Angeris, Guillermo
- An analysis of Uniswap markets
2019/11/08 by Guillermo Angeris, Hsien-Tang Kao, Angeris, Guillermo +7 · 2 voices · 12 citations
#q-fin.TR #cs.MA #math.OC
- Minimizing a Sum of Clipped Convex Functions
2019/10/27 by Shane Barratt, Barratt, Shane, Guillermo Angeris +3 · 1 voice · 1 citation
Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #math.OC #stat.ML
- Replicating Market Makers
2021/03/26 by Guillermo Angeris, Angeris, Guillermo, Alex Evans +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Trading and Market Microstructure (q-fin.TR)
- Optimal Routing for Constant Function Market Makers
2022/04/11 by Guillermo Angeris, Tarun Chitra, Angeris, Guillermo +5 · 4 citations
Computer Science · #Blockchain Technology Applications and Security #Complexity and Algorithms in Graphs #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Search Problems #Trading and Market Microstructure (q-fin.TR)
- Optimal Fees for Geometric Mean Market Makers
2021/04/01 by Evans, Alex, Angeris, Guillermo, Chitra, Tarun · 3 citations
#FOS: Economics and business #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Trading and Market Microstructure (q-fin.TR)
- The Geometry of Constant Function Market Makers
2023/08/15 by Guillermo Angeris, Angeris, Guillermo, Tarun Chitra +7 · 4 citations
Computer Science · Mathematics · Economics, Econometrics and Finance · #Blockchain Technology Applications and Security #Benford’s Law and Fraud Detection #Economic theories and models
- Multidimensional Blockchain Fees are (Essentially) Optimal
2024/02/13 by Angeris, Guillermo, Diamandis, Theo, Moallemi, Ciamac · 4 citations
#Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
- When does the tail wag the dog? Curvature and market making
2020/12/15 by Guillermo Angeris, Alex Evans, Angeris, Guillermo +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies #Stock Market Forecasting Methods
- Constant Function Market Makers: Multi-Asset Trades via Convex\n Optimization
2021/07/26 by Guillermo Angeris, Akshay Agrawal, Angeris, Guillermo +7 · 2 citations
Computer Science · Decision Sciences · #Auction Theory and Applications #Blockchain Technology Applications and Security #Computational Finance (q-fin.CP) #Cryptography and Data Security #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
- A primer on perpetuals
2022/09/07 by Guillermo Angeris, Tarun Chitra, Angeris, Guillermo +5 · 2 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Markets and Investment Strategies #Economic theories and models
- Automatic Repair of Convex Optimization Problems
2020/01/29 by Barratt, Shane, Angeris, Guillermo, Boyd, Stephen · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)
- Reciprocal Multi-Robot Collision Avoidance with Asymmetric State Uncertainty
2021/07/22 by Kunal Shah, Guillermo Angeris, Shah, Kunal +3 · 1 citation
Computer Science · Engineering · #Distributed Control Multi-Agent Systems #FOS: Computer and information sciences #FOS: Mathematics #Modular Robots and Swarm Intelligence #Optimization and Control (math.OC) #Robotic Path Planning Algorithms #Robotics (cs.RO)
- Replicating Monotonic Payoffs Without Oracles
2021/11/26 by Angeris, Guillermo, Evans, Alex, Chitra, Tarun · 1 citation
#FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
- Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Blockchain Fee Markets
2022/08/16 by Diamandis, Theo, Evans, Alex, Chitra, Tarun +1 · 1 citation
#Computer Science and Game Theory (cs.GT) #Cryptography and Security (cs.CR) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
- Concave Pro-rata Games
2023/02/04 by Nicholas A. G Johnson, Johnson, Nicholas A. G, Theo Diamandis +7 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Game Theory and Applications #Economic Theory and Institutions
- A Note on the Welfare Gap in Fair Ordering
2023/03/27 by Theo Diamandis, Diamandis, Theo, Guillermo Angeris +1 · 1 citation
Business, Management and Accounting · Computer Science · Decision Sciences · #Auction Theory and Applications #Blockchain Technology Applications and Security #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC) #Supply Chain and Inventory Management
- The Specter (and Spectra) of Miner Extractable Value
2023/10/11 by Guillermo Angeris, Angeris, Guillermo, Tarun Chitra +4 · 1 citation
Computer Science · #Advanced Algebra and Logic #Combinatorics (math.CO) #Computational Finance (q-fin.CP) #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Imbalanced Data Classification Techniques #Optimization and Control (math.OC) #Rough Sets and Fuzzy Logic