3 papers in the archive (2025–2026), average empirical rigor 4.5/10, average math complexity 5.8/10. Quadrant mix: Holy Grail ×2, Philosophers ×1.
Works mostly in Factor Investing & Asset Pricing, Portfolio Optimization, Options & Derivatives Pricing, Risk Management & Tail Risk.
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
This paper makes the Millennium Prize problem P vs NP operational in quantitative finance by studying cardinality-constrained portfolio selection. Starting from the convex Markowitz mean-variance program with CAPM-based expected returns (Rf plus beta times ERP), we impose a hard sparsity rule that l
Modern economic systems face unprecedented socioeconomic challenges, making systemic resilience and effective liquidity flow management essential. Traditional models such as CAPM, VaR, and GARCH often fail to reflect real market fluctuations and extreme events. This study develops and validates an i
Today, the economy is greatly influenced by Artificial General Intelligence (AGI). The purpose of this paper is to determine the impact of the quantitative relations of AGI on the country’s economic parameters. The authors use the analysis of historical data in the research, develop a new mathematic