Working papers

Capponi, A., Cartea, A., & Drissi, F. (2025). Price Formation and Equilibrium Liquidity in Blockchains.
2025. SSRN. link.

Aqsha, A., Drissi, F., & Sánchez-Betancourt, L. (2024). Strategic Learning and Trading in Broker-Mediated Markets.
2024. SSRN. link.

Cartea, Á., Drissi, F., Sánchez-Betancourt, L., Siska, D., & Szpruch, L. Strategic bonding curves in automated market makers.
2024. SSRN. link.

Cartea, Á., Drissi, F., & Osselin, P. Bandits for algorithmic trading with signals.
2024. R&R SIAM Journal on Financial Mathematics. link, code

Cartea, Á., Drissi, F., & Monga, M. Decentralised finance and automated market making: Execution and speculation.
2022. R&R Journal of Economic Dynamics and Control. link.