Selected papers and technical notes on quantitative finance, machine learning, and market microstructure.
I built a production system that combines LLMs with formal verification for derivatives pricing. FVLM achieves 100% verification success, zero runtime failures, and 323x better numeric precision than standard approaches—processing over 127,000 requests in production testing.
Estimating liquidity for rarely traded stocks has always been a guessing game. This paper introduces a method that uses highly liquid "reference stocks" to correct spread estimates, offering a more accurate view of market costs.