A2mm: Mitigating frontrunning, transaction reordering and consensus instability in decentralized exchanges

L Zhou, K Qin, A Gervais - arXiv preprint arXiv:2106.07371, 2021 - arxiv.org
The asset trading volume on blockchain-based exchanges (DEX) increased substantially
since the advent of Automated Market Makers (AMM). Yet, AMMs and their forks compete on …

Neural networks can detect model-free static arbitrage strategies

A Neufeld, J Sester - Applied Mathematics & Optimization, 2024 - Springer
In this paper we demonstrate both theoretically as well as numerically that neural networks
can detect model-free static arbitrage opportunities whenever the market admits some. Due …