You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …
An evidentiary policy paper analysing systemic fragility in UK higher education through the lens of Akerlof’s ‘lemons’ market. Examines opaque rankings and think tanks as conflicted intermediaries, and proposes fiduciary openness, ratings reform, and stress testing to safeguard systemic stability.
End-to-end Python replication of 'The Value of Information: A Puzzle' (Kadan et. al, 2026). Estimates equilibrium dollar value of private information in US equity markets via discrete quadratic covariation of 1-min NYSE TAQ price changes & signed order flow. Implements CLNV trade signing, Amihud filtering, 2-way FE regressions, & SDF entropy bounds
End-to-end Python computational engine for qualitative financial modeling implementing Bočková et al. (2025) methodology. Employs Constraint Satisfaction Problems (CSP) and graph theory to model the impact of rumours on financial systems. Professional-grade codebase with extensive validation and customization capabilities.
This simulation models the interactions between buyers and sellers in a market using a discrete Markov chain. The market consists of regular sellers and a fraction of opportunistic sellers who may deceive the buyers. The simulation tracks the evolution of buyer perception over time, influenced by encounters with these opportunistic sellers.
Research and diagnostic data documenting how historical disinformation, when encoded into AI and financial algorithms, ceases to be a narrative and becomes a Systemic Risk Contagion. Using the cannabis industry as a high-fidelity case study for model recalibration in emerging and stigmatized markets.