arXiv:2608. 19389v1 Announce Type: cross Abstract: Automated market makers (AMMs) are a cornerstone of decentralised finance (DeFi).
By Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos, Leandro S\'anchez-Betancourt, Carmine Ventre
arXiv:2607. 06121v1 Announce Type: cross Abstract: In this paper, we investigate whether a model-free RL agent can identify and exploit price manipulation opportunities more effectively than a traditional model-based approach that assumes correct specification of the data-generating process but relies on noisy parameter estimates.
By Ioanna-Yvonni Tsaknaki, Andrea Macr\`i, Fabrizio Lillo
arXiv:2607. 05773v1 Announce Type: new Abstract: As Large Language Models (LLMs) evolve into autonomous agents, traditional static evaluation fails to capture multi-step decision-making.
By Akshay Arora, Ishan Nigam, Ashutosh Aggarwal, Shefali Bansal, Krishna Singh, Sweta Kumari, Nikhil Mittal, Shariq Farhan, Siddarth Malreddy
arXiv:2605. 00369v4 Announce Type: replace-cross Abstract: We study how large language models can be used to generate inventory policies in online settings with non-stationary demand.
By Chenyu Huang, Jianghao Lin, Zhengyang Tang, Bo Jiang, Ruoqing Jiang, Benyou Wang, Lai Wei
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
By Yishuo Yuan, Jiayi Sheng, Sirui Zeng, Jiaqi Wang, Jiaheng Liu
arXiv:2106.06060v4 Announce Type: replace-cross
Abstract: Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as th...
By Panayiotis Danassis, Aris Filos-Ratsikas, Haipeng Chen, Milind Tambe, Boi Faltings