2 citations · 6 across the 20 of their papers we have counts for
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SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity
Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos +2
We present SAiFE_gym, a Python module that provides a collection of simulation environments for studying trading problems in Constant Product Markets (CPMs) with Concentrated Liqui…
Concentrated Liquidity Provision: a Reinforcement Learning Perspective
Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos +2
Automated market makers (AMMs) are a cornerstone of decentralised finance (DeFi). Constant product markets with concentrated liquidity, such as UniswapV3, are now a well-establishe…
Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
Philippe Bergault, Yadh Hafsi, Leandro Sánchez-Betancourt
We develop a mixed control framework that combines absolutely continuous controls with impulse interventions subject to stochastic execution delays. The model extends current impul…
Optimal Exit Time for Liquidity Providers in Automated Market Makers
Philippe Bergault, Sébastien Bieber, Leandro Sánchez-Betancourt
We study the problem of optimal liquidity withdrawal for a representative liquidity provider (LP) in an automated market maker (AMM). LPs earn fees from trading activity but are ex…
Optimal Dynamic Fees in Automated Market Makers
Leonardo Baggiani, Martin Herdegen, Leandro Sánchez-Betancourt
Automated Market Makers (AMMs) are emerging as a popular decentralised trading platform. In this work, we determine the optimal dynamic fees in a constant function market maker. We…
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Alif Aqsha, Philippe Bergault, Leandro Sánchez-Betancourt
We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by…