Research / Whitepapers

Overview of all papers from IPOR Labs on Notion.

Title: The IPOR Automated Market Maker (AMM) V2

Authors: Mau Hernandes, Ph. D. Date: December 2023

Title: The IPOR Automated Market Maker (AMM)

Authors: Mau Hernandes, Ph. D. Date: August 2022

Title: Estimating Fair Value of IPOR SWAPs

Authors: Iain Clark, Ph.D.; Mau Hernandes, Ph. D. Date: August 2022

Title: The Fair Price of IPOR SWAPs via Longstaff-Shwartz

Authors: Iain Clark, Ph.D.; Mau Hernandes, Ph. D. Date: July 2022

Title: Simulating DeFi Interest Rate Swap trades with Hawkes Process and Synthetic data

Author: Mau Hernandes, Ph.D. Date: July 2022

Title: IPOR Index - The Heartbeat of DeFi

Author: Mau Hernandes, Ph.D. Date: April 2022

Title: IPOR: an Inter-protocol Offered Rate for Decentralized Finance

Authors: Darren Camas, Mauricio Hernandes, Ph.D., Dimitar Dinev Date: March 2021