15 papers
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…
Semantic Radiance Fields as Simulators for Spatial Reasoning in Real-World Scenes
Nico Heider, Michał Jan Włodarczyk, Katarzyna Wasielewska-Michniewska +5
Training and evaluating spatial reasoning in embodied agents requires diverse environments that are both geometrically faithful and semantically queryable. Synthetic simulators off…
A Quantum Latin Square of Order Six with Cardinality 29
Aishwarya P. Das, Durgesh Kumar
We construct an explicit real quantum Latin square of order six with cardinality , the last unresolved value in the order-six spectrum. We first construct a punctured $6 \times…
Performative Market Making
Charalampos Kleitsikas, Stefanos Leonardos, Carmine Ventre
Financial models do not merely analyse markets, but actively shape them. This effect, known as performativity, describes how financial theories and the subsequent actions based on…
Interbank Lending Games
Jinyun Tong, Bart de Keijzer, Haoxiang Wang +1
We define and study a lending game to model the interbank money market, in which lending banks strategically allocate their cash to borrowing banks. The interest rate offered by ea…
DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books
Zhuohan Wang, Carmine Ventre
Modern generative models for limit order books (LOBs) can reproduce realistic market dynamics, but remain fundamentally passive: they either model what typically happens without ac…