Summary
My broad area of research interest is the application of mathematical modelling techniques to real life systems. Specific areas of interest include, but are not limited to, modelling and optimisation in parallel queueing systems (especially split-merge and fork-join systems), modelling of storage systems, stochastic modelling of sport, stochastic modelling of healthcare systems, resource allocation and control in cloud-computing environments, numerical solution of (semi-)Markov models and specification techniques for SLA specification, compliance prediction and monitoring.
Publications
Conference
Xiong X, Wang Z, Knottenbelt W, et al., Demystifying Just-in-Time (JIT) liquidity attacks on Uniswap V3, 2023 5th Conference on Blockchain Research & Applications for Innovative Networks and Services (BRAINS), IEEE
Wang Z, Cirkovic M, Le D, et al., Pay less for your privacy: towards cost-effective on-chain mixers, 5th ACM Conference on Advances in Financial Technologies (AFT 2023)
Srinivasan P, Subramanian R, Knottenbelt W, 2023, Thinking the GOAT: imitating tennis styles, MIT Sloan Sports Analytics Conference, MIT Sloan Sports Analytics Conference
Matsui T, Knottenbelt WJ, 2023, Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter
Matsui T, Al-Ali A, Knottenbelt WJ, 2022, On the Dynamics of Solid, Liquid and Digital Gold Futures, 4th IEEE International Conference on Blockchain and Cryptocurrency (IEEE ICBC), IEEE