3 papers in the archive (2024–2026), average empirical rigor 5.2/10, average math complexity 8.3/10. Quadrant mix: Holy Grail ×2, Lab Rats ×1.
Works mostly in Crypto Markets & DeFi, Market Microstructure, Options & Derivatives Pricing.
Frequent co-authors: Jimmy Risk (2), Tai-Ho Wang (2), Joseph Najnudel (1), Kazutoshi Yamazaki (1), Ju-Yi Yen (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 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
We present a model for price dynamics in the Automated Market Makers (AMM) setting. Within this framework, we propose a reference market price following a geometric Brownian motion. The AMM price is constrained by upper and lower bounds, determined by constant multiplications of the reference price.