3 papers in the archive (2025–2026), average empirical rigor 6.7/10, average math complexity 8.5/10. Quadrant mix: Holy Grail ×3.
Works mostly in Crypto Markets & DeFi, Market Microstructure, Options & Derivatives Pricing.
Frequent co-authors: Shen-Ning Tung (3), Tai-Ho Wang (3), Cheuk Yin Lee (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 model the dynamics of the liquidity profile in Uniswap~V3 and other concentrated-liquidity automated market makers with a stochastic partial integro-differential equation (SPIDE). The profile, the aggregate of all provider positions across tick space, evolves under a degenerate Sturm–Liouville o
This paper presents a comprehensive study on the empirical dynamics of Uniswap v3 liquidity, which we model as a time-tick surface, $L_t(x)$. Using a combination of functional principal component analysis (FPCA) and dynamic factor methods, we analyze three distinct pools over multiple sample periods
This paper develops a robust mathematical framework for Constant Function Market Makers (CFMMs) by transitioning from traditional token reserve analyses to a coordinate system defined by price and intrinsic liquidity. We establish a canonical parametrization of the bonding curve that ensures dimensi