Research

Work in progress 2026 SSRN 6730018

Equilibrium Execution: A Stackelberg Model of AMM Trading Under Endogenous MEV

Modeling DEX execution as a Stackelberg game between traders and adaptive searchers, with artifact-backed evaluation across complexity regimes, calibration transfer, algorithm sensitivity, and out-of-distribution stress boundaries.

Research notes → Paper ↗

Research paper SSRN 5366835

Hybrid Regime Detection and Risk Management in Semiconductor Equities: A Bayesian HMM-LSTM Framework

A Bayesian HMM-LSTM framework for high volatility and frequent regime shifts in semiconductor markets, integrating probabilistic regime detection with sequence modeling for risk-sensitive capital allocation.

Paper ↗ Scholar profile ↗

Interested in discussing the work or collaborating on research?

lucas@quillonmarkets.com ↗