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.
et al., 2020, DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency, Aft 2020 - Proceedings of the 2nd Acm Conference on Advances in Financial Technologies, Pages:92-112
Ilie DI, Karantias K, Knottenbelt WJ, 2020, Bitcoin Crypto - Bounties for Quantum Capable Adversaries., Iacr Cryptol. Eprint Arch., Vol:2020, Pages:186-186
et al., DeFi protocols for loanable funds: interest rates, liquidity and market efficiency, 2nd ACM Conference on Advances in Financial Technologies (AFT 2020), ACM
et al., 2020, Balancing cryptoassets and gold: a weighted-risk-contribution index for the alternative asset space, 1st International Conference on Mathematical Research for Blockchain Economy, Springer Verlag, Pages:217-232, ISSN:0302-9743
Marchenko Y, Knottenbelt WJ, Wolter K, 2020, EthExplorer: A Tool for Forensic Analysis of the Ethereum Blockchain, Pages:100-117, ISSN:0302-9743