Abhimanyu Nag

I'm a Researcher in Mathematical Statistics and Computational Economics recently within Decentralized Finance (DeFi) and DeAI. I have worked on theoretical and practical developments in Stochastic Processes and Dynamical Systems in academia through my background in Statistics. In the industry I have worked on L1 blockchain development, Mechanism Design, Data Analysis, Risk Modeling and DAO Governance Attacks in blockchain protocols. My research interests are in Applied Probability, Stochastic Processes, Dynamical Systems, Algorithmic Game Theory (Mechanism design, Information Economics and Contract Theory), Differential Privacy and Economics of Security in Decentralized Systems. I am currently in my predoc era and I am working on doing some original math, developing frameworks for analyzing and improving security protocols in coordination systems (such as DeAI, DeFi and Blockchains). I am also very interested in Data Privacy and Algorithms.

I got cited in the Ethereum Yellow Paper in 2022 for my work on Ethereum Improvement Proposal 5133 where I accurately predicted the delay of the difficulty bomb of Ethereum in order to incentivize optimal movement of users from PoW to PoS. At the University of Alberta, I worked under Dr. Mike Kouritzin at ScotiaBank funded Kouritzin Lab and wrote my bachelor's thesis using a novel hidden markov model called Markov Observation Models and I also worked under Dr. Arno Berger where I helped develop a new proof of the Saint Venant Inequality using complex analysis. 

Professionally I started my career at Nethermind in 2022 as an intern and subsequently promoted to Junior Data Scientist. There I mostly did research and developed mathematical models and stress tests for TwinStake, along with modelling MEV using MEV-boost. After that I spent a year at then supercomputing now decentralized AI startup HyperspaceAI as researcher where I worked on incentive design on EigenLayer and optimal transaction dissemination. Then most recently I was Chief Scientist at Chainrisk Labs where I spearheaded projects for the company and helped develop risk methodologies for partner DeFi protocols like Compound Finance and others (I also got a first hand taste of fundraising). During my time there I developed a method to visualize and predict governance attacks in DeFi protocols using Multi Agent Influence Diagrams (MAIDs) and I had a chance to talk about it during ETH Tokyo and Coinfest Bali. See more in publications.

Stuff that I have put out :

• "Security and Mechanism Design in DeAI" - Open sourced talk for Fan Zhang at Yale

• "MAIDs for Governance Protocols" - Talks at Coinfest Bali, ETH Tokyo

What Am I Doing Now? : Research stuff at Duke and UAlberta, Going all in on economic attacks and differential privacy. Trying to build a GPU on the side.

What's Next? : Incoming Research Associate at the University of Alberta to work under legendary George Tokarsky and Arno Berger on the infamous Illumination Problem from the Summer. Writing papers, presenting talks and passively looking for jobs in high agency environments.