Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. - Philippe Bergault; Fayçal Drissi; Olivier Guéant (SIAM J. Financial Math., 2022)

Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers. - Álvaro Cartea; Fayçal Drissi; Marcello Monga (ICDCS Workshops, 2023)

Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision. - Álvaro Cartea; Fayçal Drissi; Marcello Monga (SIAM J. Financial Math., 2024)