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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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3 results for CEX-DEX

The paper analyzes CEX-DEX arbitrage and profitability on Ethereum, revealing centralization trends and market impacts.

problem Ethereum's decentralization and CEX-DEX arbitrages.
method Empirical analysis of 19 months' data from 7.2M CEX-DEX transactions, refining heuristics to identify and estimate arbitrage revenue.
result Three searchers captured three-quarters of volume and extracted value, and profitability is tied to integration with block builders.

Optimal trading strategy between CEXs and DEXs with priority fees and stochastic delays.

problem Managing latency risk in trading between centralized and decentralized exchanges.
method Developed a mixed control framework combining absolutely continuous controls with impulse interventions, allowing for stochastic execution delays and multiple pending orders.
result Optimal priority fee selection significantly outperforms non-strategic fee selection.