{"id":"https://openalex.org/W4416251955","doi":"https://doi.org/10.1109/bcca66705.2025.11229743","title":"Mathematical Framework for On-chain Management of Concentrated Liquidity Position","display_name":"Mathematical Framework for On-chain Management of Concentrated Liquidity Position","publication_year":2025,"publication_date":"2025-10-14","ids":{"openalex":"https://openalex.org/W4416251955","doi":"https://doi.org/10.1109/bcca66705.2025.11229743"},"language":null,"primary_location":{"id":"doi:10.1109/bcca66705.2025.11229743","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bcca66705.2025.11229743","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 7th International Conference on Blockchain Computing and Applications (BCCA)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5119260076","display_name":"Roman Vlasov","orcid":null},"institutions":[{"id":"https://openalex.org/I153845743","display_name":"Moscow Institute of Physics and Technology","ror":"https://ror.org/00v0z9322","country_code":"RU","type":"education","lineage":["https://openalex.org/I153845743"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"Roman Vlasov","raw_affiliation_strings":["Moscow Institute of Physics and Technology,Blockchain Department,Moscow,Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Institute of Physics and Technology,Blockchain Department,Moscow,Russia","institution_ids":["https://openalex.org/I153845743"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055709020","display_name":"Vladimir Gorgadze","orcid":"https://orcid.org/0000-0002-1620-7140"},"institutions":[{"id":"https://openalex.org/I153845743","display_name":"Moscow Institute of Physics and Technology","ror":"https://ror.org/00v0z9322","country_code":"RU","type":"education","lineage":["https://openalex.org/I153845743"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"Vladimir Gorgadze","raw_affiliation_strings":["Moscow Institute of Physics and Technology,Blockchain Department,Moscow,Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Institute of Physics and Technology,Blockchain Department,Moscow,Russia","institution_ids":["https://openalex.org/I153845743"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082771184","display_name":"Artem Barger","orcid":"https://orcid.org/0000-0002-7303-483X"},"institutions":[{"id":"https://openalex.org/I91203450","display_name":"University of Haifa","ror":"https://ror.org/02f009v59","country_code":"IL","type":"education","lineage":["https://openalex.org/I91203450"]}],"countries":["IL"],"is_corresponding":false,"raw_author_name":"Artem Barger","raw_affiliation_strings":["Idea Blockchain Research Lab,Haifa,Israel"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Idea Blockchain Research Lab,Haifa,Israel","institution_ids":["https://openalex.org/I91203450"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.52364334,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"425","last_page":"436"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.26840001344680786,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.26840001344680786,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.163100004196167,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.11810000240802765,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.8291000127792358},{"id":"https://openalex.org/keywords/liquidity-risk","display_name":"Liquidity risk","score":0.5827000141143799},{"id":"https://openalex.org/keywords/position","display_name":"Position (finance)","score":0.5328999757766724},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.5038999915122986},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.4848000109195709},{"id":"https://openalex.org/keywords/protocol","display_name":"Protocol (science)","score":0.45489999651908875}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.8291000127792358},{"id":"https://openalex.org/C189259953","wikidata":"https://www.wikidata.org/wiki/Q1042259","display_name":"Liquidity risk","level":3,"score":0.5827000141143799},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5450999736785889},{"id":"https://openalex.org/C198082294","wikidata":"https://www.wikidata.org/wiki/Q3399648","display_name":"Position (finance)","level":2,"score":0.5328999757766724},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.5038999915122986},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.4848000109195709},{"id":"https://openalex.org/C2780385302","wikidata":"https://www.wikidata.org/wiki/Q367158","display_name":"Protocol (science)","level":3,"score":0.45489999651908875},{"id":"https://openalex.org/C170130773","wikidata":"https://www.wikidata.org/wiki/Q216378","display_name":"Usability","level":2,"score":0.4472000002861023},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.40779998898506165},{"id":"https://openalex.org/C176923680","wikidata":"https://www.wikidata.org/wiki/Q3002739","display_name":"Liquidity crisis","level":3,"score":0.40540000796318054},{"id":"https://openalex.org/C115901376","wikidata":"https://www.wikidata.org/wiki/Q184199","display_name":"Automation","level":2,"score":0.36890000104904175},{"id":"https://openalex.org/C120936955","wikidata":"https://www.wikidata.org/wiki/Q2155640","display_name":"Empirical research","level":2,"score":0.3248000144958496},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3206000030040741},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.3019999861717224},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.298799991607666},{"id":"https://openalex.org/C83646750","wikidata":"https://www.wikidata.org/wiki/Q193893","display_name":"Capital (architecture)","level":2,"score":0.27129998803138733},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.27070000767707825},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.2554999887943268}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/bcca66705.2025.11229743","is_oa":false,"landing_page_url":"https://doi.org/10.1109/bcca66705.2025.11229743","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 7th International Conference on Blockchain Computing and Applications (BCCA)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W3094839250","https://openalex.org/W3134196592","https://openalex.org/W3137707325","https://openalex.org/W3169240245","https://openalex.org/W4280596911","https://openalex.org/W4308219256","https://openalex.org/W4389746574","https://openalex.org/W4405179263","https://openalex.org/W4406070502","https://openalex.org/W4406739034","https://openalex.org/W4413082923"],"related_works":[],"abstract_inverted_index":{"This":[0],"article":[1],"investigates":[2],"the":[3,73,100,104,122,135,175],"mathematical":[4,86,172],"framework":[5],"with":[6,127],"primitives":[7],"for":[8,46,66,121,144,160,174],"modifying":[9],"liquidity":[10,39,48,64,124,180],"positions":[11,49],"in":[12,38,153],"Uniswap":[13,29],"V3,":[14],"a":[15,43,84,95,118,171],"groundbreaking":[16],"DeFi":[17,113,161],"protocol":[18],"that":[19],"introduced":[20],"concentrated":[21],"liquidity.":[22],"Allocating":[23],"capital":[24],"within":[25],"specific":[26],"price":[27,52],"ranges,":[28,53],"V3":[30],"significantly":[31],"improves":[32],"efficiency":[33],"while":[34],"presenting":[35],"new":[36,51,142],"opportunities":[37],"management.":[40],"We":[41],"propose":[42],"novel":[44],"methodology":[45],"rebalancing":[47],"into":[50],"reinvesting":[54],"earned":[55],"fees":[56],"to":[57,111],"achieve":[58],"compounding":[59],"returns,":[60],"and":[61,108,140,150,164],"facilitating":[62],"one-sided":[63],"provision":[65,125],"single-token":[67],"deposits.":[68],"The":[69,88,155],"theoretical":[70,106,132],"justification":[71],"of":[72,103,178],"proposed":[74,136],"approach":[75],"is":[76,91],"rigorously":[77],"established":[78],"through":[79],"Theorems":[80],"1-3,":[81],"which":[82],"provide":[83,170],"comprehensive":[85],"framework.":[87],"empirical":[89],"validation":[90],"conducted":[92],"by":[93],"analyzing":[94],"popular":[96],"Ethereum":[97],"pool,":[98],"demonstrating":[99],"practical":[101,138],"applicability":[102],"derived":[105],"methods":[107],"their":[109],"potential":[110,176],"optimize":[112],"protocols.":[114],"Furthermore,":[115],"we":[116],"derive":[117],"value":[119],"function":[120],"atomic":[123],"procedure":[126],"initially":[128],"imbalanced":[129],"assets.":[130],"These":[131],"contributions":[133],"highlight":[134],"framework\u2019s":[137],"usability":[139],"open":[141],"horizons":[143],"future":[145],"research":[146],"on":[147],"capital-efficient":[148],"strategies":[149],"risk":[151],"management":[152,181],"AMMs.":[154],"results":[156],"are":[157],"particularly":[158],"valuable":[159],"researchers,":[162],"traders,":[163],"smart":[165],"contract":[166],"developers,":[167],"as":[168],"they":[169],"foundation":[173],"automation":[177],"on-chain":[179],"routine.":[182]},"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-11-14T00:00:00"}
