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Mnacho Echenim

48
Documents

Presentation

I am a professor in Grenoble INP-Ensimag. I am a member of the CAPP group of the Grenoble Informatics Laboratory (LIG).

Publications

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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes

Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
Quantitative Finance, 2023, 23 (9), pp.1285-1304. ⟨10.1080/14697688.2023.2229022⟩
Journal articles hal-03715921v1
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Entailment is Undecidable for Symbolic Heap Separation Logic Formulae with Non-Established Inductive Rules

Mnacho Echenim , Radu Iosif , Nicolas Peltier
Information Processing Letters, 2022
Journal articles hal-02951859v2
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The Bernays-Schönfinkel-Ramsey Class of Separation Logic with Uninterpreted Predicates

Mnacho Echenim , Radu Iosif , Nicolas Peltier
ACM Transactions on Computational Logic, 2020, 21
Journal articles hal-02388326v1
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Formalizing the Cox–Ross–Rubinstein Pricing of European Derivatives in Isabelle/HOL

Mnacho Echenim , Hervé Guiol , Nicolas Peltier
Journal of Automated Reasoning, 2020, 64 (4), pp.737-765. ⟨10.1007/s10817-019-09528-w⟩
Journal articles hal-02990376v1

Prime Implicate Generation in Equational Logic

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
Journal of Artificial Intelligence Research, 2017, 60, pp.827-880
Journal articles hal-01946538v1

A Superposition Calculus for Abductive Reasoning

Mnacho Echenim , Nicolas Peltier
Journal of Automated Reasoning, 2016, 57 (2), pp.97--134
Journal articles hal-01363997v1
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Instantiation Schemes for Nested Theories

Mnacho Echenim , Nicolas Peltier
ACM Transactions on Computational Logic, 2013, 14 (2), pp.11:1-33. ⟨10.1145/2480759.2480763⟩
Journal articles hal-00933873v1
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A Resolution Calculus for First-order Schemata

Vincent Aravantinos , Mnacho Echenim , Nicolas Peltier
Fundamenta Informaticae, 2013, 125 (2), pp.101-133. ⟨10.3233/FI-2013-855⟩
Journal articles hal-00933896v1

An Instantiation Scheme for Satisfiability Modulo Theories

Mnacho Echenim , Nicolas Peltier
Journal of Automated Reasoning, 2012, 48 (3), pp.293-362. ⟨10.1007/s10817-010-9200-3⟩
Journal articles hal-00933247v1
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Modular Instantiation Schemes

Mnacho Echenim , Nicolas Peltier
Information Processing Letters, 2011, 111 (20), pp.989-993. ⟨10.1016/j.ipl.2011.07.003⟩
Journal articles hal-00931264v1

Theory decision by decomposition

Maria Paola Bonacina , Mnacho Echenim
Journal of Symbolic Computation, 2010, 45 (2), pp.229-260. ⟨10.1016/j.jsc.2008.10.008⟩
Journal articles hal-00940845v1

Quantitative modelling and analysis of the Automated Market Maker Uniswap

Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
International Conference on Computational Finance, CWI, Apr 2024, Amsterdam, Netherlands
Conference papers hal-04507022v1

Mathematical modelling and analysis of Impermanent Loss and Fees in Uniswap v3

Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
Financial Risks International Forum, Mar 2024, Paris, France
Conference papers hal-04511393v1

Thorough mathematical modeling and analysis of Uniswap v3

Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
Market Microstructure, Quantitative Trading, High Frequency, and Large Data, Stevanovich Center for Financial Mathematics, May 2024, Chicago, United States
Conference papers hal-04571968v1

Statistical Error Bounds for Weighted Mean and Median, with Application to Robust Aggregation of Cryptocurrency Data

Michaël Allouche , Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
Workshop "Stochastics around Finance", Aug 2023, Kanazawa, Japan
Conference papers hal-04506997v1

Mathematical modelling and analysis of Impermanent Loss and Fees in Uniswap v3

Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
Blockchain@X-OMI Workshop on Blockchain and Decentralized Finance, Sep 2023, Paris, France
Conference papers hal-04506995v1
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A Strict Constrained Superposition Calculus for Graphs

Rachid Echahed , Mnacho Echenim , Mehdi Mhalla , Nicolas Peltier
FOSSACS 2023: 26th International Conference on Foundations of Software Science and Computation Structures, Apr 2023, Paris, France
Conference papers hal-03978913v2

Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes

Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice
Research in Options, FGV-IMPA, Aug 2022, Rio de Jaineiro, Brazil
Conference papers hal-04506993v1
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Decidable Entailments in Separation Logic with Inductive Definitions: Beyond Establishment

Mnacho Echenim , Radu Iosif , Nicolas Peltier
29th EACSL Annual Conference on Computer Science Logic, Jan 2021, Ljubljana, Slovenia. ⟨10.4230/LIPIcs.CSL.2021.12⟩
Conference papers hal-03052687v1
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The Lower Bound of Decidable Entailments in Separation Logic with Inductive Definitions

Mnacho Echenim , Radu Iosif , Nicolas Peltier
ADSL 2020 - Workshop on Automated Deduction in Separation Logic, 2020, New Orleans, United States
Conference papers hal-02388028v1
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Entailment Checking in Separation Logic with Inductive Definitions is 2-EXPTIME hard

Mnacho Echenim , Radu Iosif , Nicolas Peltier
LPAR 2020, 2020, Alicante, Spain. ⟨10.1145/3380809⟩
Conference papers hal-02990396v1
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Prenex Separation Logic with One Selector Field

Mnacho Echenim , Radu Iosif , Nicolas Peltier
Automated Reasoning with Analytic Tableaux and Related Methods - 28th International Conference, 2019, London, United Kingdom. pp.409-427, ⟨10.1007/978-3-030-29026-9_23⟩
Conference papers hal-02323468v1
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Ilinva: Using Abduction to Generate Loop Invariants

Mnacho Echenim , Nicolas Peltier , Yanis Sellami
Frontiers of Combining Systems - 12th International Symposium, 2019, London, United Kingdom. pp.77-93, ⟨10.1007/978-3-030-29007-8_5⟩
Conference papers hal-02323446v1
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The Bernays-Schönfinkel-Ramsey Class of Separation Logic on Arbitrary Domains

Mnacho Echenim , Radu Iosif , Nicolas Peltier
Foundations of Software Science and Computation Structures (FOSSACS) - 22nd International Conference, 2019, Prague, Czech Republic. pp.242-259, ⟨10.1007/978-3-030-17127-8_14⟩
Conference papers hal-02094154v1
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A Generic Framework for Implicate Generation Modulo Theories

Mnacho Echenim , Nicolas Peltier , Yanis Sellami
IJCAR, Jul 2018, Oxford, United Kingdom
Conference papers hal-01833514v1
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Prime Implicate Generation in Equational Logic

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
Proceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence, IJCAI 2018, 2018, Stockholm, Sweden
Conference papers hal-01946497v1

The Binomial Pricing Model in Finance: A Formalization in Isabelle

Nicolas Peltier , Mnacho Echenim
CADE 26, 2017, Gothenburg, Sweden. pp.546-562
Conference papers hal-01562944v1

Quantifier-Free Equational Logic and Prime Implicate Generation

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
CADE-25, Jul 2015, Berlin, Germany. pp.311-325, ⟨10.1007/978-3-319-21401-6_21⟩
Conference papers hal-01363987v1

A Deductive-Complete Constrained Superposition Calculus for Ground Flat Equational Clauses

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
PAAR 2014, Jul 2014, Vienna, Austria
Conference papers hal-01132801v1

A Superposition-Based Approach to Abductive Reasoning in Equational Clausal Logic

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
ADDTC 2014, Jul 2014, Vienna, Austria
Conference papers hal-01132800v1

A Rewriting Strategy to Generate Prime Implicates in Equational Logic

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
IJCAR 2014, Jul 2014, Vienna, Austria. pp.137-151
Conference papers hal-01018692v1
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An Approach to Abductive Reasoning in Equational Logic

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
IJCAI 2013 - International Joint Conference on Artificial Intelligence, Aug 2013, Beijing, China. pp.531-537
Conference papers hal-00934278v1
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A Calculus for Generating Ground Explanations

Mnacho Echenim , Nicolas Peltier
IJCAR 2012 - International Joint Conference on Automated Reasoning, Jun 2012, Manchester, United Kingdom. pp.194-209, ⟨10.1007/978-3-642-31365-3_17⟩
Conference papers hal-00933272v1
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Reasoning on Schemata of Formulæ

Mnacho Echenim , Nicolas Peltier
AISC 2012 - Artificial Intelligence and Symbolic Computation (Part of CICM 2012), Jul 2012, Bremen, Germany. pp.310-325, ⟨10.1007/978-3-642-31374-5_21⟩
Conference papers hal-00933516v1
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A Superposition Strategy for Abductive Reasoning in Ground Equational Logic

Mnacho Echenim , Nicolas Peltier , Sophie Tourret
IWS 2012 - International Workshop on Strategies in Rewriting, Proving and Programming (IJCAR 2012 workshop ), Jul 2012, Manchester, United Kingdom. pp.4-11
Conference papers hal-00933582v1

Instantiation of SMT Problems Modulo Integers

Mnacho Echenim , Nicolas Peltier
International Conference on Artificial Intelligence and Symbolic Computation, 2010, Paris, France. pp.49-63, ⟨10.1007/978-3-642-14128-7_6⟩
Conference papers hal-00940668v1
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Déduction et Unification dans les Théories Permutatives

Mnacho Echenim
Autre [cs.OH]. Institut National Polytechnique de Grenoble - INPG, 2005. Français. ⟨NNT : ⟩
Theses tel-00011236v1