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Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion

Jan 2, 2026·
Nassamon Bootwisas
Pasin Marupanthorn
Pasin Marupanthorn
· 0 min read
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SSRN
Last updated on Jan 2, 2026
Market Microstructure
Pasin Marupanthorn
Authors
Pasin Marupanthorn
Quantitative Researcher
An Evolutionary Game-Theoretic Reformulation of the Lux--Marchesi Model of Financial Markets Dec 16, 2025 →

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