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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"maximal tractable value"" "subject:"maximal intractable value""

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Optimal Ordering to Maximize MEV Arbitrage

White, Granton Michael 09 June 2023 (has links) (PDF)
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 desired.
arbitrage
cryptocurrency
blockchain
mev
maximal extractable value
miner extractable value
front-running
decentralized finance
defi
optimization
ordering
Physical Sciences and Mathematics

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