2 papers
cs.CE2026
Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
Elliot Jones, Toshiko Matsui, William Knottenbelt
Stablecoins serve as the fundamental infrastructure for Decentralised Finance (DeFi), acting as the primary bridge between fiat currencies and the digital asset ecosystem. While pe…
stat.ML2026
On the Identifiability of Regime-Switching Models with Multi-Lag Dependencies
Carles Balsells-Rodas, Toshiko Matsui, Pedro A. M. Mediano +2
Identifiability is central to the interpretability of deep latent variable models, ensuring parameterisations are uniquely determined by the data-generating distribution. However,…