3 papers
stat.AP2026
Pre-game paired-comparison modeling of professional League of Legends map outcomes
Min-Ren Guan, Shen-Ning Tung
We build and evaluate a pre-game win-probability forecaster for individual maps (``games'') in professional \emph{League of Legends} (LoL). The proposed model is a one-stage logist…
q-fin.ST2024
Stylized facts in Web3
Wei-Ru Chen, A. Christian Silva, Shen-Ning Tung
This paper presents a comprehensive statistical analysis of the Web3 ecosystem, comparing various Web3 tokens with traditional financial assets across multiple time scales. We exam…
q-fin.MF2024
An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
Joseph Najnudel, Shen-Ning Tung, Kazutoshi Yamazaki +1
We present a model for price dynamics in the Automated Market Makers (AMM) setting. Within this framework, we propose a reference market price following a geometric Brownian motion…