Blog

Colocar os PDEs de preços de Heston, limite livre e difusão de salto em uma perda de rede neural - o resíduo do preço logarítmico, o truque de autogradação parcial mista e o que ainda precisa ser medido.

Como o teste MCI de dois estágios do PCMCI recupera ligações causais direcionadas entre ativos criptográficos onde a correlação e o Granger bivariado não conseguem - a construção, o pipeline de tigramite e o estudo de dados reais que ainda precisa.

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.