@InProceedings{fan_et_al:LIPIcs.AFT.2023.25, author = {Fan, Zhou and Marmolejo-Cossio, Francisco and Moroz, Daniel and Neuder, Michael and Rao, Rithvik and Parkes, David C.}, title = {{Strategic Liquidity Provision in Uniswap V3}}, booktitle = {5th Conference on Advances in Financial Technologies (AFT 2023)}, pages = {25:1--25:22}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-303-4}, ISSN = {1868-8969}, year = {2023}, volume = {282}, editor = {Bonneau, Joseph and Weinberg, S. Matthew}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.AFT.2023.25}, URN = {urn:nbn:de:0030-drops-192144}, doi = {10.4230/LIPIcs.AFT.2023.25}, annote = {Keywords: blockchain, decentralized finance, Uniswap v3, liquidity provision, stochastic gradient descent} }