Uniswap v3 5 bps liquidity surfaces have a stable low-rank structure aligned with Legendre polynomials, with AR(1)-GARCH factor dynamics.
Price discovery and efficiency in uniswap liquidity pools
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Dynamics of Liquidity Surfaces in Uniswap v3
Uniswap v3 5 bps liquidity surfaces have a stable low-rank structure aligned with Legendre polynomials, with AR(1)-GARCH factor dynamics.