Curated bibliography · links out only · hosts no full text
12 curated papers.
Line-graph transform (edges→vertices) finds the optimal token→token path in a CPMM DEX with finite termination even under arbitrage loops; outperforms the DFS routers used by Uniswap/Pancake on a large fraction of pairs
Cross-chain arbitrage economics: bridge-vs-inventory decision, bridging-time cost C_BR, inventory cost C(I)
Empirical: 292,606 cyclic arbitrages ≈ $138M in one year on Uniswap V2; 85% are length-3 cycles; profitability = product of cycle rates > cumulative fees
Real FX/BTC markets show measurable, short-lived deviations from triangular-arbitrage parity
No public identifier on record — title listed for reference only.
Sliding-window community detection on FX; communities restructure through crisis; numeraire matters
GNN + relaxed loss + Deep-Q detects triangular-arbitrage faster than exhaustive search / LP solvers on a currency-rate graph
Three upgrades to D6: BFS link-iteration (lower complexity), route-splitting (divide a large trade across paths to beat price impact), multi-DEX
Defines STAP (standardized total arbitrage profit) via convex optimization as an efficiency measure; proves a zero-STAP market has no residual arbitrage regardless of router
Centrality/topology analysis of the FX-rate network identifies structurally central currencies
No public identifier on record — title listed for reference only.
MST + ultrametric tree on FX correlations yields a robust, scale-free currency taxonomy stable across crises