3 papers in the archive (2023–2026), average empirical rigor 2.8/10, average math complexity 8/10. Quadrant mix: Lab Rats ×3.
Works mostly in Crypto Markets & DeFi, Market Microstructure, Risk Management & Tail Risk.
Frequent co-authors: Jason Milionis (2), Tim Roughgarden (2), Steven Campbell (1), Natascha Hey (1), Marcel Nutz (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%).
This paper presents a general framework for the design and analysis of exchange mechanisms between two assets that unifies and enables comparisons between the two dominant paradigms for exchange, constant function market markers (CFMMs) and limit order books (LOBs). In our framework, each liquidity
In decentralized finance (“DeFi”), automated market makers (AMMs) enable traders to programmatically exchange one asset for another. Such trades are enabled by the assets deposited by liquidity providers (LPs). The goal of this paper is to characterize and interpret the optimal (i.e., profit-maximiz
Auto-deleveraging (ADL) mechanisms are a critical yet understudied component of risk management on cryptocurrency futures exchanges. When available margin and other loss-absorbing resources are insufficient to cover losses following large price moves, exchanges reduce positions and socialize losses