10 in f…
Closed-form solutions for generic N-token AMM arbitrage
Matthew Willetts, Christian Harrington
Convex optimisation has provided a mechanism to determine arbitrage trades on automated market markets (AMMs) since almost their inception. Here we outline generic closed-form solu…
A Multi-Resolution Framework for U-Nets with Applications to Hierarchical VAEs
Fabian Falck, Christopher Williams, Dominic Danks +5
U-Net architectures are ubiquitous in state-of-the-art deep learning, however their regularisation properties and relationship to wavelets are understudied. In this paper, we formu…