activity
20192025
most citedImproved Price Oracles: Constant Function Market Makers

133 citations · 200 across the 18 of their papers we have counts for

collaborators
Showing 2023Show all

6 papers · 1 filter

math.OC2023★ 2 cited

The Specter (and Spectra) of Miner Extractable Value

Guillermo Angeris, Tarun Chitra, Theo Diamandis +1

Miner extractable value (MEV) refers to any excess value that a transaction validator can realize by manipulating the ordering of transactions. In this work, we introduce a simple…

cs.GT2023

Towards a Theory of Maximal Extractable Value II: Uncertainty

Tarun Chitra

Maximal Extractable Value (MEV) is value extractable by temporary monopoly power commonly found in decentralized systems. This extraction stems from a lack of user privacy upon tra…

math.OC2023

The Geometry of Constant Function Market Makers

Guillermo Angeris, Tarun Chitra, Theo Diamandis +2

Constant function market makers (CFMMs) are the most popular type of decentralized trading venue for cryptocurrency tokens. In this paper, we give a very general geometric framewor…

cs.CR2023★ 1 cited

Attacks on Dynamic DeFi Interest Rate Curves

Tarun Chitra, Peteris Erins, Kshitij Kulkarni

As decentralized money market protocols continue to grow in value locked, there have been a number of optimizations proposed for improving capital efficiency. One set of proposals…

math.OC2023

An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers

Theo Diamandis, Max Resnick, Tarun Chitra +1

Constant function market makers (CFMMs) such as Uniswap have facilitated trillions of dollars of digital asset trades and have billions of dollars of liquidity. One natural questio…

cs.GT2023

Credible, Optimal Auctions via Public Broadcast

Tarun Chitra, Matheus V. X. Ferreira, Kshitij Kulkarni

We study auction design in a setting where agents can communicate over a censorship-resistant broadcast channel like the ones we can implement over a public blockchain. We seek to…