AMMonitor: Onchain Depeg Early Warning System (pdf)
AMMonitor: Onchain Depeg Early Warning System
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AMMonitor: Onchain Depeg Early Warning System
This courselet introduces a depeg early warning model for monitoring stablecoin AMMs.
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
Courselet Content
1 components
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30.74 M |
Requirements
- Some financial and machine learning concepts.
General Overview
Description
This courselet introduces key concepts of onchain (decentralized) finance, including automated market makers and stablecoin specific AMMs.
It constructs a feature set reflecting stablecoin liqudity/sentiment/microstructure conditions, specifically tailored to monitor a Uniswap v3 stablecoin liquidity pool.
The CL then discusses the application of this data to training a Machine Learning Depeg Early Warning model.
Lastly Interpretability/explainability of the model is extensively discussed with a detailed look at SHAP feature attributions and their economic relevance.
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