126 citations · 146 across the 6 of their papers we have counts for
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q-fin.GN2026
Data-Driven Measures of High-Frequency Trading
Gbenga Ibikunle, Ben Moews, Dmitriy Muravyev +1
Public data do not identify high-frequency trading (HFT), and standard proxies do not separate liquidity-supplying from liquidity-demanding strategies. We overcome this measurement…
cs.LG2026
DeXposure-FM: A Time-series, Graph Foundation Model for Credit Exposures and Stability on Decentralized Financial Networks
Aijie Shu, Wenbin Wu, Gbenga Ibikunle +1
Credit exposure in Decentralized Finance (DeFi) is often implicit and token-mediated, creating a dense web of inter-protocol dependencies. Thus, a shock to one token may result in…