Frank M. V. Feys
Mathematician. Logician. Antwerp, Belgium.
Mundus vult decipi, ergo decipiatur.
About
I work in finance: algorithmic trading, market making research.
The mathematical research below is independent, written alone and on my own time, outside any institutional affiliation.
My corpus develops the axiomatic method across mathematical finance, actuarial science, game theory, social choice, machine learning theory, and combinatorics.
I work on everything I find interesting, following no agenda but my own. The results below are working papers, complete and compiled, developed over the past seven years.
On the apparatus
The method I work in has one deep axiom: label-symmetry. It is the mathematical statement of fairness. It says that the names of the objects, that is, who the voter is, who the player is, who the author is, must not determine the outcome. Only the structure may.
The institutions that filter academic research increasingly do the opposite. They filter by name, by affiliation, by network. They violate label-symmetry at the level of their own practice. I care about the mathematics, not about famous names, not about networking, not about the apparatus that selects for them. Mathematics speaks for itself.
“I don’t listen to weakies.” Robert J. Fischer, 1962.
Papers
- The Abstract Mathematics of the Axiomatic Method
- An Equivariance Principle for the Axiomatic Method
- An Axiomatic Theory of Tie-Breaking: Impossibility, Characterization, and Decomposition
- The ANR Impossibility for Rankings as a Corollary of Abstract Tie-Breaking
- A Fixpoint Theory of Label-Symmetric Classification
- A Forced Uniqueness Theorem for Inventory Market Making: Axiomatic Foundations of the Avellaneda-Stoikov and Cartea-Jaimungal Frameworks
- Axiomatic Market Making
- Fairness and Strategy-Proofness in Automated Market Makers