Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Miori, Deborah"'
This study quantifies the potential non-atomic MEV on Layer-2 (L2) blockchains by measuring the arbitrage opportunities between cross-rollup and DEX-CEX. Over recent years, we observe a shift in trading activities from Ethereum to rollups, with swaps
Externí odkaz:
http://arxiv.org/abs/2406.02172
Arbitrage can arise from the simultaneous purchase and sale of the same asset in different markets in order to profit from a difference in its price. This work systematically reviews arbitrage opportunities between Automated Market Makers (AMMs) on E
Externí odkaz:
http://arxiv.org/abs/2403.16083
Autor:
Miori, Deborah, Petrov, Constantin
Starting from a corpus of economic articles from The Wall Street Journal, we present a novel systematic way to analyse news content that evolves over time. We leverage on state-of-the-art natural language processing techniques (i.e. GPT3.5) to extrac
Externí odkaz:
http://arxiv.org/abs/2311.14419
DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools
Autor:
Miori, Deborah, Cucuringu, Mihai
Uniswap is a Constant Product Market Maker built around liquidity pools, where pairs of tokens are exchanged subject to a fee that is proportional to the size of transactions. At the time of writing, there exist more than 6,000 pools associated with
Externí odkaz:
http://arxiv.org/abs/2301.13009
Autor:
Miori, Deborah, Cucuringu, Mihai
US Institutions with more than $100 million assets under management must disclose part of their long positions into the SEC Form 13F-HR on a quarterly basis. We consider the number of variations in holdings between consecutive reporting periods, and
Externí odkaz:
http://arxiv.org/abs/2209.08825
Autor:
Miori, Deborah, Cucuringu, Mihai
We define data-driven macroeconomic regimes by clustering the relative performance in time of indices belonging to different asset classes. We then investigate lead-lag relationships within the regimes identified. Our study unravels market features c
Externí odkaz:
http://arxiv.org/abs/2209.00268
Autor:
Miori, Deborah, Petrov, Constantin
Publikováno v:
International Journal of Data Science and Analytics; 20240101, Issue: Preprints p1-25, 25p
Autor:
Miori, Deborah, Cucuringu, Mihai
Publikováno v:
Digital Finance; 20240101, Issue: Preprints p1-31, 31p