1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023★ 1 cited
Optimal Trading in Automated Market Makers with Deep Learning
Sebastian Jaimungal, Yuri F. Saporito, Max O. Souza +1
This article explores the optimisation of trading strategies in Constant Function Market Makers (CFMMs) and centralised exchanges. We develop a model that accounts for the interact…
math.OC2022
A mathematical framework for dynamical social interactions with dissimulation
Yuri Saporito, Max O. Souza, Yuri Thamsten
Modeling social interactions is a challenging task that requires flexible frameworks. For instance, dissimulation and externalities are relevant features influencing such systems -…