69 citations · 423 across the 56 of their papers we have counts for
3 papers · 1 filter
Automated Market Making and Loss-Versus-Rebalancing
Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden +1
Automated Market Makers (AMMs) are both liquidity sources and investment vehicles for market participants. This paper analyzes the risks and returns of liquidity provision (LP) inv…
Formalizing Preferences Over Runtime Distributions
Devon R. Graham, Kevin Leyton-Brown, Tim Roughgarden
When trying to solve a computational problem, we are often faced with a choice between algorithms that are guaranteed to return the right answer but differ in their runtime distrib…
No-Regret Learning with Unbounded Losses: The Case of Logarithmic Pooling
Eric Neyman, Tim Roughgarden
For each of time steps, experts report probability distributions over outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarante…