no code implementations • 13 Sep 2023 • Antonio Malpica-Morales, Peter Yatsyshin, Miguel A. Duran-Olivencia, Serafim Kalliadasis
We combine a Bayesian inference approach with the classical DFT apparatus to reconstruct the external potential, yielding a probabilistic description of the external potential functional form with inherent uncertainty quantification.
no code implementations • 17 Jan 2023 • Rohan Tangri, Peter Yatsyshin, Elisabeth A. Duijnstee, Danilo Mandic
To this end, we provide a framework to generalize impermanent loss for multiple asset pools obeying any constant function market maker with optional concentrated liquidity.
no code implementations • 7 Oct 2020 • Peter Yatsyshin, Serafim Kalliadasis, Andrew B. Duncan
In our case, the output of the learning algorithm is a probability distribution over a family of free energy functionals, consistent with the observed particle data.