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Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading

arXiv:2606.08228v1 Announce Type: cross Abstract: Algorithmic trading systems on decentralised exchanges (DEXs) reject most candidate tokens they evaluate. The counterfactual outcome of rejected candidates (what would have happened had the system entered) is rarely measured. This paper introduces Post-Rejection Follow-up Sampling (PRFS).

arXiv CS 1d ago