3 papers in the archive (2024–2026), average empirical rigor 1.5/10, average math complexity 8.3/10. Quadrant mix: Lab Rats ×3.
Works mostly in Crypto Markets & DeFi, Market Microstructure, Stochastic Control & Optimal Stopping, Portfolio Optimization.
Frequent co-authors: Felipe Lara (1), Miguel Sama (1), Bernardo D'Auria (1), Carlos Bouthelier-Madre (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 the optimal routing problem in decentralized exchanges built on Constant Function Market Makers when trades can be split across multiple heterogeneous pools and execution incurs fixed on-chain costs (gas fees). While prior routing formulations typically abstract from fixed activation costs,
We study the anticipating version of the classical portfolio optimization problem in a financial market with the presence of a trader who possesses privileged information about the future (insider information), but who is also subjected to a delay in the information flow about the market conditions;
This work focuses on financial risks from a probabilistic point of view. The value of a firm is described as a geometric Brownian motion and default emerges as a first passage time event. On the technical side, the critical threshold that the value process has to cross to trigger the default is assu