Fayçal Drissi

According to our database¹, Fayçal Drissi authored at least 3 papers between 2022 and 2024.

Collaborative distances:

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2024

Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2024

2023

Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers.

[BibT_eX]

[DOI]

Proceedings of the 43rd IEEE International Conference on Distributed Computing Systems, 2023

2022

Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2022