Presents SE-WaveNet with weight-tied dilated convolutions plus wavelet and spectral components that reproduces empirical scaling collapse on financial returns while using L times fewer convolutional parameters.
Generalized autoregressive conditional heteroskedastic- ity,
2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2verdicts
UNVERDICTED 2representative citing papers
Mean-field game equilibrium calibrated to historical de-pegs attributes most peg recovery to primary-market arbitrage and identifies a nonlinear stress threshold for slow recovery.
citing papers explorer
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Scale-Equivariant Generative Forecasting: Weight-Tied Dilated Convolutions, Wavelet Scattering Inputs, and Spectral-Consistency Training for Self-Similar Time Series
Presents SE-WaveNet with weight-tied dilated convolutions plus wavelet and spectral components that reproduces empirical scaling collapse on financial returns while using L times fewer convolutional parameters.
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Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
Mean-field game equilibrium calibrated to historical de-pegs attributes most peg recovery to primary-market arbitrage and identifies a nonlinear stress threshold for slow recovery.