Cover Image

Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Deshpande, Sangram, Das, Elin Ranjan, Mueller, Frank
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Optimization and Control Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning
by: Pemy, Moustapha, et al.
Published: (2025)

Concave Continuation: Linking Routing to Arbitrage
by: Jiang, Ruichao, et al.
Published: (2026)

Competition between DEXs through Dynamic Fees
by: Baggiani, Leonardo, et al.
Published: (2026)

Relative entropy-regularized robust optimal order execution
by: Wang, Meng, et al.
Published: (2023)

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

Arbitrage on Decentralized Exchanges
by: He, Xue Dong, et al.
Published: (2025)

Arbitrage with bounded Liquidity
by: Schlegel, Christoph, et al.
Published: (2025)

Automated Market Making and Arbitrage Profits in the Presence of Fees
by: Milionis, Jason, et al.
Published: (2023)

Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
by: Ackermann, Julia, et al.
Published: (2025)

Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
by: Giegrich, Michael, et al.
Published: (2024)

Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Aqsha, Alif, et al.
Published: (2025)

Optimal hedging of an informed broker facing many traders
by: Bergault, Philippe, et al.
Published: (2025)

A Mean Field Game between Informed Traders and a Broker
by: Bergault, Philippe, et al.
Published: (2024)

Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
by: Bergault, Philippe, et al.
Published: (2026)

Learning Market Making with Closing Auctions
by: Graf, Julius, et al.
Published: (2026)

Clearing time randomization and transaction fees for auction market design
by: Mastrolia, Thibaut, et al.
Published: (2024)

High-Frequency Options Trading | With Portfolio Optimization
by: Bhatia, Sid
Published: (2024)

am-AMM: An Auction-Managed Automated Market Maker
by: Adams, Austin, et al.
Published: (2024)

Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business
by: van Sandbergen, Luis
Published: (2025)

Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
by: Mastrolia, Thibaut, et al.
Published: (2025)

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
by: Lao, Xin, et al.
Published: (2025)

An Impulse Control Approach to Market Making in a Hawkes LOB Market
by: Jain, Konark, et al.
Published: (2025)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by: Liu, Haojie, et al.
Published: (2025)

Correlation emergence in two coupled simulated limit order books
by: Bauer, Dominic, et al.
Published: (2024)

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
by: Gao, Kang, et al.
Published: (2022)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
by: Na, Andrew, et al.
Published: (2023)

Automated Market Making: the case of Pegged Assets
by: Bergault, Philippe, et al.
Published: (2024)

Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
by: Michańków, Jakub, et al.
Published: (2024)

Simulating and analyzing a sparse order book: an application to intraday electricity markets
by: Bergault, Philippe, et al.
Published: (2024)

Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
by: Fanshawe, Jack, et al.
Published: (2026)

Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
by: Mizuta, Takanobu, et al.
Published: (2026)

Limit Order Book Simulations: A Review
by: Jain, Konark, et al.
Published: (2024)

Generation of synthetic financial time series by diffusion models
by: Takahashi, Tomonori, et al.
Published: (2024)

Concentrated Liquidity with Leverage
by: Elsts, Atis, et al.
Published: (2024)

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

Maximizing Battery Storage Profits via High-Frequency Intraday Trading
by: Schaurecker, David, et al.
Published: (2025)

Approximate Dynamic Programming for Degradation-aware Market Participation of Battery Energy Storage Systems: Bridging Market and Degradation Timescales
by: Holtorf, Flemming, et al.
Published: (2026)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
by: Halperin, Igor
Published: (2025)

Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)

Arbitrage Analysis in Polymarket NBA Markets
by: Cheng, Guang, et al.
Published: (2026)