4 papers in the archive (2022–2026), average empirical rigor 3.2/10, average math complexity 8.2/10. Quadrant mix: Holy Grail ×1, Lab Rats ×3.
Works mostly in Crypto Markets & DeFi, Risk Management & Tail Risk, Market Microstructure, Stochastic Control & Optimal Stopping.
Frequent co-authors: Erhan Bayraktar (1), Gaoyue Guo (1), Yuming Paul Zhang (1), Ruofei Ma (1), Zhebiao Cai (1), David Yao (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 consider the interaction between centralized trading and decentralized Proof of Stake (PoS) blockchain ecosystems. Motivated by the increasing dominance of centralized exchanges and the institutionalization of crypto markets, we study how trading activities on centralized exchanges affect staking
In this paper, we study an investor’s optimal entry and exit decisions in a liquid staking protocol (LSP) and an automated market maker (AMM), primarily from the standpoint of the investor. Our analysis focuses on two key investor actions: the initial allocation decision at time $t=0$, and the optim
With the increasing adoption of the Proof of Stake (PoS) blockchain, it is timely to study the economy created by such blockchain. In this chapter, we will survey recent progress on the trading and wealth evolution in a cryptocurrency where the new coins are issued according to the PoS protocol. We
This paper is concerned with the problem of budget control in a large particle system modeled by stochastic differential equations involving hitting times, which arises from considerations of systemic risk in a regional financial network. Motivated by Tang and Tsai (Ann. Probab., 46(2018), pp. 1597{