Cover Image

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lao, Xin, Chen, Shiping, Wang, Qin
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

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

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

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)

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

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

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

Liquidity Dynamics in RFQ Markets and Impact on Pricing
by: Bergault, Philippe, et al.
Published: (2023)

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

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

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

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

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

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)

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)

Forecasting Liquidity Withdraw with Machine Learning Models
by: Haochuan, et al.
Published: (2025)

Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
by: Luwang, S. R., et al.
Published: (2025)

Performative Market Making
by: Kleitsikas, Charalampos, et al.
Published: (2025)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by: Rahman, Abdul, et al.
Published: (2024)

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

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

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

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

Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
by: Hu, Tianzuo
Published: (2026)

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

No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
by: Cruz, Walter Hernandez, et al.
Published: (2024)

Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading
by: Deng, Qi, et al.
Published: (2024)

Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)

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

A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
by: Mesfin, Mathias
Published: (2026)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
by: Aparicio, Valentina, et al.
Published: (2024)

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
by: Kamat, Arati U.
Published: (2026)

Explainable Patterns in Cryptocurrency Microstructure
by: Bieganowski, Bartosz, et al.
Published: (2026)

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
by: Mesfin, Mathias
Published: (2026)