13 citations · 17 across the 26 of their papers we have counts for
Showing 2023Show all
3 papers · 1 filter
cs.IT2023
Exact Error in Matrix Completion: Approximately Low-Rank Structures and Missing Blocks
Agostino Capponi, Mihailo Stojnic
We study the completion of approximately low rank matrices with entries missing not at random (MNAR). In the context of typical large-dimensional statistical settings, we establish…
q-fin.TR2023
Decentralized Finance: Protocols, Risks, and Governance
Agostino Capponi, Garud Iyengar, Jay Sethuraman
Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advanc…
q-fin.GN2023
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
Agostino Capponi, Ruizhe Jia, Brian Zhu
We study Just-in-time (JIT) liquidity provision in blockchain-based decentralized exchanges. A JIT liquidity provider (LP) monitors pending swap orders in public mempools of blockc…