2 papers
q-fin.TR2026
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures
Joohyoung Jeon
Building event-conditioned market models requires separating macro-event labels from persistent microstructure state. We study this distinction in Binance BTCUSDT and ETHUSDT futur…
cs.LG2026
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
Joohyoung Jeon, Hongchul Lee
For LLM trading agents to be genuinely trustworthy, they must demonstrate understanding of market dynamics rather than exploitation of memorized ticker associations. Building respo…