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.
| Identifer | oai:union.ndltd.org:BGMYU2/oai:scholarsarchive.byu.edu:etd-11003 |
| Date | 09 June 2023 |
| Creators | White, Granton Michael |
| Publisher | BYU ScholarsArchive |
| Source Sets | Brigham Young University |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | Theses and Dissertations |
| Rights | https://lib.byu.edu/about/copyright/ |
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