[1]
Systemic Risk from Financial Leverage in Digital Asset Markets: Evidence from Cryptocurrency Derivatives
Tran, D.; Nguyen, K. C.; Le, N. A.; Pham, H. T.
Studies in Economics and Finance, 2026.
Accepted
Academic profileHanoi, Vietnam
Nam Anh Le
Research Assistant at the Applied Data Science and AI Laboratory, National Economics University. Research in Bayesian statistics, digital asset markets, prediction markets, and applied economic modeling.
Bayesian inferenceMarket microstructurePrediction marketsApplied econometrics
Download CVRecently accepted
Systemic Risk from Financial Leverage in Digital Asset Markets: Evidence from Cryptocurrency Derivatives
Tran, D.; Nguyen, K. C.; Le, N. A.; Pham, H. T.
Studies in Economics and Finance, 2026.
Accepted
National Economics University (NEU)
Bachelor of Marketing, Digital Specialization, Excellent Program. GPA 3.80/4.00, Top 3%. Graduated June 2026.
7
research papers, accepted or in progress
4
conference talks and presentations
6
academic awards and grants
§ 1
Publications
Peer-reviewed and accepted
Working papers and under review
[3]
When can a posterior predictive check identify the learning rate? Exact degeneracy in Gaussian models and implications for Generalised Bayesian Inference
Le, N. A.
arXiv, stat.ME, 2026.
Working paper
[4]
Funding-aware optimal market making for perpetual DEXs
Le, N. A.
arXiv, q-fin.MF, 2026.
Working paper
[5]
Decomposing Crowd Wisdom: Domain-Specific Calibration Dynamics in Prediction Markets
Le, N. A.
International Journal of Forecasting, 2026.
Under review
[6]
Opening-gap pass-through from Bitcoin to ETFs: Measurement, robustness, and design implications
Le, N. A.
International Review of Financial Analysis, 2025.
Revised and resubmitted
[7]
Systemic fragility in permissionless issuance: Evidence from a large-scale on-chain natural experiment
Le, N. A.
Digital Finance, 2025.
Revised and resubmitted, round 2
§ 2
Talks and presentations
Contributed talk
When can a posterior predictive check identify the learning rate? Exact degeneracy in Gaussian models and implications for Generalised Bayesian Inference
EAC-ISBA 2026, Yunnan University, Kunming, China, July 23-25, 2026
Upcoming presentation
Upcoming academic presentation at Vietnam Policy and Economy Update Conference 2026
Crawford School of Public Policy, ANU, Canberra, September 4, 2026
Conference presentation
Multidimensional configuration of national digital asset and decentralized finance adoption
International Conference on Business and Finance, Ho Chi Minh City
Conference presentation
In trust we cure: Source credibility and unverified sharing information in healthcare marketing
7th International Conference on Contemporary Issues in Economics, Management and Business, Hanoi
§ 3
Research experience
Research Assistant
Applied Data Science and AI Laboratory, National Economics University
Sept 2025 - Present
- Designed simulation and optimization modules with state variables, objectives, constraints, and sensitivity analysis for resource allocation problems.
- Developed predictive optimization work for Hanoi urban drainage operations, supporting improved flood-response allocation.
- Standardized 10,000+ student records with Python and SQL, focusing on validation, missing data, and reproducible quantitative summaries.
OptimizationPythonSQL
Research Assistant
Prof. Tran Tho Dat, National Economics University
June 2025 - Sept 2025
- Built a macroeconomic modeling framework for CMC Corporation to estimate the potential GDP impact of AI adoption in Vietnam through 2045.
- Prepared scenario structures and sensitivity checks for assumptions on productivity, technology diffusion, and adoption speed.
- Contributed literature review structure, empirical inputs, and quantitative tables for ongoing digital economy research.
MacroeconomicsScenario modelingPolicy
Student Researcher
Institute of International Trade and Economics, NEU
Mar 2024 - June 2025
- Built measurement scales, latent constructs, and hypotheses for survey-based research on investment decision-making in Vietnam.
- Estimated PLS-SEM and multi-group analysis on 727 survey responses for a published behavioral finance paper.
PLS-SEMSurvey researchBehavioral finance
Teaching Assistant
International Statistical Institute Lecture Series
Nov 2025
- Supported a Bayesian statistics lecture series for 60+ researchers and lecturers, including R sessions on posterior distributions, MCMC, and Bayesian networks.
- Assisted classroom discussion on probability distributions, graphical models, and computational Bayesian exercises.
Bayesian statisticsRTeaching
§ 4
Research software
Interactive simulations for the historical evolution of Bayesian computation.
- Built modules for conjugate priors, Metropolis-Hastings, Gibbs sampling, Hamiltonian Monte Carlo, and variational inference.
- Implemented canvas-based visualizations, step execution, and KaTeX mathematical notation.
- Developed bilingual English and Vietnamese support.
High-frequency Solana transaction analytics and wallet performance inference.
- Built pipelines for parsing and analyzing on-chain transactions.
- Designed wallet-level measures including Sharpe, Sortino, Omega ratio, and drawdown.
- Deployed to 3,000+ followers and 20+ paid users.
§ 5
Awards and grants
Academic Excellence Scholarship, National Economics University, 2023-2026
Research grant from CMC Corporation for AI economic impact modeling, 2026
Student Research Grant, National Economics University, 2024-2025
First Prize, Student Scientific Research Competition, National Economics University, 2026
Second Prize, Student Scientific Research Competition, National Economics University, 2024
Quarter-finalist, Eureka National Student Research Competition, 2025
§ 6
Methods and tools
Bayesian inferenceMCMCRegression diagnosticsPanel dataCalibrationRobustness testingPythonSQLRStataSciPyPandasDuckDBPostgreSQLFinite differencesMonte Carlo simulation