2 papers
q-fin.TR2026
Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach
Daniele Maria Di Nosse, Fabrizio Lillo
Automated Market Makers based on concentrated liquidity, such as Uniswap v3, significantly improve capital efficiency but expose Liquidity Providers (LPs) to adverse selection cost…
q-fin.PM2024
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
Daniele Maria Di Nosse, Federico Gatta
Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 202…