:: Library Catalog

Delwedd Flaen

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awduron:	Schlegel, Christoph, Kilbourn, Quintus
Fformat:	Preprint
Cyhoeddwyd:	2025
Pynciau:	Mathematical Finance Trading and Market Microstructure
Mynediad Ar-lein:	https://arxiv.org/abs/2507.02027
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg

Arbitrage on Decentralized Exchanges
gan: He, Xue Dong, et al.
Cyhoeddwyd: (2025)

Liquidity provision in CLMMs: evidence from transactions data
gan: Urusov, Andrey, et al.
Cyhoeddwyd: (2026)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
gan: Bergault, Philippe, et al.
Cyhoeddwyd: (2025)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
gan: Drissi, Fayçal, et al.
Cyhoeddwyd: (2025)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
gan: Zeller, Simon Caspar, et al.
Cyhoeddwyd: (2025)

Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
gan: Li, Linze, et al.
Cyhoeddwyd: (2025)

Performative Market Making
gan: Kleitsikas, Charalampos, et al.
Cyhoeddwyd: (2025)

Wasserstein Robust Market Making via Entropy Regularization
gan: Fang, Zhou, et al.
Cyhoeddwyd: (2025)

Optimal Dynamic Fees in Automated Market Makers
gan: Baggiani, Leonardo, et al.
Cyhoeddwyd: (2025)

QubitSwap: The Informational Edge in Decentralised Exchanges
gan: Scott-Simons, Oliver Tronn, et al.
Cyhoeddwyd: (2025)

Risk aversion of insider and dynamic asymmetric information
gan: Danilova, Albina, et al.
Cyhoeddwyd: (2025)

Market Making with Fads, Informed, and Uninformed Traders
gan: Barucci, Emilio, et al.
Cyhoeddwyd: (2025)

Shortermism and excessive risk taking in optimal execution with a target performance
gan: Barucci, Emilio, et al.
Cyhoeddwyd: (2025)

Macroscopic Market Making
gan: Guo, Ivan, et al.
Cyhoeddwyd: (2023)

Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
gan: Anthropelos, Michail, et al.
Cyhoeddwyd: (2024)

All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
gan: Lee, Roger
Cyhoeddwyd: (2023)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
gan: Bichuch, Maxim, et al.
Cyhoeddwyd: (2022)

Decentralized Prediction Markets and Sports Books
gan: Amini, Hamed, et al.
Cyhoeddwyd: (2023)

Optimal Execution under Incomplete Information
gan: Chevalier, Etienne, et al.
Cyhoeddwyd: (2024)

Decentralised Finance and Automated Market Making: Execution and Speculation
gan: Cartea, Álvaro, et al.
Cyhoeddwyd: (2023)

Market Making and Transient Impact in Spot FX
gan: Barzykin, Alexander
Cyhoeddwyd: (2026)

Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
gan: Barucci, Emilio, et al.
Cyhoeddwyd: (2026)

Mandatory Disclosure in Oligopolistic Market Making
gan: Kim, Seongjin, et al.
Cyhoeddwyd: (2026)

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
gan: Fabre, Timothée, et al.
Cyhoeddwyd: (2024)

Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
gan: Zhong, Tenghan
Cyhoeddwyd: (2026)

Closed-form solutions for generic N-token AMM arbitrage
gan: Willetts, Matthew, et al.
Cyhoeddwyd: (2024)

Optimal Rebalancing in Dynamic AMMs
gan: Willetts, Matthew, et al.
Cyhoeddwyd: (2024)

Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
gan: Eisler, Zoltan, et al.
Cyhoeddwyd: (2024)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
gan: Lipton, Alexander, et al.
Cyhoeddwyd: (2024)

Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
gan: Adadurov, Aleksei, et al.
Cyhoeddwyd: (2026)

A Microstructure Analysis of Coupling in CFMMs
gan: Sterrett, Althea, et al.
Cyhoeddwyd: (2025)

Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
gan: Hu, Chen, et al.
Cyhoeddwyd: (2025)

How low-cost AI universal approximators reshape market efficiency
gan: Barucca, Paolo, et al.
Cyhoeddwyd: (2025)

Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
gan: Tang, Siu Hin, et al.
Cyhoeddwyd: (2023)

The Negative Drift of a Limit Order Fill
gan: DeLise, Timothy
Cyhoeddwyd: (2024)

Solvability of the Gaussian Kyle model with imperfect information and risk aversion
gan: Chhaibi, Reda, et al.
Cyhoeddwyd: (2025)

Multi-dimensional queue-reactive model and signal-driven models: a unified framework
gan: Sfendourakis, Emmanouil
Cyhoeddwyd: (2025)

Broker-Trader Partial Information Nash-Equilibria
gan: Wu, Xuchen, et al.
Cyhoeddwyd: (2024)

Macroscopic Market Making Games via Multidimensional Decoupling Field
gan: Guo, Ivan, et al.
Cyhoeddwyd: (2024)

Liquidity provision of utility indifference type in decentralized exchanges
gan: Fukasawa, Masaaki, et al.
Cyhoeddwyd: (2025)