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arXiv research

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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9 results for “CPMM”

Liquidation Dynamics in DeFi and the Role of Transaction Feesq-fin.MF

This paper optimizes liquidation strategies in DeFi protocols to prevent MEV attacks.

problem Predatory price manipulations and Maximal Extractable Value (MEV) attacks in DeFi protocols.

method Dynamic program modeling, Constant Product Market Maker (CPMM) transaction fees analysis.

result CPMM transaction fees make liquidation manipulations unprofitable for attackers.

DeFi Liquidation MEV CPMM Transaction Fees

2026-02-12abs ↗pdf ↗

Automated Market Making and Decentralized Financeq-fin.TR

This thesis studies CPMMs with CL, developing strategies for LTs and LPs.

problem Trading mechanisms and strategies for CPMMs with CL.

method Formalizes CPMMs with CL, develops strategies using market data and models.

result Derives optimal strategies for LTs and LPs in CPMMs with CL.

Automated Market Making Decentralized Finance Constant Product Market Makers Concentrated Liquidity LSTM Neural Network

2024-07-23abs ↗pdf ↗

A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makersq-fin.MF

Derives pricing formulas for liquidity tokens in CPMMs, showing riskless growth.

problem Liquidity token pricing and hedging in CPMMs.

method Derives risk-neutral pricing and hedging formulas for CPMM liquidity tokens using derivative pricing perspective.

result Shows that hedging CPMM liquidity tokens should grow at the risk-free rate, contradicting empirical observations.

liquidity tokens constant product market makers derivative pricing risk-neutral hedging

2024-09-17abs ↗pdf ↗

Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makersq-fin.GN

The profitability of CPMMs is significantly impacted by mint and burn fees.

problem Understanding the profitability of decentralized exchanges.

method Formalized liquidity providers' profitability conditions, studied the effect of mint and burn fees, and compiled a large data set from Uniswap V2 transactions.

result The profitability of liquidity provision is severely affected by mint and burn costs.

Decentralized Exchanges Constant Product Market Makers Profitability Frontier Mint and Burn Fees Uniswap V2

2023-02-10abs ↗pdf ↗

Cost of Manipulation in AMM-Based Oraclescs.CE

Study on costs of manipulating AMM-based price oracles.

problem Cost of manipulation in AMM-based on-chain price oracles.

method Analyzes the robustness of AMM-based oracles to strategic manipulation, considering different aggregation methods and market conditions.

result Manipulation costs depend on the total quote depth and can be minimized by optimal liquidity weights.

AMM Oracle Manipulation Cost Robustness

2026-06-02abs ↗pdf ↗

Mixing Constant Sum and Constant Product Market Makersq-fin.TR

This paper mixes constant sum and constant product market makers to improve their features.

problem Improving the balance between stable exchange rates and liquidity in automated market makers.

method Mixing and designing new methods for AMMs with specific features.

result Demonstrates new tools for creating markets with desired characteristics.

AMM market makers constant sum constant product Stableswap

2022-03-23abs ↗pdf ↗

Replica del valor de un pool (CPM) y hedging de perdidas impermanentesq-fin.MF

Analyzes impermanent loss in decentralized exchanges and provides a replication formula.

problem Impermanent loss in decentralized exchanges like Uniswap and Balancer.

method Analytical static replication formula using European calls and puts.

result Guaranteed coverage for pool value within a predefined range.

decentralized exchanges impermanent loss replication formula Uniswap Balancer

2024-12-12abs ↗pdf ↗

Pool Value Replication (CPM) and Impermanent Loss Hedgingq-fin.RM

This work analyzes impermanent loss in decentralized markets and provides a hedging strategy.

problem Impermanent loss in automated market makers (AMMs).

method Analytical derivation of a static replication formula using European options, and numerical example with real data.

result Guaranteed hedging coverage for all final prices within a predefined interval.

Impermanent Loss Automated Market Makers Decentralized Markets European Options Hedging Strategy

2025-03-27abs ↗pdf ↗

A Line Graph-Based Framework for Identifying Optimal Routing Paths in Decentralized Exchangesq-fin.CP

LG algorithm finds profitable trading paths in decentralized exchanges.

problem Identifying optimal trading paths in decentralized exchanges.

method Line-graph-based algorithm (LG) for efficient route discovery.

result LG consistently identifies more profitable paths than DFS with comparable costs.

decentralized exchanges optimal routing line-graph profitable paths Uniswap V2

2025-04-22abs ↗pdf ↗