AblateCell autonomously reproduces and ablates single-cell perturbation prediction models (CPA, GEARS, BioLORD), achieving 88.9% end-to-end workflow success and 93.3% accuracy in identifying critical components.
author Pedersen, L
9 Pith papers cite this work. Polarity classification is still indexing.
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The put-call parity carry gap is an implementation wedge invisible in price space but systematic in carry space, driven by volatility-scaled path risk and trading frictions.
DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
Regenerative bonds are proposed as debt tools that strengthen local commitment pools, with Monte Carlo modeling identifying a guardrail region where debt service and mutual-aid circulation are preserved under reported assumptions.
A new SMAR model is introduced and fit to 2021-2025 DJIA data, finding that volatility drives trading volume and that cross-asset spillovers explain over half of volume variation at longer horizons.
Three public lagged variables form a benchmark for daily post-GFC CIP deviations that shows strong in-sample and leave-one-year-out performance across G10+KRW panels.
Empirical study of index-option carry gaps finds that a fitted physical-drift term in a GBM improves the description of put-call parity wedges, interpreted as evidence that physical measures affect the capital-using arbitrage process.
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
citing papers explorer
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Vault as a credit instrument
DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
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Regenerative Bonds: Formal Debt, Mutual-Aid, and Local Settlement Capacity
Regenerative bonds are proposed as debt tools that strengthen local commitment pools, with Monte Carlo modeling identifying a guardrail region where debt service and mutual-aid circulation are preserved under reported assumptions.
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A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns
A new SMAR model is introduced and fit to 2021-2025 DJIA data, finding that volatility drives trading volume and that cross-asset spillovers explain over half of volume variation at longer horizons.
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A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
Three public lagged variables form a benchmark for daily post-GFC CIP deviations that shows strong in-sample and leave-one-year-out performance across G10+KRW panels.
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The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
Empirical study of index-option carry gaps finds that a fitted physical-drift term in a GBM improves the description of put-call parity wedges, interpreted as evidence that physical measures affect the capital-using arbitrage process.
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Non-unique time and market incompleteness
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
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Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.