3 papers in the archive (2023–2024), average empirical rigor 7.8/10, average math complexity 3/10. Quadrant mix: Street Traders ×3.
Works mostly in Crypto Markets & DeFi, Volatility Modeling & Forecasting, Fixed Income & Interest Rates.
Frequent co-authors: Eric Schertenleib (2), Roger Wattenhofer (2), Vabuk Pahari (1), Eric G. Schertenleib (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%).
The prevalence of maximal extractable value (MEV) in the Ethereum ecosystem has led to a characterization of the latter as a dark forest. Studies of MEV have thus far largely been restricted to purely on-chain MEV, i.e., sandwich attacks, cyclic arbitrage, and liquidations. In this work, we shed lig
Lending protocols in decentralized finance enable the permissionless exchange of capital from lenders to borrowers without relying on a trusted third party for clearing or market-making. Interest rates are set by the supply and demand of capital according to a pre-defined function. In the lead-up to
Anxiety levels in the Aave community spiked in November 2022 as Avi Eisenberg performed an attack on Aave. Eisenberg attempted to short the CRV token by using funds borrowed on the protocol to artificially deflate the value of CRV. While the attack was ultimately unsuccessful, it left the Aave commu