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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.22101 |
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| _version_ | 1866915640448647168 |
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| author | Zhang, Zhaofeng |
| author_facet | Zhang, Zhaofeng |
| contents | The report goes through the main steps of replicating and improving the article "Adaptive Liquidity Provision in Uniswap V3 with Deep Reinforcement Learning." The replication part includes how to obtain data from the Uniswap Subgraph, details of the implementation, and comments on the results. After the replication, I propose a new structure based on the original model, which combines Mamba with DDQN and a new reward function. In this new structure, I clean the data again and introduce two new baselines for comparison. As a result, although the model has not yet been applied to all datasets, it shows stronger theoretical support than the original model and performs better in some tests. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_22101 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba Zhang, Zhaofeng Machine Learning Trading and Market Microstructure G.3; J.2 The report goes through the main steps of replicating and improving the article "Adaptive Liquidity Provision in Uniswap V3 with Deep Reinforcement Learning." The replication part includes how to obtain data from the Uniswap Subgraph, details of the implementation, and comments on the results. After the replication, I propose a new structure based on the original model, which combines Mamba with DDQN and a new reward function. In this new structure, I clean the data again and introduce two new baselines for comparison. As a result, although the model has not yet been applied to all datasets, it shows stronger theoretical support than the original model and performs better in some tests. |
| title | Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba |
| topic | Machine Learning Trading and Market Microstructure G.3; J.2 |
| url | https://arxiv.org/abs/2511.22101 |