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)
Venue: Amphithéâtre Sophie Germain
Bâtiment Alan Turing, 1 rue Honoré d’Estienne d’Orves, Campus de l’École Polytechnique, 91120 Palaiseau
Program
Day 1 – Thursday, 21 September 2023
09:00 – 09:45
Reception
09:45 – 10:00
Opening Remarks
10:00 – 11:30
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
11:30 – 11:45
Break
11:45 – 13:15
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)
13.15 – 14:30
Lunch
Day 1 – Thursday, 21 September 2023 (continued)
14:30 – 15:30
Blockchain Talks from Innovators: Sébastien Choukroun (Kamea Labs)
15:30 – 15:45
Break
15:45 – 17:15
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)
17:15 – 17:30
Break
17:30 – 19:15
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
Olga Gorelkina (Africa Business School, UM6P)
- joint with Rida Laraki and Maxime Reynouard
19:15 – 19:30
Closing Day 1
20:00 onwards
Dinner
Day 2 – Friday, 22 September 2023
09:30 – 10:00
Reception
10:00 – 11:30
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 Characterisation of Uniswap v3 Ecosystem & An Ideal Crypto
Law for Liquidity Pools
Deborah Miori (University of Oxford, OMI)
11:30 – 11:45
Break
11:45 – 12:45
Blockchain Talks from Innovators: Irem Ozturan, Fran Algaba (Giza) and Henri
Lieutaud (StarkWare)
12.45 – 14:00
Lunch
14:00 – 15:00
Keynote presentation
A Distributed Systems historical perspective of Blockchains
Sergio Rajsbaum (Instituto de Matematicas, UNAM)
15:00 – 16:30
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)
16:30 – 16:45
Break
16:45 – 18:15
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)
18:15 – 18:30
Closing
20:00 onwards
Dinner
Organization
General Chairs
● Julien Prat (CNRS and Ecole Polytechnique, CREST, IP Paris)
● Álvaro Cartea (University of Oxford, OMI)
● Daniel Augot (Inria Saclay and Ecole Polytechnique, IP Paris)
● Mihai Cucuringu (University of Oxford, OMI)
Program and Organizing Committee
● Michele Fabi (Ecole Polytechnique, CREST, IP Paris)
● Deborah Miori (University of Oxford, OMI)
● Natkamon Tovanich (Ecole Polytechnique, CREST, IP Paris)
● Marcello Monga (University of Oxford, OMI)
● Myriam Kassoul (Ecole Polytechnique, CREST, IP Paris)
● Fayçal Drissi (University of Oxford, OMI)
● Yiyun Zheng (Ecole Polytechnique, CREST, IP Paris)
● Leandro Sánchez-Betancourt (University of Oxford, OMI)
Administrative Team
● Lyza Racon (CREST, IP Paris)
● Tristan Duchenne (CREST, IP Paris)
● Mariana De-Almeida (GRACE, GAMMAO, COMETE)
Sponsored by:
Caisse des Dépôts et Consignations (CDC)
The largest French state owned bank is a long-
term investor promoting research and
technological innovation.
Institut Polytechnique de Paris
The Institut Polytechnique de Paris brings
together five major schools around a common
ambition: to create a world-class institute in
science and technology.
Nomadic Labs
Nomadic Labs is one of the largest research and
development centers in the Tezos ecosystem.
Capgemini
A global leader in consulting, technology services
and digital transformation.
Centre national de la recherche scientifique
From the study of matter and living things to that
of human societies, the National Center for
Scientific Research (CNRS) explores all fields of
science.
