SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
Fuente:
arXiv
Guardado en:
| Autores principales: | Rahman, Nahid, Al-Chami, Joseph, Clark, Jeremy |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
por: Saguillo, Oriol, et al.
Publicado: (2025)
por: Saguillo, Oriol, et al.
Publicado: (2025)
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
por: Ma, Tianyi
Publicado: (2025)
por: Ma, Tianyi
Publicado: (2025)
A Formal Approach to AMM Fee Mechanisms with Lean 4
por: Dessalvi, Marco, et al.
Publicado: (2026)
por: Dessalvi, Marco, et al.
Publicado: (2026)
Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
por: Kirste, Daniel, et al.
Publicado: (2023)
por: Kirste, Daniel, et al.
Publicado: (2023)
Decentralized Prediction Markets and Sports Books
por: Amini, Hamed, et al.
Publicado: (2023)
por: Amini, Hamed, et al.
Publicado: (2023)
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
por: Saxena, Maxime, et al.
Publicado: (2026)
por: Saxena, Maxime, et al.
Publicado: (2026)
Controllable Financial Market Generation with Diffusion Guided Meta Agent
por: Huang, Yu-Hao, et al.
Publicado: (2024)
por: Huang, Yu-Hao, et al.
Publicado: (2024)
Heterogeneous Beliefs Model of Stock Market Predictability
por: Park, Jiho
Publicado: (2024)
por: Park, Jiho
Publicado: (2024)
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
por: Bodor, Hamza, et al.
Publicado: (2024)
por: Bodor, Hamza, et al.
Publicado: (2024)
What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept
por: Dalen, Shaw
Publicado: (2026)
por: Dalen, Shaw
Publicado: (2026)
Information Leakages in the Green Bond Market
por: Shannon, Darren, et al.
Publicado: (2025)
por: Shannon, Darren, et al.
Publicado: (2025)
Option Pricing on Automated Market Maker Tokens
por: Maymin, Philip Z.
Publicado: (2026)
por: Maymin, Philip Z.
Publicado: (2026)
PEB Separation and State Migration: Unmasking the New Frontiers of DeFi AML Evasion
por: Cao, Yixin, et al.
Publicado: (2026)
por: Cao, Yixin, et al.
Publicado: (2026)
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
por: Dubach, Philipp D.
Publicado: (2026)
por: Dubach, Philipp D.
Publicado: (2026)
Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
por: Yu, Haoyang, et al.
Publicado: (2023)
por: Yu, Haoyang, et al.
Publicado: (2023)
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
por: Singh, Srisht Fateh, et al.
Publicado: (2025)
por: Singh, Srisht Fateh, et al.
Publicado: (2025)
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
por: Bichuch, Maxim, et al.
Publicado: (2022)
por: Bichuch, Maxim, et al.
Publicado: (2022)
Adaptive Curves for Optimally Efficient Market Making
por: Nadkarni, Viraj, et al.
Publicado: (2024)
por: Nadkarni, Viraj, et al.
Publicado: (2024)
A Stream Pipeline Framework for Digital Payment Programming based on Smart Contracts
por: Meng, Zijia, et al.
Publicado: (2025)
por: Meng, Zijia, et al.
Publicado: (2025)
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
por: Wu, Fei, et al.
Publicado: (2025)
por: Wu, Fei, et al.
Publicado: (2025)
Strategic Users in a Priority Queue with Bulk Service on Blockchains
por: Seo, Donghwa, et al.
Publicado: (2026)
por: Seo, Donghwa, et al.
Publicado: (2026)
Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
por: Adams, Austin, et al.
Publicado: (2023)
por: Adams, Austin, et al.
Publicado: (2023)
An Impulse Control Approach to Market Making in a Hawkes LOB Market
por: Jain, Konark, et al.
Publicado: (2025)
por: Jain, Konark, et al.
Publicado: (2025)
The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
por: Zheng, Jiajian, et al.
Publicado: (2024)
por: Zheng, Jiajian, et al.
Publicado: (2024)
Macroscopic Market Making
por: Guo, Ivan, et al.
Publicado: (2023)
por: Guo, Ivan, et al.
Publicado: (2023)
Performative Market Making
por: Kleitsikas, Charalampos, et al.
Publicado: (2025)
por: Kleitsikas, Charalampos, et al.
Publicado: (2025)
Market-Dependent Communication in Multi-Agent Alpha Generation
por: Shi, Jerick, et al.
Publicado: (2025)
por: Shi, Jerick, et al.
Publicado: (2025)
No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
por: Cruz, Walter Hernandez, et al.
Publicado: (2024)
por: Cruz, Walter Hernandez, et al.
Publicado: (2024)
Trading with the Devil: Risk and Return in Foundation Model Strategies
por: Zhang, Jinrui
Publicado: (2025)
por: Zhang, Jinrui
Publicado: (2025)
Mandatory Disclosure in Oligopolistic Market Making
por: Kim, Seongjin, et al.
Publicado: (2026)
por: Kim, Seongjin, et al.
Publicado: (2026)
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
por: Nechepurenko, Maksym
Publicado: (2026)
por: Nechepurenko, Maksym
Publicado: (2026)
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
por: Un, Kuok Sin, et al.
Publicado: (2025)
por: Un, Kuok Sin, et al.
Publicado: (2025)
Automated Market Making: the case of Pegged Assets
por: Bergault, Philippe, et al.
Publicado: (2024)
por: Bergault, Philippe, et al.
Publicado: (2024)
Optimal Dynamic Fees in Automated Market Makers
por: Baggiani, Leonardo, et al.
Publicado: (2025)
por: Baggiani, Leonardo, et al.
Publicado: (2025)
Market Making and Transient Impact in Spot FX
por: Barzykin, Alexander
Publicado: (2026)
por: Barzykin, Alexander
Publicado: (2026)
Market Making with Fads, Informed, and Uninformed Traders
por: Barucci, Emilio, et al.
Publicado: (2025)
por: Barucci, Emilio, et al.
Publicado: (2025)
Liquidity Dynamics in RFQ Markets and Impact on Pricing
por: Bergault, Philippe, et al.
Publicado: (2023)
por: Bergault, Philippe, et al.
Publicado: (2023)
Predicting Stock Price Movement as an Image Classification Problem
por: Steinbacher, Matej
Publicado: (2023)
por: Steinbacher, Matej
Publicado: (2023)
Ejemplares similares
-
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
por: Nechepurenko, Maksym
Publicado: (2026) -
Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
por: Saguillo, Oriol, et al.
Publicado: (2025) -
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
por: Ma, Tianyi
Publicado: (2025) -
A Formal Approach to AMM Fee Mechanisms with Lean 4
por: Dessalvi, Marco, et al.
Publicado: (2026) -
Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
por: Kirste, Daniel, et al.
Publicado: (2023)