Author

Weiye Xi

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Preprint Jul 2026

Volatility in Prediction Markets: A Structural Approach

Forward-looking volatility forecasts are central inputs to derivatives pricing, market making, risk management, and volatility-linked trading strategies, with ARCH and GARCH models serving as the canonical workhorses. Such models are natural in standard asset markets, where prices are positive-valued stochastic process...

Weiye Xi, C. Moallemi, Mallesh M. Pai et al. · 0 citations

Preprint Jul 2026

Quantifying Sub-Optimality in Routing for Automated Market Makers

This work provides a large-scale empirical audit of DEX routing using 2.98 million WETH-USDC swaps on Ethereum and demonstrates that sandwiching attacks drive a significant fraction of routing sub-optimality.

Weiye Xi, C. Moallemi · 3 citations · ⚡1