4 papers
Thinking Fast and Slow: Data-Driven Adaptive DeFi Borrow-Lending Protocol
Mahsa Bastankhah, Viraj Nadkarni, Xuechao Wang +3
Decentralized finance (DeFi) borrowing and lending platforms are crucial to the decentralized economy, involving two main participants: lenders who provide assets for interest and…
Adaptive Curves for Optimally Efficient Market Making
Viraj Nadkarni, Sanjeev Kulkarni, Pramod Viswanath
Automated Market Makers (AMMs) are essential in Decentralized Finance (DeFi) as they match liquidity supply with demand. They function through liquidity providers (LPs) who deposit…
Reinforcement Learning Paycheck Optimization for Multivariate Financial Goals
Melda Alaluf, Giulia Crippa, Sinong Geng +6
We study paycheck optimization, which examines how to allocate income in order to achieve several competing financial goals. For paycheck optimization, a quantitative methodology i…
ZeroSwap: Data-driven Optimal Market Making in DeFi
Viraj Nadkarni, Jiachen Hu, Ranvir Rana +3
Automated Market Makers (AMMs) are major centers of matching liquidity supply and demand in Decentralized Finance. Their functioning relies primarily on the presence of liquidity p…