q-fin.TR · 2026-08-21 · No. 91

Trading and Market Microstructure, 2026-08-21.

1 new papers in q-fin.TR. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Concentrated Liquidity Provision: a Reinforcement Learning Perspective

    Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos, Leandro Sánchez-Betancourt, Carmine Ventre

    q-fin.TR · cs.AI · cs.LG · q-fin.CP · q-fin.MF

    Automated market makers (AMMs) are a cornerstone of decentralised finance (DeFi). Constant product markets with concentrated liquidity, such as UniswapV3, are now a well-established design. In these markets, liquidity providers (LPs) face a sequential decision problem: they must decide when to rebalance their positions and which price ranges to allocate capital to as market conditions evolve. We formulate dynamic liquidity provision as a...

    arxiv.org/abs/2608.19389 · PDF

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