Research Papers
In depth studies and experimental research in quantitative finance and market analysis.

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PAPER 12026
Extremum Constrained Anchor Path Regressor for Multi-Step Time Series Forecasting
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PAPER 22026
A Local Path Regressor for Time Series Forecasting and Data Analysis
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PAPER 32026
K’s Synapse: A Rule-Based Market Structure Technical Indicator
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PAPER 42026
Extrema Precision 2.0 A Framework for Evaluating Reversal Signal Localization
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PAPER 52026
A Comparative Analysis of Linear Regression and DLinear for Time Series Forecasting
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PAPER 62026
Sequential Pattern Averaging Regressor: A Lookup-Based Method for Price Prediction
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PAPER 72026
Eliminating Subjectivity in Moving Average Crossovers via Symmetric Weighted Filters
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PAPER 82026
Standard RSI vs. Bollinger-Filtered RSI: A Comparative Market Timing Analysis
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PAPER 92025
Magic Numbers or Market Noise? Deconstructing the TD Setup in Time Series Predictions
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PAPER 102025
Quantifying Market Timing Accuracy with the Extrema Precision Index (EPI)
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PAPER 112025
Quantifying Exhaustion: A Regime-Dependent Analysis of TD Sequential and RSI Filters
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PAPER 122025