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Pretty pictures

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Lev 2 years ago
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  1. BIN
      flashloan_graph.png
  2. 657
      flashloan_graph.svg
  3. BIN
      loan_graph.png
  4. 2288
      loan_graph.svg
  5. BIN
      main.pdf
  6. 3
      main.tex

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@ -130,7 +130,8 @@ The state is written as a function of all parameters of all actions in a formal
\subsection{Agent parameters} \subsection{Agent parameters}
\begin{enumerate} \begin{enumerate}
\item $T_{0}$ is the maximum deal duration --- i.e., the horizon after which the benefits of the deal are not considered. \item $T_{0}$ is the maximum deal duration --- i.e., the horizon after which the benefits of the deal are not considered.
\item $\tau$ is the charachteristic time of discount --- e.g., $\exp({\frac{1\,year}{\tau}}) - 1$ is the minimal yearly rate for a loan. \item $\tau$ is the charachteristic time of discount --- $\exp({\frac{1\,year}{\tau}}) - 1$ is the minimal yearly rate for a loan.
\item $r$ is the risk parameter for currency switching --- the agent will only agree to swap no less than $(1+r)x$ in one currency for $x$ in another.
\end{enumerate} \end{enumerate}
Given these parameters, the value function $V((x_{i}), (t_{i}))$ (or $V(S)$) can be determined. It takes the sequence of values $(x_{i}, t_{i})$, where $x_{i}$ are the incoming/outcoming tokens from the agent. Given these parameters, the value function $V((x_{i}), (t_{i}))$ (or $V(S)$) can be determined. It takes the sequence of values $(x_{i}, t_{i})$, where $x_{i}$ are the incoming/outcoming tokens from the agent.

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