Working paper
(TBD) Paper 1
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I am a Ph.D. candidate in Financial Engineering at Stevens Institute of Technology, specializing in stochastic control and mathematical modeling in decentralized financial markets.
My current research focuses on optimal liquidity strategies in automated market makers (AMMs) and optimal portfolio allocation for liquidity providers (LPs) in decentralized markets. During my Ph.D., I have developed mathematical models and numerical methods for the pricing, optimization, and hedging of liquidity provision in decentralized exchanges (DEXs). More broadly, I am interested in mathematical finance, stochastic control, portfolio optimization, and the application of quantitative methods to emerging financial markets.