Convex Network Flows

T Diamandis, G Angeris, A Edelman - arXiv preprint arXiv:2404.00765, 2024 - arxiv.org
We introduce a general framework for flow problems over hypergraphs. In our problem
formulation, which we call the convex flow problem, we have a concave utility function for the …

The convex geometry of network flows

T Diamandis, G Angeris - arXiv preprint arXiv:2408.12761, 2024 - arxiv.org
In this paper, we derive a number of interesting properties and extensions of the convex flow
problem from the perspective of convex geometry. We show that the sets of allowable flows …

[PDF][PDF] Automated Market Makers and the Value of Adaptive Fees

D Cao, B Hemenway Falk, G Tsoukalas - Available at SSRN, 2023 - papers.ssrn.com
Automated Market Makers and the Value of Adaptive Fees Page 1 Automated Market Makers
and the Value of Adaptive Fees David Cao, Brett Hemenway Falk, Gerry Tsoukalas∗ October …

Designing Automated Market Makers for Combinatorial Securities: A Geometric Viewpoint

PS Hossain, X Wang, FY Yu - arXiv preprint arXiv:2411.08972, 2024 - arxiv.org
Designing automated market makers (AMMs) for prediction markets on combinatorial
securities over large outcome spaces poses significant computational challenges. Prior …

A General Theory of Liquidity Provisioning for Automated Market Makers

A Bhaskara, R Frongillo, M Papireddygari - arXiv preprint arXiv …, 2023 - arxiv.org
In decentralized finance, it is common for automated market makers to provision liquidity
from external parties. The market maker rewards these liquidity providers with a cut of the …

Optimal Automated Market Makers

Z Zhou - Available at SSRN 5038852, 2024 - papers.ssrn.com
Blockchain technology has enabled intermediary-free exchanges in which trades are
facilitated by automated market-making (AMM) algorithms. This paper shows that: 1) existing …