Optimal Automated Market Makers: Differentiable Economics and Strong Duality
By Michael J. Curry, Zhou Fan, David C. Parkes
Rating
1342
Battle Count: 45
Relevance
8/10
Highly relevant for designing optimal market making strategies, especially in multi-asset scenarios and decentralized finance applications.
Implementation Complexity
7/10
Requires understanding of advanced mathematical concepts and implementation of differentiable economics techniques.
Reproducibility
4/5
Theoretical results are provided with proofs. Computational methods are described in detail.
About this paper
Methodology: Differentiable Economics. Problem types: Market Making, Optimization.
The interactive Everscope explorer (charts, battles, favorites) loads below.