Zobrazeno 1 - 10
of 1 510
pro vyhledávání: '"Moallemi A"'
We empirically study liquidity and market depth on decentralized exchanges (DEXs), identifying factors at the blockchain, token pair, and pool levels that predict future effective spreads for fixed trade sizes on Uniswap v3 pools. Introducing the v2
Externí odkaz:
http://arxiv.org/abs/2410.19107
Revert protection is a feature provided by some blockchain platforms that prevents users from incurring fees for failed transactions. This paper explores the economic implications and benefits of revert protection, in the context of priority auctions
Externí odkaz:
http://arxiv.org/abs/2410.19106
Autor:
Moallemi, Ciamac C., Robinson, Dan
Milionis et al.(2023) studied the rate at which automated market makers leak value to arbitrageurs when block times are discrete and follow a Poisson process, and where the risky asset price follows a geometric Brownian motion. We extend their model
Externí odkaz:
http://arxiv.org/abs/2406.00113
This work introduces a framework for evaluating onchain order flow auctions (OFAs), emphasizing the metric of price improvement. Utilizing a set of open-source tools, our methodology systematically attributes price improvements to specific modifiable
Externí odkaz:
http://arxiv.org/abs/2405.00537
Automated market makers (AMMs) have emerged as the dominant market mechanism for trading on decentralized exchanges implemented on blockchains. This paper presents a single mechanism that targets two important unsolved problems for AMMs: reducing los
Externí odkaz:
http://arxiv.org/abs/2403.03367
In this paper we show that, using only mild assumptions, previously proposed multidimensional blockchain fee markets are essentially optimal, even against worst-case adversaries. In particular, we show that the average welfare gap between the followi
Externí odkaz:
http://arxiv.org/abs/2402.08661
We develop a general and practical framework to address the problem of the optimal design of dynamic fee mechanisms for multiple blockchain resources. Our framework allows to compute policies that optimally trade-off between adjusting resource prices
Externí odkaz:
http://arxiv.org/abs/2309.12735
Autor:
Meiqian Chen, Lei Gao, Zhaoxia Guo, Yucheng Dong, Enayat A. Moallemi, Yinfeng Xu, Ke Li, Wenhao Lin, Jing Yang, Weijun Xu, Matteo Pedercini, Brett A. Bryan
Publikováno v:
Nature Communications, Vol 15, Iss 1, Pp 1-12 (2024)
Abstract Climate mitigation policies have broad environmental and socioeconomic impacts and thus underpin progress towards the United Nations Sustainable Development Goals (SDGs). Through national-scale integrated modeling, we explore the spillover e
Externí odkaz:
https://doaj.org/article/c36e4da42ab044649c14cdd4f499bb9e
We consider the impact of trading fees on the profits of arbitrageurs trading against an automated marker marker (AMM) or, equivalently, on the adverse selection incurred by liquidity providers due to arbitrage. We extend the model of Milionis et al.
Externí odkaz:
http://arxiv.org/abs/2305.14604
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-12 (2024)
Abstract Brucellosis is a difficult to treat infection that requires antibiotic combinations administered over several weeks for clearance of infection and relapse prevention. This systematic review summarizes current evidence for antibiotic treatmen
Externí odkaz:
https://doaj.org/article/0d4aac847f7442e8a23b69b5e01dd2e6