# Concepts

KyberSwap Classic's core contributions towards liquidity flow optimization are its amplified liquidity pools as well as the introduction of a flexible fee model which adjusts according to market conditions.

Collectively, these concepts form the Dynamic Automated Market Making (DMM) protocol invented by the KyberSwap research team. You can refer to the [Dynamic Automated Market Making whitepaper](https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md) for a deeper dive into the protocol.

The following sections outline these concepts at a high level:

<table data-card-size="large" data-view="cards"><thead><tr><th></th><th data-hidden></th><th data-hidden></th><th data-hidden data-card-target data-type="content-ref"></th></tr></thead><tbody><tr><td><a href="https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md"><strong>Programmable Pricing Curves</strong></a></td><td>Dynamic Pricing Curves</td><td></td><td><a href="https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md">https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md</a></td></tr><tr><td><a href="https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md"><strong>Dynamic Auto-Adjusting Fees</strong></a></td><td></td><td></td><td><a href="https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md">https://github.com/KyberNetwork/kyberswap-documentation/blob/main/reference/legacy/kyberswap-classic/concepts/broken-reference/README.md</a></td></tr></tbody></table>


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