This study systematically identifies arbitrage opportunities within Algorand’s decentralized finance (DeFi) ecosystem,
focusing on Automated Market Maker (AMM) platforms. Utilizing graph algorithms such as Bellman-Ford, alongside
optimization techniques, we introduce a system designed for real-time and historical data arbitrage exploration. While
this initial study focuses on select asset pairs and short time frames, it establishes a framework for future research.
The work combines theoretical and practical insights, suggesting that further refinement and broader implementation
could significantly increase arbitrage profitability.
Name | Type | Size | Last Modification | Last Editor |
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Application_Project_Report_Jonas_Gebele.pdf | 359 KB | 29.11.2023 | ||
Final-Retrospectively-Identifying-Profit-Generating-Transactions.pdf | 2,84 MB | 29.11.2023 | ||
Kick-Off-Retrospectively-Identifying-Profit-Generating-Transactions.pdf | 2,05 MB | 29.11.2023 |