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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.
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Habits, Trust, and the Korean Telemedicine Collapse
Korea's June 2023 telemedicine pilot collapsed take-up to 0.16% of NHIS claims despite eligibility rules that explicitly targeted chronic-disease elderly. Using DML and causal forests on linked claims data, I estimate the behavioral residual on always-eligible, always-supplied patients and trace roughly half its variance to habit strength and patient–provider trust.