Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers

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.

Pearl: Parallel Evolutionary and Reinforcement Learning Library

1 code implementation • 24 Jan 2022 • Rohan Tangri, Danilo P. Mandic, Anthony G. Constantinides

Reinforcement learning is increasingly finding success across domains where the problem can be represented as a Markov decision process.

reinforcement-learning Reinforcement Learning (RL)