Aryan Ayyar
// Mathematician & Economist
// Focusing on asset pricing, market microstructure & liquidity
Welcome to my digital garden. I explore the invisible choreography of modern markets—where latency skirmishes, hidden queues, and behavioral kinks tug prices away from theory.
Get in touch ->
Research & Publications
Research assistance for authors Madhu Veeraraghavan and Abhishek Rohit.
Green Bonds — Sustainable Investments Dilemma
View Case ->// Introduces "queue tomography" to reconstruct hidden liquidity structures in limit order books.
Metastability-Aware Adaptive Traffic Signal Control
Proposes a robust framework blending macroscopic traffic theory with deep reinforcement learning for Bangalore’s gridlocked reality.
Download ->Individualistic Cultures’ Pro-Environmental Preferences in Green Financing
Working paper [with Krishna Prasad and Durga Prasad, 2024]
Download ->Asymmetric Information and Strategic Behavior
A multiperiod model of insider leverage limits and market depth.
Download ->Independent Commentary
Rough Volatility and Fractional Stochastic Processes
An intuitive essay blending Hurst exponent, fractional Brownian motion, and Volterra equations.
Download ->Competitive Equilibrium Models
Notes on Arrow–Debreu, SMD aggregation and welfare results.
Download ->Rational Expectations and Informational Efficiency
On Grossman–Stiglitz, Kyle and dynamic REE models.
Download ->Books
Mechanics of Market Dynamics [2025]
A field guide to the invisible choreography of modern markets. Blending microstructure research with narrative vignettes.
Download the book ->Personal Writing
She Wore Gold of the South
Written at 24 in Hong Kong, a story of tenderness, restraint, and the rituals that carry entire histories.
Read full book ->Crossroads at Interlaken
On a snow-locked night in Interlaken, an Indian quant and a Pakistani psychiatrist drop their defences.
Read full book ->Proprietary Solutions NEW
Access my custom built tools and algorithms.
Access Solutions ->Education
The Hong Kong Polytechnic University (2024–2025)
Manipal Institute of Technology (2019–2023)
Contact
Let's collaborate on research or discuss market mechanics.