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Optimal Ordering to Maximize MEV Arbitrage

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.

Identiferoai:union.ndltd.org:BGMYU2/oai:scholarsarchive.byu.edu:etd-11003
Date09 June 2023
CreatorsWhite, Granton Michael
PublisherBYU ScholarsArchive
Source SetsBrigham Young University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceTheses and Dissertations
Rightshttps://lib.byu.edu/about/copyright/

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