Trading in CEXs and DEXs with Priority Fees and Stochastic Delays

By Philippe Bergault, Yadh Hafsi, Leandro Sánchez-Betancourt

Published 2026-02-20

Everscope rating

1961.3

Relevance to quantitative trading

9 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Mixed Control Framework with Controlled Stochastic Impulse Delays. Problem types: Optimization, Algorithmic Execution, Portfolio Optimization, Market Making, Risk Management.

arXiv:2602.10798 · Paper rankings

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