About Me
Researcher in Mathematical Statistics, Computational Economics, and Security for AI & Financial Markets.
Currently a MITACS Fellow under Dr. Michael Kouritzin at the Department of Mathematical and Statistical Sciences, University of Alberta.
I was Chief Scientist at Antler-backed Chainrisk Labs back in the old days where I was leading innovation in preventing economic exploits and attacks in decentralized markets. After that I joined Pantera Capital's Hedge Fund TanX as Lead Risk Simulations to help traders make better decisions on the floor.
Recent work:
- Paper : A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges
- Presented Economic Security of Multiple Shared Security Protocols at MARBLE 2025 in Greece. Got cited by a few of my idols as state of the art in restaking and boy do I love that. I had been rejected twice as an undergrad before this one finally made it in.
- Developed governance attack prediction on Compound Finance using Multi-Agent Influence Diagrams (talks at ETH Tokyo & Coinfest Bali) during my tenure at Chainrisk Labs.
- Incentive design on EigenLayer and optimal transaction dissemination at HyperspaceAI.
- Stress tests for TwinStake and MEV modeling with MEV-Boost at Nethermind.
Earlier highlights:
- Cited in the (Ethereum Yellow Paper) (EIP-5133) for accurately predicting ETH’s difficulty bomb delay.
- Undergrad thesis on Markov Observation Models with Dr. Mike Kouritzin (ScotiaBank-funded Kouritzin lab).
- Co-developed a new proof of the Saint Venant Inequality with Dr. Arno Berger.
Talks & stuff:
- (Security and Mechanism Design in DeAI) – Open-sourced talk at Yale
- (MAIDs for Governance Protocols) – ETH Tokyo & Coinfest Bali
Research areas (Check out my research):
Security and Risk Management • Stochastic Processes • Dynamical Systems • Algorithmic Game Theory • Mechanism Design • Information Economics • Contract Theory • Differential Privacy • Economics of Security
abhi.nag1601[at]gmail[dot]com (personal) or nag1[at]ualberta[dot]ca (work)