For a detailed breakdown of my work by field (finance and economics, OR and FE, Statistics), see this page.

Revise and Resubmit

  • Equilibrium Liquidity and Risk Offsetting in Decentralised Markets (with Sebastian Jaimungal, Xuchen Wu).
    Revise and Resubmit at Operations Research (2025). link

Publications

  • Strategic bonding curves in automated market makers (with Álvaro Cartea, Leandro Sánchez-Betancourt, David Siska, Lukasz Szpruch).
    Mathematics of Operations Research (2026). link
  • Multi-Task Gaussian Process Bandits for Regime-Switching in Optimal Execution (with Álvaro Cartea, Gianluca Palmari).
    SIAM Journal on Financial Mathematics (2026). link code
  • Decentralised finance and automated market making: Execution and speculation (with Álvaro Cartea, Marcello Monga).
    Journal of Economic Dynamics and Control (2025). link
  • Decentralised finance and automated market making: Predictable loss and optimal liquidity provision (with Álvaro Cartea, Marcello Monga).
    SIAM Journal on Financial Mathematics (2024). link
  • Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics (with Philippe Bergault, Olivier Guéant).
    SIAM Journal on Financial Mathematics (2022). link

Working papers

  • The Economics of Regulating Tokenized Securities (with Álvaro Cartea, Fahad Saleh).
    (2026). link
  • Liquid Staking and the Limits of Policy (with Zachary Feinstein, Basil Williams).
    (2026). link
  • The Viability of Blockchain Markets under Discrete Clearing and Paid Priority (with Agostino Capponi, Álvaro Cartea).
    (2025). link
  • Strategic learning and trading in broker-mediated markets (with Alif Aqsha, Leandro Sánchez-Betancourt).
    (2024). link