@inproceedings{d04c69dbaefd44e1a63a8862e269afe6,
title = "Uniswap Liquidity Provision: An Online Learning Approach",
abstract = "Uniswap v3 is a decentralized exchange (DEX) that allows liquidity providers to allocate funds more efficiently by specifying an active price interval for their funds. This introduces the problem of finding an optimal strategy for choosing price intervals. We formalize this problem as an online learning problem with non-stochastic rewards. We use regret-minimization methods to show a Liquidity Provision strategy that guarantees a lower bound on the reward. This is true even for non-stochastic changes to asset pricing, and we express this bound in terms of the trading volume and the average price change.",
author = "Yogev Bar-On and Yishay Mansour",
note = "Publisher Copyright: {\textcopyright} 2024, International Financial Cryptography Association.; 27th International Conference on Financial Cryptography and Data Security, FC 2023 ; Conference date: 01-05-2023 Through 05-05-2023",
year = "2024",
doi = "10.1007/978-3-031-48806-1_16",
language = "אנגלית",
isbn = "9783031488054",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Science and Business Media Deutschland GmbH",
pages = "247--261",
editor = "Aleksander Essex and Shin{\textquoteright}ichiro Matsuo and Oksana Kulyk and Lewis Gudgeon and Ariah Klages-Mundt and Daniel Perez and Sam Werner and Andrea Bracciali and Geoff Goodell",
booktitle = "Financial Cryptography and Data Security. FC 2023 International Workshops - Voting, CoDecFin, DeFi, WTSC, Revised Selected Papers",
address = "גרמניה",
}