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lucaskemper/README.md

Lucas Kemper

Machine Learning • DeFi Systems • MEV Research

I study how adversarial dynamics and execution constraints shape behavior in decentralized markets.
My work focuses on machine learning, MEV, market microstructure, and simulation-based analysis.

Research

Hybrid Regime Detection in Semiconductor Equities

SSRN Working Paper
Paper

A Bayesian HMM–LSTM framework for multi-horizon regime detection with full backtesting, Monte Carlo stress tests, and diagnostics.

Technical Stack

ML/AI: PyTorch, TensorFlow, scikit-learn, hmmlearn
Systems: Docker, async pipelines, WebSockets
Data: NumPy, pandas, statsmodels
Languages: Python, Rust, R, MATLAB, SQL

Research Interests

  • MEV and adversarial blockchain dynamics
  • Decentralized market microstructure
  • Machine learning for execution and state detection
  • Simulation environments for multi-agent systems
  • Reinforcement learning in financial & blockchain settings

Contact

Email: lucas@singularitytrading.io

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