no code implementations • 20 Mar 2023 • Masaaki Fukasawa, Basile Maire, Marcus Wunsch
We consider Geometric Mean Market Makers -- a special type of Decentralized Exchange -- with two types of users: liquidity takers and arbitrageurs.
1 code implementation • 14 Dec 2021 • Songyan Hou, Thomas Krabichler, Marcus Wunsch
Using techniques from deep learning (cf.
no code implementations • 17 May 2021 • Thomas Krabichler, Marcus Wunsch
Goal-based investing is concerned with reaching a monetary investment goal by a given finite deadline, which differs from mean-variance optimization in modern portfolio theory.
