Convex Network Flows
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 …
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 …
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
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 …
and the Value of Adaptive Fees David Cao, Brett Hemenway Falk, Gerry Tsoukalas∗ October …
Designing Automated Market Makers for Combinatorial Securities: A Geometric Viewpoint
Designing automated market makers (AMMs) for prediction markets on combinatorial
securities over large outcome spaces poses significant computational challenges. Prior …
securities over large outcome spaces poses significant computational challenges. Prior …
A General Theory of Liquidity Provisioning for Automated Market Makers
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 …
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 …
facilitated by automated market-making (AMM) algorithms. This paper shows that: 1) existing …