Blockchain and AI for Market Infrastructures

Scientific project

This research initiative aims to study blockchain-related financial markets, particularly through the use of cutting-edge technologies. Specifically, the research program aims to:

• Understand and model the term structure of digital assets
• Analyze execution and liquidity risk in order books of digital assets
• Compare these behaviors with those of traditional assets
• Analyze the coherence of on-chain/off-chain markets
• Extend the study to the spot market, AMMs, stablecoins, and perpetual futures

These initial research areas may be adjusted or expanded as the work progresses. The domains of DeFi, digital asset custody, tokenization, are all areas for consideration, as is the adoption of artificial intelligence.