Research
Work in Progress | 2026
Equilibrium Execution: A Stackelberg Model of AMM Trading Under Endogenous MEV
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.
Hybrid Regime Detection and Risk Management in Semiconductor Equities: A Bayesian HMM-LSTM Framework
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.
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