Research

Cartea, Á., Drissi, F., & Monga, M (2025). Decentralised finance and automated market making: Execution and speculation.
Journal of Economic Dynamics and Control. link.
Cartea, Á., Drissi, F., & Monga, M (2024). Decentralised finance and automated market making: Predictable loss and optimal liquidity provision.
SIAM Journal on Financial Mathematics. link.
Cartea, Á., Drissi, F., & Monga, M (2023). Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets.
Applied Mathematical Finance. link, code
Drissi, F (2022). Solvability of differential Riccati equations and applications to algorithmic trading with signals.
Applied Mathematical Finance link.
Bergault, P., Drissi, F., & Guéant, O (2022). Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics.
SIAM Journal on Financial Mathematics. link.

Capponi, A., Cartea, Á., & Drissi, F. (2025). Do longer block times impair market efficiency in ddecentralized markets?
SSRN. link.
Aqsha, A., Drissi, F., & Sánchez-Betancourt, L. (2024). Strategic learning and trading in broker-mediated markets.
SSRN. link.
Cartea, Á., Drissi, F., Sánchez-Betancourt, L., Siska, D., & Szpruch, L (2024). Strategic bonding curves in automated market makers.
R&R Mathematics of Operations Research. link.
Cartea, Á., Drissi, F., & Osselin, P. (2024). Unsupervised learning in optimal execution.
R&R SIAM Journal on Financial Mathematics. link, code

Waldon, H., Drissi, F., Limmer, Y., Berdica, U., Foerster, J. N., & Cartea, A. DARE: The Deep Adaptive Regulator for Control of Uncertain Continuous-Time Systems.
2024. ICML 2024 Workshop: Foundations of Reinforcement Learning and Control--Connections and Perspectives link.
Cartea, Á., Drissi, F., & Monga, M. Execution and statistical arbitrage with signals in multiple automated market makers.
2023. IEEE 43rd International Conference on Distributed Computing Systems. link.