3 papers in the archive (2024–2026), average empirical rigor 7.3/10, average math complexity 4.8/10. Quadrant mix: Holy Grail ×2, Street Traders ×1.
Works mostly in Crypto Markets & DeFi, Market Microstructure, Risk Management & Tail Risk, Options & Derivatives Pricing.
Frequent co-authors: Rostislav Berezovskiy (3), Yury Yanovich (2), Anatoly Krestenko (2), Andrei Kornilov (2).
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%).
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
Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores the development of a backtesting framework specifically tailored for concentrated liquidity market makers (CLMM). The foc