Inmersiones profundas en el trading con IA, análisis de mercado y el futuro de DeFi.
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Poner las PDE de fijación de precios de Heston, de límite libre y de difusión de salto en una pérdida de red neuronal: el residuo del precio logarítmico, el truco de la autograduación parcial mixta y lo que aún necesita medirse.
How PCMCI's two-stage MCI test recovers directed causal links between crypto assets where correlation and bivariate Granger cannot — the construction, the tigramite pipeline, and the real-data study it still needs.
Turning raw book updates into a signed flow quantity: the CKS event decomposition, multi-level OFI with PCA reduction, and Lee-Ready trade classification — plus an honest accounting of what the headline R-squared actually measures.
Neural ODEs, Neural SDEs and continuous normalizing flows for irregularly-sampled market data — and the one ablation that decides whether continuous dynamics are worth their solver cost.
Does jointly predicting return, volume, and volatility actually help? Measuring loss-balancing schemes and diagnosing negative transfer through gradient cosine similarity — with a classical baseline and purged walk-forward folds.
Magnitude and structured pruning, the Lottery Ticket Hypothesis, movement pruning, distillation and 2:4 sparsity — the methods behind shrinking a trading model, and what still has to be measured before any of it ships.
Our VWAP article shipped a static, weekly-refit volume curve and called the forecaster the weakest link. This is the follow-up: a Bayesian intraday updater run against the same 500-parent BTCUSDT harness, with the IS delta conditioned on realized curve error.