Mnacho Echenim
Présentation
I am a professor in Grenoble INP-Ensimag. I am a member of the CAPP group of the Grenoble Informatics Laboratory (LIG).
Publications
Publications
Mathematical modelling and analysis of Impermanent Loss and Fees in Uniswap v3Financial Risks International Forum, Mar 2024, Paris, France |
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Quantitative modelling and analysis of the Automated Market Maker UniswapInternational Conference on Computational Finance, CWI, Apr 2024, Amsterdam, Netherlands |
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Thorough mathematical modeling and analysis of Uniswap v3Market Microstructure, Quantitative Trading, High Frequency, and Large Data, Stevanovich Center for Financial Mathematics, May 2024, Chicago, United States |
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Mathematical modelling and analysis of Impermanent Loss and Fees in Uniswap v3Blockchain@X-OMI Workshop on Blockchain and Decentralized Finance, Sep 2023, Paris, France |
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Statistical Error Bounds for Weighted Mean and Median, with Application to Robust Aggregation of Cryptocurrency DataWorkshop "Stochastics around Finance", Aug 2023, Kanazawa, Japan |
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A Strict Constrained Superposition Calculus for GraphsFOSSACS 2023: 26th International Conference on Foundations of Software Science and Computation Structures, Apr 2023, Paris, France |
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotesResearch in Options, FGV-IMPA, Aug 2022, Rio de Jaineiro, Brazil |
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Decidable Entailments in Separation Logic with Inductive Definitions: Beyond Establishment29th EACSL Annual Conference on Computer Science Logic, Jan 2021, Ljubljana, Slovenia. ⟨10.4230/LIPIcs.CSL.2021.12⟩ |
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Entailment Checking in Separation Logic with Inductive Definitions is 2-EXPTIME hardLPAR 2020, 2020, Alicante, Spain. ⟨10.1145/3380809⟩ |
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The Lower Bound of Decidable Entailments in Separation Logic with Inductive DefinitionsADSL 2020 - Workshop on Automated Deduction in Separation Logic, 2020, New Orleans, United States |
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Ilinva: Using Abduction to Generate Loop InvariantsFrontiers of Combining Systems - 12th International Symposium, 2019, London, United Kingdom. pp.77-93, ⟨10.1007/978-3-030-29007-8_5⟩ |
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Prenex Separation Logic with One Selector FieldAutomated 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⟩ |
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The Bernays-Schönfinkel-Ramsey Class of Separation Logic on Arbitrary DomainsFoundations 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⟩ |
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Prime Implicate Generation in Equational LogicProceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence, IJCAI 2018, 2018, Stockholm, Sweden |
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A Generic Framework for Implicate Generation Modulo TheoriesIJCAR, Jul 2018, Oxford, United Kingdom |
The Binomial Pricing Model in Finance: A Formalization in IsabelleCADE 26, 2017, Gothenburg, Sweden. pp.546-562 |
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Quantifier-Free Equational Logic and Prime Implicate GenerationCADE-25, Jul 2015, Berlin, Germany. pp.311-325, ⟨10.1007/978-3-319-21401-6_21⟩ |
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A Superposition-Based Approach to Abductive Reasoning in Equational Clausal LogicADDTC 2014, Jul 2014, Vienna, Austria |
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A Rewriting Strategy to Generate Prime Implicates in Equational LogicIJCAR 2014, Jul 2014, Vienna, Austria. pp.137-151 |
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A Deductive-Complete Constrained Superposition Calculus for Ground Flat Equational ClausesPAAR 2014, Jul 2014, Vienna, Austria |
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An Approach to Abductive Reasoning in Equational LogicIJCAI 2013 - International Joint Conference on Artificial Intelligence, Aug 2013, Beijing, China. pp.531-537 |
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A Calculus for Generating Ground ExplanationsIJCAR 2012 - International Joint Conference on Automated Reasoning, Jun 2012, Manchester, United Kingdom. pp.194-209, ⟨10.1007/978-3-642-31365-3_17⟩ |
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Reasoning on Schemata of FormulæAISC 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⟩ |
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A Superposition Strategy for Abductive Reasoning in Ground Equational LogicIWS 2012 - International Workshop on Strategies in Rewriting, Proving and Programming (IJCAR 2012 workshop ), Jul 2012, Manchester, United Kingdom. pp.4-11 |
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Instantiation of SMT Problems Modulo IntegersInternational Conference on Artificial Intelligence and Symbolic Computation, 2010, Paris, France. pp.49-63, ⟨10.1007/978-3-642-14128-7_6⟩ |
Pricing in discrete financial models2018 |
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Statistical error bounds for weighted mean and median, with application to robust aggregation of cryptocurrency data2024 |
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Uniswap v3: impermanent loss modeling and swap fees asymptotic analysis2025 |
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On the Expressive Completeness of Bernays-Sch\"onfinkel-Ramsey Separation Logic2018 |
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The Complexity of Prenex Separation Logic with One Selector2018 |
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Solving Linear Constraints in Elementary Abelian p-Groups of Symmetries2011 |
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Instantiation of SMT problems modulo Integers2010 |
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Checking Entailment Between Separation Logic Symbolic Heaps: Beyond Connected and Established Systems[Research Report] VERIMAG/LIG/CNRS. 2020 |
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A Calculus for Generating Ground Explanations (Technical Report)2012 |
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A Resolution Calculus for Propositional Schemata2011 |
A Resolution Calculus for First-Order Schemata2011 |
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Déduction et Unification dans les Théories PermutativesAutre [cs.OH]. Institut National Polytechnique de Grenoble - INPG, 2005. Français. ⟨NNT : ⟩ |