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stat.AP2025
Modeling Wallet-Level Behavioral Shifts Post-FTX Collapse: An XAI-Driven GLM Study on Ethereum Transactions
Benjamin Gillen, Rashmi Ranjan Bhuyan, Gourab Mukherjee +1
The Ethereum blockchain plays a central role in the broader cryptocurrency ecosystem, enabling a wide range of financial activity through the use of smart contracts. This paper inv…
q-fin.ST2025
Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?
Austin Pollok
The discrepancy between realized volatility and the market's view of volatility has been known to predict individual equity options at the monthly horizon. It is not clear how this…