ZeroSwap: data-driven optimal market making in decentralized finance

DOI10.1007/978-3-031-78676-1_12MaRDI QIDQ6979760zbMATH OpenFDO

Authors Viraj Nadkarni, Jiachen Hu, Ranvir Rana, Chi Jin, Sanjeev R. Kulkarni, P. Viswanath

Publication date 23 May 2025

Full work available at URL https://doi.org/10.1007/978-3-031-78676-1_12

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99) Cryptography (94A60)

Cites work

• \({\mathcal Q}\)-learning
• A learning market-maker in the Glosten–Milgrom model
• Continuous Auctions and Insider Trading
• High-frequency trading in a limit order book
• Optimal fees for geometric mean market makers

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