4 papers
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…
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…
Bitcoin's Edge: Embedded Sentiment in Blockchain Transactional Data
Charalampos Kleitsikas, Nikolaos Korfiatis, Stefanos Leonardos +1
Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. A…