Curated bibliography · links out only · hosts no full text
6 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
Dealer-intermediated OTC FX is a liquidity network of bilateral quotes; documents how spread/depth behave under stress.
No public identifier on record — title listed for reference only.
"Robust-yet-fragile": dense networks absorb small shocks but propagate large ones; source of the R₀ systemic-health metric.
Empirical: 292,606 cyclic arbitrages ≈ $138M in one year on Uniswap V2; 85% are length-3 cycles; profitability = product of cycle rates > cumulative fees
Integration (dependence) and diversification (counterparty count) have non-monotonic effects on cascade size — the canonical theorem for a network of liquidity/credit exposures.
General AMM framework: conservation function x·y=k, slippage and divergence-loss (impermanent-loss) formalization, state-space of the pool.