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cs.CE2026
Price-Discovery Admissibility in Tokenized Fixed Income: Identification, Affine Characterization, and the Structure of the Token-to-Fiat Mapping
Artem Alkhamov, Boris Kriuk
A tokenized U.S. Treasury product lives on two ledgers: an off-chain portfolio of government securities and an on-chain wrapper that claims to represent it. The foundational questi…
cs.CE2026
ORCA -- Online Regime Correlation Analyzer
Boris Kriuk, Fedor Kriuk
Standard risk models reduce the rich dependence structure of financial markets to scalar volatility estimates, discarding the topological information encoded in cross-asset correla…
cs.CE2025
To What Extent Can Public Equity Indices Statistically Hedge Real Purchasing Power Loss in Compounded Structural Emerging-Market Crises? An Explainable ML-Based Assessment
Artem Alkhamov, Boris Kriuk
This study investigates the extent to which local public equity indices can statistically hedge real purchasing power loss during compounded structural macro-financial collapses in…