arXiv:2606. 08228v1 Announce Type: cross Abstract: Algorithmic trading systems on decentralised exchanges (DEXs) reject most candidate tokens they evaluate.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
arXiv:2607. 19453v1 Announce Type: cross Abstract: We audit whether candle-based machine-learning models can turn predictions of cryptocurrency extrema or short-horizon outcomes into positive Binance Spot paper policies after assumed costs.
arXiv:2608. 05373v1 Announce Type: cross Abstract: Intraday market manipulation is hard to detect because its footprint is brief, buried in millions of quotes, and statistically similar to ordinary volatility.
arXiv:2607. 20129v1 Announce Type: new Abstract: Quantized small autoregressive reasoning models can enter long, repetitive, or unproductive trajectories, yet inference-time compute is usually allocated without observing how a trajectory develops.
arXiv:2608. 14425v1 Announce Type: new Abstract: LLM evaluations often use fixed sampling budgets, testing every item the same number of times even after estimates are precise.
arXiv:2606. 29018v1 Announce Type: cross Abstract: We show that net demand for liquidity by algo strategies is identifiable from its trade and price history alone, with no knowledge of its signal or optimization problem.