Liquidity provision in automated market makers is typically analyzed at the pool level, implicitly assuming LP homogeneity. This aggregate view can hide how liquidity provision outcomes differ between LP strategies, particularly as concentrated liquidity AMM designs operating on high-performance blockchains allow liqui...
Agathe Sadeghi, Ding-Yue Liu, C. Moallemi et al.· 0 citations
Forward-looking volatility forecasts are central inputs to derivatives pricing, market making, risk management, and volatility-linked trading strategies, with ARCH and GARCH models serving as the canonical workhorses. Such models are natural in standard asset markets, where prices are positive-valued stochastic process...
Weiye Xi, C. Moallemi, Mallesh M. Pai et al.· 0 citations
This work provides a large-scale empirical audit of DEX routing using 2.98 million WETH-USDC swaps on Ethereum and demonstrates that sandwiching attacks drive a significant fraction of routing sub-optimality.
The framework of loss-versus-rebalancing (LVR) is used to study how the total worst-case loss to the subsidizer is distributed across price states or over time and extended to dynamic liquidity management, showing that liquidity levels can be adjusted over time to implement a prescribed target expected cumulative loss...
C. Moallemi, D. Robinson, Brian Z. Zhu· 0 citations
OS-Pruner is a lightweight plug-in framework that formulates chain-of-thought pruning as an optimal stopping problem that achieves 20-60\% reduction in generation length with minimal accuracy sacrifice on diverse reasoning benchmarks and base models.
Mohammed Ehab, Aymane El Gadarri, Vivek F. Farias et al.· arXiv.org· 0 citations
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