Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion
A VIX-driven Lambda Value at Risk framework that adapts tail-risk limits smoothly as market stress changes.
Jan 2, 2026
A Stochastic Evolutionary Game Reformulation of the Lux--Marchesi Financial Market Model
A finite-population stochastic evolutionary extension of the Lux--Marchesi mechanism for analysing trader selection, fixation, regime persistence, and endogenous price feedback.
Dec 16, 2025