3 papers
q-fin.CP2024
Profit Maximization In Arbitrage Loops
Yu Zhang, Zichen Li, Tao Yan +3
Cyclic arbitrage chances exist abundantly among decentralized exchanges (DEXs), like Uniswap V2. For an arbitrage cycle (loop), researchers or practitioners usually choose a specif…
econ.GN2024
Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions
Yu Zhang, Mostafa Chegeni, Claudio Tessone
The measurement of the velocity of money is still a significant topic. In this paper, we proposed a method to calculate the velocity of money by combining the holding-time distribu…
q-fin.CP2024
An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges
Yu Zhang, Tao Yan, Jianhong Lin +2
In decentralized exchanges (DEXs), the arbitrage paths exist abundantly in the form of both arbitrage loops (e.g. the arbitrage path starts from token A and back to token A again i…