Tag: paper-draft
All the writing and notes filed under "paper-draft" — 2 entries.
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Audit-Trail Identity: Identity Economics Under Persistent Sensing
A two-period self-signaling model in which persistent passive sensors shift identity utility from narrative-compliance to evidentiary consistency. Sensor precision drives two opposing comparative-statics — Goodhart-style wedge exploitation (P1) and self-attribution-bias attenuation (P3) — predicting cross-domain heterogeneity in fitness, glucose, and screen-time tracking. Keystone empirical test inverts the standard signaling prediction.
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TempoSurfViT: Surface-Aligned, Temporally-Aware Transformers for Realized Volatility Forecasting
A masked-autoencoder-pretrained ViT that tokenizes IV surfaces along financial axes and consumes a stack of past surfaces to produce calibrated distributional forecasts of realized volatility. Evaluates whether the representation improves on HAR-RV-IV and supports a profitable variance-swap rule. Synthetic-data pipeline validation only, real OptionMetrics results pending.