September 21-22, 2023 – Paris, France
Co-organized by Blockchain@X Research Center (Ecole Polytechnique) and Oxford-Man Institute of Quantitative Finance (University of Oxford)
Program Venue DinnersA Distributed Systems historical perspective of Blockchains
Sergio Rajsbaum (Instituto de Matematicas, UNAM)
Sébastien Choukroun (Kamea Labs)
Stochastic Consensus and the Shadow of Doubt
Emilien Macault (ENSAE, CREST, BETA)
DU-Shapley: A Shapley Value Proxy for Efficient Dataset Valuation
Felipe Garrido-Lucero (INRIA Saclay & ENSAE)
Ethereum Proof-of-Stake under Scrutiny
Yackolley Amoussou-Guenou (Université Paris-Panthéon-Assas) - joint with U. Pavloff and S. Tucci-Piergiovanni
Decentralised Finance and Automated Market Making: Execution and Speculation
Marcello Monga (University of Oxford, OMI)
Efficient Information aggregation and price consensus
Michael Allouche (Kaiko)
Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
Fayçal Drissi (University of Oxford, OMI)
Kaihua Qin (Imperial College London)
Blockchain Large Language Models
Liyi Zhou (Imperial College London)
Stefan Kitzler (Complexity Science Hub)
Blockchain Design with Transmission Delays
Michele Fabi (Ecole Polytechnique, CREST, IP Paris)
Creating Self-enforcing Identities Using Reputation
Yiyun Zheng (Ecole Polytechnique, CREST, IP Paris)
BAR Nash Equilibrium and Application to Blockchain Design
Maxime Reynouard (Université Paris Dauphine) - joint with Olga Gorelkina and Rida Laraki
Market Microstructure of Uniswap
Myriam Kassoul (Ecole Polytechnique, CREST, IP Paris)
Systemic Risk in Decentralized Finance: A Compound v2 Case Study
Natkamon Tovanich (Ecole Polytechnique, CREST, IP Paris)
DeFi: Data-Driven Characterization of Uniswap v3 Ecosystem & An Ideal Crypto Law for Liquidity Pools
Deborah Miori (University of Oxford, OMI)
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions
Louis Bertucci (Institut Louis Bachelier)
Estimating Swap Fees in Automated Market Making Protocols
Emmanuel Gobet (Ecole Polytechnique, CMAP, IP Paris)
Fundamental Pricing of Utility Tokens
Julien Prat (CNRS, Ecole Polytechnique, CREST, IP Paris)
Automated Market Makers Designs Beyond Constant Functions
Leandro Sánchez-Betancourt (University of Oxford, OMI)
Adversarial Liquidation and its Consequences for Risk Management
Sam Cohen (University of Oxford, Mathematical Institute)
Andrea Canidio (CoW Protocol) - joint with Robin Fritsch (ETH)