Working papers

Drissi F., Jaimungal S., & Wu X. (2025). Equilibrium Liquidity and Risk Offsetting in Decentralised Markets . SSRN. 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. . 2nd round Mathematics of Operations Research. link.

Cartea Á., Drissi F., & Palmari G. (2024). Multi-Task Gaussian Process Bandits for Regime-Switching in Optimal Execution. . R&R SIAM Journal on Financial Mathematics. link, code