{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,19]],"date-time":"2026-05-19T14:51:11Z","timestamp":1779202271868,"version":"3.51.4"},"publisher-location":"New York, NY, USA","reference-count":15,"publisher":"ACM","license":[{"start":{"date-parts":[[2022,10,26]],"date-time":"2022-10-26T00:00:00Z","timestamp":1666742400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2022,11,2]]},"DOI":"10.1145\/3533271.3561775","type":"proceedings-article","created":{"date-parts":[[2022,10,20]],"date-time":"2022-10-20T22:20:22Z","timestamp":1666304422000},"page":"9-17","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":20,"title":["Differential Liquidity Provision in Uniswap v3 and Implications for Contract Design\u2731"],"prefix":"10.1145","author":[{"given":"Zhou","family":"Fan","sequence":"first","affiliation":[{"name":"School of Engineering and Applied Sciences, Harvard University, US"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Francisco J.","family":"Marmolejo-Coss\u00edo","sequence":"additional","affiliation":[{"name":"School of Engineering and Applied Sciences, Harvard University, US"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ben","family":"Altschuler","sequence":"additional","affiliation":[{"name":"Harvard College, Harvard University, US"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"He","family":"Sun","sequence":"additional","affiliation":[{"name":"School of Engineering and Applied Sciences, Harvard University, US"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xintong","family":"Wang","sequence":"additional","affiliation":[{"name":"School of Engineering and Applied Sciences, Harvard University, US"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"David","family":"Parkes","sequence":"additional","affiliation":[{"name":"School of Engineering and Applied Sciences, Harvard University, US"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2022,10,26]]},"reference":[{"key":"e_1_3_2_1_1_1","unstructured":"Hayden Adams Noah Zinsmeister and Dan Robinson. 2020. Uniswap v2 core. URl: https:\/\/uniswap.org\/whitepaper. pdf(2020).  Hayden Adams Noah Zinsmeister and Dan Robinson. 2020. Uniswap v2 core. URl: https:\/\/uniswap.org\/whitepaper. pdf(2020)."},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1145\/3419614.3423251"},{"key":"e_1_3_2_1_4_1","unstructured":"Guillermo Angeris Alex Evans and Tarun Chitra. 2021. Replicating market makers. arXiv preprint arXiv:2103.14769(2021).  Guillermo Angeris Alex Evans and Tarun Chitra. 2021. Replicating market makers. arXiv preprint arXiv:2103.14769(2021)."},{"key":"e_1_3_2_1_5_1","unstructured":"Guillermo Angeris Alex Evans and Tarun Chitra. 2021. Replicating Monotonic Payoffs Without Oracles. arXiv preprint arXiv:2111.13740(2021).  Guillermo Angeris Alex Evans and Tarun Chitra. 2021. Replicating Monotonic Payoffs Without Oracles. arXiv preprint arXiv:2111.13740(2021)."},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"crossref","unstructured":"Guillermo Angeris Alex Evans and Tarun Chitra. 2022. When Does The Tail Wag The Dog? Curvature and Market Making. Cryptoeconomic Systems 2(1)(2022).  Guillermo Angeris Alex Evans and Tarun Chitra. 2022. When Does The Tail Wag The Dog? Curvature and Market Making. Cryptoeconomic Systems 2(1)(2022).","DOI":"10.21428\/58320208.e9e6b7ce"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"crossref","unstructured":"Guillermo Angeris Hsien-Tang Kao Rei Chiang Charlie Noyes and Tarun Chitra. 2021. An Analysis of Uniswap markets. Cryptoeconomic Systems 1(1)(2021).  Guillermo Angeris Hsien-Tang Kao Rei Chiang Charlie Noyes and Tarun Chitra. 2021. An Analysis of Uniswap markets. Cryptoeconomic Systems 1(1)(2021).","DOI":"10.21428\/58320208.c9738e64"},{"key":"e_1_3_2_1_8_1","unstructured":"Kenneth\u00a0Joseph Arrow. 1965. Aspects of the theory of risk-bearing. Helsinki.  Kenneth\u00a0Joseph Arrow. 1965. Aspects of the theory of risk-bearing. Helsinki."},{"key":"e_1_3_2_1_9_1","unstructured":"Stoikov\u00a0S. Avellaneda\u00a0M.1992. Stock price volatility: Tests based on the geometric random walk. The American Economic Review(1992).  Stoikov\u00a0S. Avellaneda\u00a0M.1992. Stock price volatility: Tests based on the geometric random walk. The American Economic Review(1992)."},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"crossref","unstructured":"Stoikov\u00a0S. Avellaneda\u00a0M.2008. High-frequency trading in a limit order book. Quantitative Finance(2008).  Stoikov\u00a0S. Avellaneda\u00a0M.2008. High-frequency trading in a limit order book. Quantitative Finance(2008).","DOI":"10.1080\/14697680701381228"},{"key":"e_1_3_2_1_11_1","unstructured":"Agostino Capponi and Ruizhe Jia. 2021. The adoption of blockchain-based decentralized exchanges. arXiv preprint arXiv:2103.08842(2021).  Agostino Capponi and Ruizhe Jia. 2021. The adoption of blockchain-based decentralized exchanges. arXiv preprint arXiv:2103.08842(2021)."},{"key":"e_1_3_2_1_12_1","doi-asserted-by":"crossref","unstructured":"R\u00f6sch\u00a0D. Chung\u00a0K. Lee\u00a0A.2019. Tick size liquidity for small and large orders and price informativeness: Evidence from the Tick Size Pilot Program. Journal of Financial Economics(2019).  R\u00f6sch\u00a0D. Chung\u00a0K. Lee\u00a0A.2019. Tick size liquidity for small and large orders and price informativeness: Evidence from the Tick Size Pilot Program. Journal of Financial Economics(2019).","DOI":"10.2139\/ssrn.3220470"},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"crossref","unstructured":"Alex Evans. 2021. Liquidity Provider Returns in Geometric Mean Markets. Cryptoeconomic Systems 1(2)(2021).  Alex Evans. 2021. Liquidity Provider Returns in Geometric Mean Markets. Cryptoeconomic Systems 1(2)(2021).","DOI":"10.21428\/58320208.56ddae1b"},{"key":"e_1_3_2_1_14_1","unstructured":"Sean Foley Tom Meling and Bernt\u00a0Arne \u00d8degaard. 2021. Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. Available at SSRN 2866943(2021).  Sean Foley Tom Meling and Bernt\u00a0Arne \u00d8degaard. 2021. Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. Available at SSRN 2866943(2021)."},{"key":"e_1_3_2_1_15_1","unstructured":"Michael Neuder Rithvik Rao Daniel\u00a0J. Moroz and David\u00a0C. Parkes. 2021. Strategic Liquidity Provision in Uniswap v3. CoRR abs\/2106.12033(2021). arXiv:2106.12033https:\/\/arxiv.org\/abs\/2106.12033  Michael Neuder Rithvik Rao Daniel\u00a0J. Moroz and David\u00a0C. Parkes. 2021. Strategic Liquidity Provision in Uniswap v3. CoRR abs\/2106.12033(2021). arXiv:2106.12033https:\/\/arxiv.org\/abs\/2106.12033"},{"key":"e_1_3_2_1_16_1","volume-title":"Uncertainty in economics","author":"Pratt W","unstructured":"John\u00a0 W Pratt . 1978. Risk aversion in the small and in the large . In Uncertainty in economics . Elsevier , 59\u201379. John\u00a0W Pratt. 1978. Risk aversion in the small and in the large. In Uncertainty in economics. Elsevier, 59\u201379."}],"event":{"name":"ICAIF '22: 3rd ACM International Conference on AI in Finance","location":"New York NY USA","acronym":"ICAIF '22","sponsor":["ACM Association for Computing Machinery"]},"container-title":["Proceedings of the Third ACM International Conference on AI in Finance"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3533271.3561775","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3533271.3561775","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T19:00:39Z","timestamp":1750186839000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3533271.3561775"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,10,26]]},"references-count":15,"alternative-id":["10.1145\/3533271.3561775","10.1145\/3533271"],"URL":"https:\/\/doi.org\/10.1145\/3533271.3561775","relation":{},"subject":[],"published":{"date-parts":[[2022,10,26]]},"assertion":[{"value":"2022-10-26","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}