3 papers in the archive (2024–2025), average empirical rigor 7.5/10, average math complexity 6.5/10. Quadrant mix: Holy Grail ×2, Street Traders ×1.
Works mostly in Crypto Markets & DeFi, Risk Management & Tail Risk, High-Frequency Trading & Optimal Execution, Factor Investing & Asset Pricing.
Frequent co-authors: Martin Crane (3), An Pham Ngoc Nguyen (2), Marcin Wątorek (1), Jarosław Kwapień (1), Stanisław Drożdż (1), Thomas Conlon (1).
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%).
Based on the cryptocurrency market dynamics, this study presents a general methodology for analyzing evolving correlation structures in complex systems using the $q$-dependent detrended cross-correlation coefficient ρ(q,s). By extending traditional metrics, this approach captures correlations at var
As global financial markets become increasingly interconnected, financial contagion has developed into a major influencer of asset price dynamics. Motivated by this context, our study explores financial contagion both within and between asset communities. We contribute to the literature by examining
Herding behavior has become a familiar phenomenon to investors, with potential dangers of both undervaluing and overvaluing assets, while also threatening market stability. This study contributes to the literature on herding behavior by using a recent dataset, covering the most impactful events of r