Working papers

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