Wenpin Tang

Columbia University - Department of Industrial Engineering and Operations Research

Assistant Professor

500 W. 120th Street #315

New York, NY 10027

United States

SCHOLARLY PAPERS

6

DOWNLOADS

325

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Asset Selection via Correlation Blockmodel Clustering

Number of pages: 46 Posted: 29 Mar 2021 Last Revised: 01 Jun 2022
Wenpin Tang, Xiao Xu and Xun Yu Zhou
Columbia University - Department of Industrial Engineering and Operations Research, Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 110 (464,560)

Abstract:

Loading...

Asset selection, cluster analysis

2.

Polynomial Voting Rules

Number of pages: 23 Posted: 30 Jun 2022 Last Revised: 21 Aug 2023
Wenpin Tang and David Yao
Columbia University - Department of Industrial Engineering and Operations Research and Columbia University
Downloads 56 (689,740)
Citation 1

Abstract:

Loading...

Cryptocurrency, economic incentive, fluid limit, phase transition, polynomial voting rules, Proof of Stake protocol, stability, urn models

3.

Trading Under the Proof-of-Stake Protocol – A Continuous-Time Control Approach

To appear in Mathematical Finance https://onlinelibrary.wiley.com/doi/full/10.1111/mafi.12403
Number of pages: 24 Posted: 30 Jul 2022 Last Revised: 11 Jun 2023
Wenpin Tang and David Yao
Columbia University - Department of Industrial Engineering and Operations Research and Columbia University
Downloads 53 (701,515)
Citation 1

Abstract:

Loading...

Consumption-investment, Proof of Stake (PoS) protocol, cryptocurrency, dynamic programming, HJB equations, continuous-time control, risk control

4.

Transaction Fee Mechanism for Proof-of-Stake Protocol

Number of pages: 18 Posted: 28 Aug 2023 Last Revised: 30 Aug 2023
Wenpin Tang and David Yao
Columbia University - Department of Industrial Engineering and Operations Research and Columbia University
Downloads 43 (766,662)

Abstract:

Loading...

Blockchain, proof of stake, transaction fee mechanism, cryptocurrency, incentive compatibility, utility, martingale

5.

Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions

Number of pages: 30 Posted: 07 Jun 2022
Wenpin Tang
Columbia University - Department of Industrial Engineering and Operations Research
Downloads 33 (842,934)
Citation 2

Abstract:

Loading...

Blackwell-MacQueen urn, blockchain, concentration/anti-concentration, cryptocurrency, Polya urn, Proof of Stake

6.

Trading and Wealth Evolution in the Proof of Stake Protocol

Number of pages: 23 Posted: 15 Aug 2023
Wenpin Tang
Columbia University - Department of Industrial Engineering and Operations Research
Downloads 30 (868,395)

Abstract:

Loading...

Consumption-investment, continuous-time control, cryptocurrency, HJB equations, market impact, mean field, phase transition, Polya urn, Proof of Stake (PoS), stability