On-device research index

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.

168,694 papers · 148 categories

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2 results for “RMM-01”

Analysis of the RMM-01 Market Makercs.GT

This paper analyzes a time-dependent CFMM called RMM-01, focusing on its pricing and stability.

problem Analyzing the pricing and stability of a time-dependent CFMM called RMM-01.

method Introducing the general framework for CFMMs, analyzing pricing properties, and examining time-varying price stability.

result Determining parameter bounds for RMM-01 to achieve a more stable price than Uniswap.

CFMM RMM-01 pricing stability time-varying

2023-10-22abs ↗pdf ↗

Replicating Portfolios: Constructing Permissionless Derivativesq-fin.CP

A new method for creating derivatives without oracles.

problem Lack of trust in external oracles for derivatives pricing.

method Using Replicating Market Makers (RMMs) to create derivative instruments.

result Demonstrated the feasibility of on-chain expiring options without oracles.

Decentralized Finance Derivatives Oracle CFMMs RMMs

2022-05-19abs ↗pdf ↗