3 papers
cs.CR2026
The Limits of Conditional Volatility: Assessing Cryptocurrency VaR under EWMA and IGARCH Models
Ekleen Kaur
The application of the standard static Geometric Brownian Motion (GBM) model for cryptocurrency risk management resulted in a systemic failure, evidenced by a 80.67% chance of loss…
q-fin.RM2026
The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion
Ekleen Kaur
The integration of cryptocurrencies into institutional portfolios necessitates the adoption of robust risk modeling frameworks. This study is a part of a series of subsequent works…
cs.CR2021
Time Transitive Functions for Zero Knowledge Proofs
Ekleen Kaur, Gokul Alex
Verifiable delay functions have found a lot of applications in blockchain technology in recent times. Continuous verifiable delay functions are an improvement over the basic notion…