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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
Optimal Ordering To Maximize Mev Arbitrage, Granton Michael White
Optimal Ordering To Maximize Mev Arbitrage, Granton Michael White
Theses and Dissertations
The rise of cryptocurrencies has brought with it new math problems with new sets of constraints. The MEV problem entails solving for the ordering of pending trades that maximizes a block creator's profit. In decentralized finance, time is a big constraint, so an exhaustive search of all possible orderings is impossible. I propose a solution to the MEV problem that gives a near optimal result that can be solved in a reasonable amount of time. I layout the method and the formulas required for my solution. Additionally, I test my solution on synthesized data to show that it works as …
Introducing Stochastic Time Delays In Gradient Optimization As A Method For Complex Loss Surface Navigation In High-Dimensional Settings, Eric Benson Manner
Introducing Stochastic Time Delays In Gradient Optimization As A Method For Complex Loss Surface Navigation In High-Dimensional Settings, Eric Benson Manner
Theses and Dissertations
Time delays are an inherent part of real-world systems. Besides the apparent slowing of the system, these time delays often cause destabilization in otherwise stable systems, and perhaps even more unexpectedly, can stabilize an unstable system. Here, we propose the Stochastic Time-Delayed Adaptation as a method for improving optimization on certain high-dimensional surfaces, which simply wraps a known optimizer --such as the Adam optimizer-- and is able to add a variety of time-delays. We begin by exploring time delays on certain gradient-based optimization methods and their affect on the optimizer's convergence properties. These optimizers include the standard gradient descent method …