Follow
Fayçal Drissi
Title
Cited by
Cited by
Year
Decentralised finance and automated market making: Predictable loss and optimal liquidity provision
Á Cartea, F Drissi, M Monga
arXiv preprint arXiv:2309.08431, 2023
372023
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics
P Bergault, F Drissi, O Guéant
SIAM Journal on Financial Mathematics 13 (1), 353-390, 2022
262022
Decentralised finance and automated market making: Execution and speculation
Á Cartea, F Drissi, M Monga
arXiv preprint arXiv:2307.03499, 2023
232023
Solvability of differential riccati equations and applications to algorithmic trading with signals
F Drissi
Applied Mathematical Finance 29 (6), 457--493, 2023
162023
Strategic Bonding Curves in Automated Market Makers
Á Cartea, F Drissi, L Sánchez-Betancourt, D Siska, L Szpruch
Available at SSRN 5018420, 2024
13*2024
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Á Cartea, F Drissi, M Monga
Applied Mathematical Finance, 2023
132023
Execution and statistical arbitrage with signals in multiple automated market makers
Á Cartea, F Drissi, M Monga
IEEE 43rd International Conference on Distributed Computing Systems, 37-42, 2023
132023
Bandits for algorithmic trading with signals
Á Cartea, F Drissi, P Osselin
Available at SSRN 4484004, 2023
92023
Models of market liquidity: Applications to traditional markets and automated market makers
F Drissi
Available at SSRN 4424010, 2023
72023
DARE: The Deep Adaptive Regulator for Control of Uncertain Continuous-Time Systems
H Waldon, F Drissi, Y Limmer, U Berdica, JN Foerster, A Cartea
ICML 2024 Workshop: Foundations of Reinforcement Learning and Control …, 0
3
The system can't perform the operation now. Try again later.
Articles 1–10