Towards Event-Aware Forecasting in DeFi: Insights from On-chain Automated Market Maker Protocols
Automated Market Makers (AMMs), as a core infrastructure of decentralized finance (DeFi), uniquely drive on-chain asset pricing through a deterministic reserve ratio mechanism. Unlike traditional markets, AMM price dynamics is triggered largely by on-chain events (e.g., swap) that change the reserve ratio, rather than by continuous responses to off-chain information. This makes event-level analysis crucial for understanding price formation mechanisms in AMMs. However, existing research generally neglects the micro-structural dynamics at the AMMs level, lacking both a comprehensive dataset covering multiple protocols with fine-grained event classification and an effective framework for eve...
| Authors | Huaiyu Jia, Jiehshun You, Yizhi Luo et al. |
|---|---|
| Primary category | cs.LG |
| Published | 22 April 2026 |
| Last updated at source | 22 April 2026 |
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