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Found 5 papers, 1 papers with code
Liquidity Pool Design on Automated Market Makers
Automated market makers are a popular type of decentralized exchange in which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function.
Reinforcement Learning for Financial Index Tracking
We propose the first discrete-time infinite-horizon dynamic formulation of the financial index tracking problem under both return-based tracking error and value-based tracking error.
Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence
We consider a generalization of the recursive utility model by adding a new component that represents utility of investment gains and losses.
Optimal Payoff under the Generalized Dual Theory of Choice
We consider portfolio optimization under a preference model in a single-period, complete market.
Portfolio Selection under Median and Quantile Maximization
Although maximizing median and quantiles is intuitively appealing and has an axiomatic foundation, it is difficult to study the optimal portfolio strategy due to the discontinuity and time inconsistency in the objective function.
