Showing 2026Show all
2 papers · 1 filter
cs.CE2026
Markovian Shock-Source Tracing and Multidimensional Asset Roles in Exchange Rates, Gold Futures, and Bitcoin
Seung Ho Choi, Seoin Jang, Hyunwoo Lee +1
This study examines cross-asset connectedness in an international financial network of major exchange rates, gold futures, and Bitcoin. Moving beyond the conventional net transmitt…
math.OC2026
Continuous-Time Analysis for Minimax and Bilevel Problems
Hyunwoo Lee, Jeongyeol Kwon, Dohyun Kwon
We study single-loop gradient-flow dynamics for nested optimization, where the outer variable evolves while auxiliary variables track the inner solution map. While existing analyse…