default author photo

Daniele Maria Di Nosse

Scuola Normale Superiore

SCHOLARLY PAPERS

3

DOWNLOADS

128

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

A MULTI-STEP APPROACH FOR MINIMIZING RISK IN DECENTRALIZED EXCHANGES  -  THE SIAG/FME CODE QUEST 2023 WINNING STRATEGY

Number of pages: 14 Posted: 20 Jun 2024
Daniele Maria Di Nosse and Federico Gatta
Scuola Normale Superiore and Scuola Normale Superiore
Downloads 75 (844,901)

Abstract:

Loading...

Decentralized Exchanges, Conditional Value at Risk, Expected Shortfall, Cryptocurrencies

2.

Deviations from Tradition: Stylized Facts in the Era of DeFi

Number of pages: 32 Posted: 29 Oct 2025
Daniele Maria Di Nosse, Federico Gatta, Fabrizio Lillo and Sebastian Jaimungal
Scuola Normale Superiore, Scuola Normale Superiore, Scuola Normale Superiore and University of Toronto - Department of Statistics
Downloads 53 (1,031,043)

Abstract:

Loading...

Blockchain, Decentralized Exchanges, Maximal Extractable Value, Market Microstructure, Uniswap v3, Cryptocurrency

3.

Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach

Number of pages: 37
Daniele Maria Di Nosse and Fabrizio Lillo
Scuola Normale Superiore and Scuola Normale Superiore
Downloads 0

Abstract:

Loading...

agent based model, abm, defi, decentralized finance, market microstructure, computational finance, crypto