3 papers in the archive (2025–2026), average empirical rigor 6/10, average math complexity 7.3/10. Quadrant mix: Holy Grail ×2, Lab Rats ×1.
Works mostly in Crypto Markets & DeFi, Stochastic Control & Optimal Stopping, Market Microstructure, Market Simulation & Agent-Based Models.
Frequent co-authors: Damien Challet (2), Ioane Muni Toke (2), Vincent Danos (1), Hamza El Khalloufi (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%).
Decentralized lending protocols within the decentralized finance ecosystem enable the lending and borrowing of crypto-assets without relying on traditional intermediaries. Interest rates in these protocols are set algorithmically and fluctuate according to the supply and demand for liquidity. In thi
We develop a mathematical framework to optimize leveraged staking (“loopy”) strategies in Decentralized Finance (DeFi), in which a staked asset is supplied as collateral, the underlying is borrowed and re-staked, and the loop can be repeated across multiple lending markets. Exploiting the fact that
We study the optimal liquidation of a large position on Uniswap v2 and Uniswap v3 in discrete time. The instantaneous price impact is derived from the AMM pricing rule. Transient impact is modeled to capture either exponential or approximately power-law decay, together with a permanent component. In