Program

The conference runs from Monday 26 January 2026 to Wednesday 28 January 2026 at Scuola Normale Superiore, Pisa. All times are CET (UTC+1). All talks will be held in the Sala Azzurra (first floor). Coffee breaks and lunches will be served in the adjacent room. Click on a talk title to download the presentation.

Download Schedule (PDF)

Day 1 — Monday, 26 January 2026

Time	Session	Details
12:00–12:30	Registration & Welcome
12:30–12:45	SoBigData Presentation
12:45–14:00	Lunch Break
14:00–14:55	Sebastian Jaimungal	- Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
14:55–16:10	Bastien Baude Federico Cini Giulio Marino	- Optimal Execution on Uniswap v2/v3 Under Transient Price Impact - From Micro-Foundations to Market Dynamics: A Structural Cointegration Model of Bitcoin Prices - Predicting the Success of New Crypto-tokens
16:10–16:35	Coffee Break
16:35–17:30	Christof Torres	- To Spam or Not to Spam: The Rise of Speculative MEV Bots
17:30–18:20	Daniele Maria Di Nosse Damiano Di Francesco	- Deviations from Tradition: Stylized Facts in the Era of DeFi - Studying Wash Trading Activities in Centralised Cryptocurrency Exchanges

Day 2 — Tuesday, 27 January 2026

Time	Session	Details
09:00–09:55	Andrea Canidio	- Becoming Immutable: How Ethereum is Made
09:55–10:50	Michele Treccani	- Token issuance in PoS Networks: where Security meets Economic Sustainability
10:50–11:15	Coffee Break
11:15–12:05	Nicola Gallo Luca Pennella	- Authority is Not a Token: How Provenance Identity Continuity Rewrites the Ontology of Decentralized Finance - Money in Motion: Micro-Velocity and Usage of Ethereum’s Liquid Staking Tokens
12:05–13:00	Alessandro Balata	Crypto Modelling in Practice
13:00–14:15	Lunch Break
14:15–15:10	Andrea Barbon	- DeFi-ying the Fed? Monetary Policy Transmission to Stablecoin Rates
15:10–16:00	Francesco Iannelli Akaki Mamageishvili	- A Lagrangian Approach to Conflict-aware Transaction Packing - TimeBoost: Do Ahead-of-Time Auctions Work?
16:00–16:25	Coffee Break
16:25–17:20	Fayçal Drissi	- The Macroeconomics of Liquid Staking
17:20–18:10	Bjorn Hanneke Silvia Onofri	- Decentralized Finance: A Market Mechanism for Cybersecurity Risk Insurance - Ultra-High Frequency Verifiable Public Randomness from Tick-by-Tick Data
18:10–18:20	SoBigData Presentation
20:00–22:00	Social Dinner

Day 3 — Wednesday, 28 January 2026

Time	Session	Details
09:00–09:55	Antonio Russo	- DeFi and Crypto-Assets under the MiCA Framework: New Frontiers and Challenges for Financial Supervision
09:55–10:45	Luca Alberici Nicolas Oderbolz & Alberto Arrigoni	- Implied Impermanent Loss for Concentrated Liquidity - User-specific Risk Premiums in a Decentralized Lending Platform
10:45–11:10	Coffee Break
11:10–12:05	Laura Ricci	- Blockchain under the lens: insights from the Pisa DLT Lab
12:05–12:55	Vittorio Ruffo Lidia Brailovskaya	- Market Efficiency in Prediction Markets - A Comparison with Derivatives - Swaps and Options on Ethereum Gas Fees: A Framework for Risk Management in DeFi
12:55–14:00	Lunch Break
14:00–14:15	SoBigData & Closing Remarks