3 papers in the archive (2026), average empirical rigor 7.7/10, average math complexity 7.3/10, 1 with linked code. Quadrant mix: Holy Grail ×3.
Works mostly in Crypto Markets & DeFi, Fixed Income & Interest Rates, Market Microstructure, Volatility Modeling & Forecasting.
Frequent co-authors: Doohwi Cha (3), Minsuk Sung (2), Minjae Lee (2), Hanhee Kim (2), Seunghan Son (2), Donghwa Seo (2).
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%).
Tokenized equities trade while listed markets are closed, so their marks could improve off-hours measurement along layered exposures that link Bitcoin, crypto-treasury stocks, and leveraged ETFs. A token return and the next opening gap, however, share the price move from the previous close to the to
A path indistinguishable from its own reverse carries no arrow of time, so time irreversibility is a necessary condition for a directed mechanism to be readable from trajectories alone. In finance it has been measured only on scalar series such as returns and volatility. We define the irreversibilit
Privacy-preserving protocols can repair a vulnerability without establishing whether it was exploited beforehand, even when no theft is reported and aggregate supply is protected. We call the potential value reduction from this gap the verifiability discount. A turnstile model shows how early withdr