Optimal execution strategy in CFMMs interacting with CEXs is obtained via deep Galerkin solution of a dynamic programming equation derived from conditional elicitability, shown numerically to avoid slippage and beat naive approaches.
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Optimal Trading in Automated Market Makers with Deep Learning
Optimal execution strategy in CFMMs interacting with CEXs is obtained via deep Galerkin solution of a dynamic programming equation derived from conditional elicitability, shown numerically to avoid slippage and beat naive approaches.