Saved in:
| Main Authors: | Foscari, Luigi, Guidotti, Emanuele, Cesa-Bianchi, Nicolò, Chavdarova, Tatjana, Ferrara, Alfio |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.15995 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Market Making without Regret
by: Cesa-Bianchi, Nicolò, et al.
Published: (2024)
by: Cesa-Bianchi, Nicolò, et al.
Published: (2024)
MEV Capture and Decentralization in Execution Tickets
by: Burian, Jonah, et al.
Published: (2024)
by: Burian, Jonah, et al.
Published: (2024)
Position-building in competition with real-world constraints
by: Chriss, Neil A.
Published: (2024)
by: Chriss, Neil A.
Published: (2024)
Non cooperative Liquidity Games and their application to bond market trading
by: Vidler, Alicia, et al.
Published: (2024)
by: Vidler, Alicia, et al.
Published: (2024)
Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting
by: Zhang, Yong, et al.
Published: (2026)
by: Zhang, Yong, et al.
Published: (2026)
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
by: Dubach, Philipp D.
Published: (2026)
by: Dubach, Philipp D.
Published: (2026)
Impact of Volatility on Time-Based Transaction Ordering Policies
by: Ko, Sunghun, et al.
Published: (2025)
by: Ko, Sunghun, et al.
Published: (2025)
Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
by: Mohanty, Hardhik, et al.
Published: (2026)
by: Mohanty, Hardhik, et al.
Published: (2026)
Autodeleveraging: Impossibilities and Optimization
by: Chitra, Tarun
Published: (2025)
by: Chitra, Tarun
Published: (2025)
CLVR Ordering of Transactions on AMMs
by: McLaughlin, Robert, et al.
Published: (2024)
by: McLaughlin, Robert, et al.
Published: (2024)
Autodeleveraging as Online Learning
by: Chitra, Tarun, et al.
Published: (2026)
by: Chitra, Tarun, et al.
Published: (2026)
am-AMM: An Auction-Managed Automated Market Maker
by: Adams, Austin, et al.
Published: (2024)
by: Adams, Austin, et al.
Published: (2024)
Optimal Automated Market Makers: Differentiable Economics and Strong Duality
by: Curry, Michael J., et al.
Published: (2024)
by: Curry, Michael J., et al.
Published: (2024)
A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges
by: Nag, Abhimanyu, et al.
Published: (2025)
by: Nag, Abhimanyu, et al.
Published: (2025)
Incentive-Compatible Recovery from Manipulated Signals, with Applications to Decentralized Physical Infrastructure
by: Milionis, Jason, et al.
Published: (2025)
by: Milionis, Jason, et al.
Published: (2025)
Do backrun auctions protect traders?
by: Macpherson, Andrew W.
Published: (2024)
by: Macpherson, Andrew W.
Published: (2024)
Fast Core Identification
by: Aldridge, Irene
Published: (2026)
by: Aldridge, Irene
Published: (2026)
Learning the Market: Sentiment-Based Ensemble Trading Agents
by: Ye, Andrew, et al.
Published: (2024)
by: Ye, Andrew, et al.
Published: (2024)
A Joint Energy and Differentially-Private Smart Meter Data Market
by: Chhachhi, Saurab, et al.
Published: (2024)
by: Chhachhi, Saurab, et al.
Published: (2024)
Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
Agent-Based Simulation of a Perpetual Futures Market
by: Rao, Ramshreyas
Published: (2025)
by: Rao, Ramshreyas
Published: (2025)
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
by: Xu, Jing, et al.
Published: (2024)
by: Xu, Jing, et al.
Published: (2024)
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
by: Jafree, Ali Raza, et al.
Published: (2025)
by: Jafree, Ali Raza, et al.
Published: (2025)
LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
by: Henning, Thomas, et al.
Published: (2025)
by: Henning, Thomas, et al.
Published: (2025)
Market Inefficiency in Cryptoasset Markets
by: Hasbrouck, Joel, et al.
Published: (2026)
by: Hasbrouck, Joel, et al.
Published: (2026)
HLOB -- Information Persistence and Structure in Limit Order Books
by: Briola, Antonio, et al.
Published: (2024)
by: Briola, Antonio, et al.
Published: (2024)
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by: Xia, Haochong, et al.
Published: (2023)
by: Xia, Haochong, et al.
Published: (2023)
The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by: Zhou, Cong
Published: (2024)
by: Zhou, Cong
Published: (2024)
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
by: Hossain, Mabsur Fatin Bin, et al.
Published: (2024)
by: Hossain, Mabsur Fatin Bin, et al.
Published: (2024)
Concentrated Superelliptical Market Maker
by: Tolstikov, Vasily
Published: (2024)
by: Tolstikov, Vasily
Published: (2024)
Price Discovery in Cryptocurrency Markets
by: Pascual, Juan Plazuelo, et al.
Published: (2025)
by: Pascual, Juan Plazuelo, et al.
Published: (2025)
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by: Xia, Haochong, et al.
Published: (2026)
by: Xia, Haochong, et al.
Published: (2026)
Arbitrage Analysis in Polymarket NBA Markets
by: Cheng, Guang, et al.
Published: (2026)
by: Cheng, Guang, et al.
Published: (2026)
Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)
by: Guo, Ivan, et al.
Published: (2025)
Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024)
by: Monga, Marcello
Published: (2024)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
Bootstrapping Liquidity in BTC-Denominated Prediction Markets
by: Shabashev, Fedor
Published: (2025)
by: Shabashev, Fedor
Published: (2025)
Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)
by: Fang, Zhou, et al.
Published: (2023)
On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by: Barbon, Andrea, et al.
Published: (2021)
by: Barbon, Andrea, et al.
Published: (2021)
Similar Items
-
Market Making without Regret
by: Cesa-Bianchi, Nicolò, et al.
Published: (2024) -
MEV Capture and Decentralization in Execution Tickets
by: Burian, Jonah, et al.
Published: (2024) -
Position-building in competition with real-world constraints
by: Chriss, Neil A.
Published: (2024) -
Non cooperative Liquidity Games and their application to bond market trading
by: Vidler, Alicia, et al.
Published: (2024) -
Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting
by: Zhang, Yong, et al.
Published: (2026)