Skip to content

Research

Work in Progress | 2026

Equilibrium Execution: A Stackelberg Model of AMM Trading Under Endogenous MEV

SSRN 6730018

Modeling DEX execution as a Stackelberg game between traders and adaptive searchers, with artifact-backed evaluation across complexity regimes, calibration transfer, algorithm sensitivity, and out-of-distribution stress boundaries.

Read Research Notes & Paper MEV Reinforcement Learning DeFi

Hybrid Regime Detection and Risk Management in Semiconductor Equities: A Bayesian HMM-LSTM Framework

SSRN 5366835

This research proposes a Bayesian HMM-LSTM framework to address high volatility and frequent regime shifts in semiconductor markets. By integrating probabilistic regime detection with long short-term memory networks, the model prevents inefficient capital allocation and provides robust risk management against geopolitical and macroeconomic shocks.

Read Paper Bayesian Inference HMM-LSTM Risk Management

Interested in collaborating on research?

Get in Touch