Blockchain@X-OMI Workshop on Blockchain and Decentralized Finance

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 Dinners

Presentations

Keynote presentation

A Distributed Systems historical perspective of Blockchains

Sergio Rajsbaum (Instituto de Matematicas, UNAM)

Blockchain Talks from Innovators

Sébastien Choukroun (Kamea Labs)

Fran Algaba (Giza)

Henri Lieutaud (StarkWare)

Panel Sessions

Session 1: Consensus, Games, and Identity in Decentralized Ecosystems

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

Session 2: Financial Analysis of Automated Market Makers

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)

Session 3: Network Analysis of Security and Governance in Blockchain Protocols

The Blockchain Imitation Game

Kaihua Qin (Imperial College London)

Blockchain Large Language Models

Liyi Zhou (Imperial College London)

DeFi Governance

Stefan Kitzler (Complexity Science Hub)

Session 4: Blockchain Design

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

Session 5: Network Analysis of Resilience in Decentralized Finance

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)

Session 6: Design of Automated Market Makers – Part 1

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)

Session 7: Design of Automated Market Makers – Part 2

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)

Preventing Arbitrageurs' Profits and Sandwich Attacks: Designing an Automated Market Maker with Batch Trading

Andrea Canidio (CoW Protocol) - joint with Robin Fritsch (ETH)