3 papers in the archive (2025–2026), average empirical rigor 7.8/10, average math complexity 5.5/10. Quadrant mix: Holy Grail ×2, Street Traders ×1.
Works mostly in Crypto Markets & DeFi, Market Microstructure, Options & Derivatives Pricing, Risk Management & Tail Risk.
Frequent co-authors: Rostislav Berezovskiy (3), Andrey Urusov (2), Andrei Kornilov (2), Yury Yanovich (1), Mikhail Butov (1), Danila Bolotin (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
We study permissionless spot–perpetual basis trading in decentralized finance as a collateral control problem. The strategy holds spot inventory, hedges directional exposure with a short perpetual, and allocates capital between spot inventory and derivative margin under on-chain liquidity and execu
Concentrated Liquidity Market Makers (CLMMs) represent a fundamental innovation in market microstructure, transforming liquidity provision from passive portfolio allocation to active risk management. This evolution creates significant challenges for performance evaluation and strategy optimization,
The emergence of Concentrated Liquidity Market Makers (CLMMs) has made liquidity provision on decentralized exchanges an active and risk-sensitive task. However, the standalone profitability of liquidity provision remains unclear for liquidity providers (LPs) who neither hedge their inventory risk n