1 citations · 1 across the 6 of their papers we have counts for
8 papers
Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules
Hamed Amini, Zachary Feinstein
This paper introduces oracle-parametrized automated market makers (OP-AMMs), i.e., automated market makers whose quoted price depends jointly on the pool reserves and an external o…
Extended Graphon Mean-Field Games in Discrete Time
Hamed Amini, Zhongyuan Cao, Gökçe Dayanıklı +3
In this paper, we study games involving a continuum of heterogeneous players in the discrete-time setting with finite state spaces and continuous action spaces. We introduce a new…
Ruin-dependent bivariate stochastic fluid processes
Hamed Amini, Andreea Minca, Oscar Peralta
This paper presents a novel model for bivariate stochastic fluid processes that incorporate a ruin-dependent behavioral switch. Unlike typical models that assume a shared underlyin…
Modeling Inverse Demand Function with Explainable Dual Neural Networks
Zhiyu Cao, Zihan Chen, Prerna Mishra +2
Financial contagion has been widely recognized as a fundamental risk to the financial system. Particularly potent is price-mediated contagion, wherein forced liquidations by firms…
Decentralized Prediction Markets and Sports Books
Hamed Amini, Maxim Bichuch, Zachary Feinstein
Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a d…
Duration-dependent stochastic fluid processes and solar energy revenue modeling
Hamed Amini, Andreea Minca, Oscar Peralta
We endow the classical stochastic fluid process with a duration-dependent Markovian arrival process (DMArP). We show that this provides a flexible model for the revenue of a solar…
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
Hamed Amini, Zhongyuan Cao, Agnès Sulem
We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game mode…
Ruin Probabilities for Risk Processes in Stochastic Networks
Hamed Amini, Zhongyuan Cao, Andreea Minca +1
We study multidimensional Cramér-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the p…