research
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03/01/2023
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers
In decentralized finance ("DeFi"), automated market makers (AMMs) enable...
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02/22/2023
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
This paper presents a general framework for the design and analysis of e...
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06/30/2020
Policy Gradient Optimization of Thompson Sampling Policies
We study the use of policy gradient algorithms to optimize over a class ...
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02/12/2019