Copertina

Liquidation Dynamics in DeFi and the Role of Transaction Fees

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Sadeghi, Agathe, Feinstein, Zachary
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Mathematical Finance Dynamical Systems Trading and Market Microstructure 91G80, 90C39 G.1.6; I.6.3
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow
di: Karmi, Sohaib El
Pubblicazione: (2025)

Ergodic optimal liquidations in DeFi
di: Cao, Jialun, et al.
Pubblicazione: (2024)

RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays
di: Duflot, Enzo, et al.
Pubblicazione: (2025)

Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics
di: Zhang, Jian'an
Pubblicazione: (2025)

Automated Market Makers for Decentralized Finance (DeFi)
di: Wang, Yongge
Pubblicazione: (2020)

Liquidity provision of utility indifference type in decentralized exchanges
di: Fukasawa, Masaaki, et al.
Pubblicazione: (2025)

The Support and Resistance Line Method: An Analysis via Optimal Stopping
di: Henderson, Vicky, et al.
Pubblicazione: (2021)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
di: Palmari, Gianluca, et al.
Pubblicazione: (2024)

Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge
di: Zhang, Jian'an
Pubblicazione: (2025)

Large Language Models and Stock Investing: Is the Human Factor Required?
di: Crisostomo, Ricardo, et al.
Pubblicazione: (2026)

Unwinding Stochastic Order Flow: When to Warehouse Trades
di: Nutz, Marcel, et al.
Pubblicazione: (2023)

Explicit Signal-Adaptive Sequential Optimal Execution Quotes
di: Yu, Fenghui
Pubblicazione: (2026)

Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market
di: Peng, Ying, et al.
Pubblicazione: (2025)

Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
di: Chatziandreou, Konstantinos, et al.
Pubblicazione: (2025)

Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
di: Deep, Gagan, et al.
Pubblicazione: (2025)

Push-response anomalies in high-frequency S&P 500 price series
di: Vlasiuk, Dmitrii, et al.
Pubblicazione: (2025)

All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
di: Lee, Roger
Pubblicazione: (2023)

A theory of passive market impact
di: Chahdi, Youssef Ouazzani, et al.
Pubblicazione: (2024)

Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
di: Zhang, Jian'an
Pubblicazione: (2025)

Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
di: Nechepurenko, Maksym
Pubblicazione: (2026)

High-Frequency Analysis of a Trading Game with Transient Price Impact
di: Nutz, Marcel, et al.
Pubblicazione: (2025)

FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management
di: Zhang, Jian'an
Pubblicazione: (2025)

Growth rate of liquidity provider's wealth in G3Ms
di: Lee, Cheuk Yin, et al.
Pubblicazione: (2024)

FX Market Making with Internal Liquidity
di: Barzykin, Alexander, et al.
Pubblicazione: (2025)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
di: Bichuch, Maxim, et al.
Pubblicazione: (2022)

How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
di: Ng, Hunter
Pubblicazione: (2024)

Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
di: Saggu, Aman, et al.
Pubblicazione: (2024)

Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
di: Yang, Quechen
Pubblicazione: (2024)

Optimal Liquidation with Signals: the General Propagator Case
di: Jaber, Eduardo Abi, et al.
Pubblicazione: (2022)

Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
di: Yoshida, Naohiro
Pubblicazione: (2026)

Decentralized Prediction Markets and Sports Books
di: Amini, Hamed, et al.
Pubblicazione: (2023)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
di: Lipton, Alexander, et al.
Pubblicazione: (2024)

Anomalous diffusion and price impact in the fluid-limit of an order book
di: Diana, Derick, et al.
Pubblicazione: (2023)

The Omniscient, yet Lazy, Investor
di: Halkiewicz, Stanisław M. S.
Pubblicazione: (2025)

An Algebraic Framework for the Modeling of Limit Order Books
di: Bleher, Johannes, et al.
Pubblicazione: (2024)

Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization
di: Sovbetov, Ihlas
Pubblicazione: (2025)

Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
di: Chen, Chi-Sheng, et al.
Pubblicazione: (2025)

Optimal Portfolio Choice with Cross-Impact Propagators
di: Jaber, Eduardo Abi, et al.
Pubblicazione: (2024)

Fredholm Approach to Nonlinear Propagator Models
di: Jaber, Eduardo Abi, et al.
Pubblicazione: (2025)

Deviations from Tradition: Stylized Facts in the Era of DeFi
di: Di Nosse, Daniele Maria, et al.
Pubblicazione: (2025)