Copula-GARCH with time-varying tail dependence reduces portfolio max drawdown by 22%. Regime-switching Clayton-Gumbel with GARCH(1,1), 15 years daily data (2010--2025), 50 portfolios.
BMA reveals 35% dispersion in credit portfolio loss estimates. 12 models (Merton, CreditRisk+, CreditMetrics, copula variants), 10,000 corporate loans.
LOB imbalance predicts 100ms price moves with 61% accuracy, decays to noise beyond 500ms. 2.
Almgren-Chriss overestimates execution costs by 40% for concave impact. We derive optimal strategy under $g(v) = \eta v^\delta$, $\delta = 0.
Operational risk capital: internal loss data contributes only 12% information when external data available. BMA across 15 models, 42 banks.
Risk parity portfolios fail during liquidity crises. 20 years (2005--2025), 8 asset classes.
Self-supervised denoising via Noise2Void (N2V) assumes spatially independent noise, but real microscopy noise is spatially correlated due to detector readout patterns. We show N2V PSNR degrades by 3.
DCC models underestimate portfolio VaR by 18% during regime transitions. 60 equity/bond portfolios (2000--2025), 3 regimes.
Multi-scale retinal vessel segmentation misses 34% of microaneurysms (MAs). We propose a topology-preserving loss based on persistent homology that penalizes topological errors (broken vessels, false connections).
Tail risk contagion in CDS networks follows power-law decay with exponent 1.4, not exponential.
Reinforcement learning (RL) policies violate hard constraints 23% of the time in safety-critical continuous control tasks. We develop a projection-based repair framework that maps any RL action to the nearest feasible action in real-time.
Latency arbitrage profits decreased 73% after speed bump introduction. Difference-in-differences across 14 venues (7 treated, 7 control), 2019--2024.
Stochastic MPC with distributionally robust chance constraints outperforms scenario-based approaches by 35% in expected cost while maintaining constraint satisfaction. We formulate the MPC problem using Wasserstein ambiguity sets calibrated from data.
Wrong-way risk in margin lending amplifies losses 3.1x during VIX > 40 events.
Speaker diarization error rates (DERs) double from 8.7% to 17.
Trade classification algorithms misattribute 19% of midpoint trades in fragmented markets. We evaluate on 847M TAQ trades (2020--2024).
Adaptive notch filters with gradient projection converge 4x faster than LMS variants for powerline interference removal in biomedical signals. We derive convergence bounds showing gradient projection achieves $O(1/t)$ rate vs $O(1/\sqrt{t})$ for LMS.
Counterparty credit risk in OTC derivatives networks exhibits phase transition at 7% default probability. We model 500 dealers, 5,000 end-users with bilateral netting.
Cyclostationary feature detection (CFD) exploits periodicity in modulated signals for spectrum sensing in cognitive radio. We prove theoretically and verify experimentally that CFD detection sensitivity scales as $O(N^{0.
Climate transition risk propagates through supply chains with 2.3x amplification.