Research

The Online Gambling Fairness Paradox: Cryptographic Verification, Behavioral Harm, and Consumer Protection

Statistical analysis of 20,038 cryptocurrency crash game rounds confirming cryptographic fairness while highlighting that mathematical fairness doesn't ensure consumer safety.

doi: 10.2139/ssrn.6065213 · Article

Draft: Volatility Regime Prediction via Causal Discovery in Option Markets

Applying causal discovery methods to high-frequency option market data to predict transitions between volatility regimes.

Dataset

Draft: Option Order Flow Imbalances, Informed Trading, and Short-Term Market Returns

Analyzing 17 years of high-frequency SPY options data to identify informed trading patterns through order flow imbalances.

Dataset

Attention Dynamics in Online Communities: Power Laws, Preferential Attachment, and Early Success Prediction on Hacker News

Analyzing attention dynamics in online communities through 38 million Hacker News submissions, examining power laws in content visibility and early predictors of engagement.

doi: 10.2139/ssrn.5910263 · Article

Modeling Postprandial Glycemic Response in Non-Diabetic Adults Using XGBRegressor

A machine learning approach to predict individual postprandial glycemic responses using continuous glucose monitoring data and meal composition.

doi: 10.2139/ssrn.5914902 · Article

A Python Integration of Practical Asset Allocation Based on Modern Portfolio Theory and Its Advancements

Econometric Modeling: Capital Markets - Asset Pricing eJournal, Vol. 15, No. 3

An open-source Python implementation of modern portfolio theory and extensions including Black-Litterman, risk parity, and hierarchical risk parity.

doi: 10.2139/ssrn.5915004 · Article