From the 1 of 3 linked papers with an AI index.
3 papers
Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design
Reina Ke Xin Li, Andreas Park, Andreas Veneris +1
The paper proposes a multi‑currency automated market maker design for decentralized foreign‑exchange markets that shares liquidity across many currency pairs, derives optimal pool…
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
Srisht Fateh Singh, Reina Ke Xin Li, Samuel Gaskin +5
This paper mathematically models a constant-function automated market maker (CFAMM) position as a portfolio of exotic options, known as perpetual American continuous-installment (C…
BAKUP: Automated, Flexible, and Capital-Efficient Insurance Protocol for Decentralized Finance
Srisht Fateh Singh, Panagiotis Michalopoulos, Andreas Veneris
This paper introduces BAKUP, a smart contract insurance design for decentralized finance users to mitigate risks arising from platform vulnerabilities. While providing automated cl…