40 citations · 91 across the 18 of their papers we have counts for
4 papers · 1 filter
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
Maxim Bichuch, Zachary Feinstein
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 reasonab…
Model-free Learning of Regions of Attraction via Recurrent Sets
Yue Shen, Maxim Bichuch, Enrique Mallada
We consider the problem of learning an inner approximation of the region of attraction (ROA) of an asymptotically stable equilibrium point without an explicit model of the dynamics…
Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
Maxim Bichuch, Nils Detering
We consider a network of bank holdings, where every holding has two subsidiaries of different types. A subsidiary can trade with another holding's subsidiary of the same type. Hold…
Prospective Learning: Principled Extrapolation to the Future
Ashwin De Silva, Rahul Ramesh, Lyle Ungar +40
Learning is a process which can update decision rules, based on past experience, such that future performance improves. Traditionally, machine learning is often evaluated under the…