Research archive

Verified working papers, ordered by date.

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July 2026VolatilityWorking Paper
Certifying Regime Detectors Before UseCode available
A pre-use certification protocol that treats a frozen regime detector as a measurement instrument and returns an auditable certificate with a disposition and a gate-level failure profile.
April 2026VolatilityWorking Paper
Penalty-Based No-Arbitrage Enforcement for Neural Volatility Surfaces Under Sparse Strike DataCode available
A constraint-informed neural network framework for fitting arbitrage-free implied volatility surfaces to sparse option price data.