Automated Market Makers Designs Beyond Constant Functions
Cartea, Á Drissi, F Sánchez-Betancourt, L Siska, D Szpruch, L (25 May 2023)
Automated Market Makers Designs Beyond Constant Functions
Cartea, Á Drissi, F Sánchez-Betancourt, L Siska, D Szpruch, L (25 May 2023)
Detecting lead-lag relationships in stock returns and portfolio strategies
Cartea, Á Cucuringu, M Jin, Q Journal of Empirical Finance 101775 (Sep 2026) doi:10.1016/j.jempfin.2026.101775
Decentralized finance and automated market making: predictable loss and optimal liquidity provision
Cartea, A Drissi, F Monga, M SIAM Journal on Financial Mathematics volume 15 issue 3 931-959 (17 Sep 2024) doi:10.1137/23m1602103
Algorithmic Collusion and a Folk Theorem from Learning with Bounded Rationality
Cartea, Á Chang, P Penalva, J Waldon, H Games and Economic Behavior (Dec 2025) doi:10.1016/j.geb.2025.11.012
A Similarity-based Approach to Covariance Forecasting
Cartea, Á Cucuringu, M Jennings, M Zhang, C (01 Dec 2023)
Spoofing and Manipulating Order Books with Learning Algorithms
Cartea, Á Chang, P García-Arenas, G (21 Nov 2023)
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