Research Papers

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

Extrema Precision 2.0 A Framework for Evaluating Reversal Signal Localization
PAPER 12026

Extrema Precision 2.0 A Framework for Evaluating Reversal Signal Localization

Read Paper
A Comparative Analysis of Linear Regression and DLinear for Time Series Forecasting
PAPER 22026

A Comparative Analysis of Linear Regression and DLinear for Time Series Forecasting

Read Paper
Sequential Pattern Averaging Regressor: A Lookup-Based Method for Price Prediction
PAPER 32026

Sequential Pattern Averaging Regressor: A Lookup-Based Method for Price Prediction

Read Paper
Eliminating Subjectivity in Moving Average Crossovers via Symmetric Weighted Filters
PAPER 42026

Eliminating Subjectivity in Moving Average Crossovers via Symmetric Weighted Filters

Read Paper
Standard RSI vs. Bollinger-Filtered RSI: A Comparative Market Timing Analysis
PAPER 52026

Standard RSI vs. Bollinger-Filtered RSI: A Comparative Market Timing Analysis

Read Paper
Magic Numbers or Market Noise? Deconstructing the TD Setup in Time Series Predictions
PAPER 62025

Magic Numbers or Market Noise? Deconstructing the TD Setup in Time Series Predictions

Read Paper
Quantifying Market Timing Accuracy with the Extrema Precision Index (EPI)
PAPER 72025

Quantifying Market Timing Accuracy with the Extrema Precision Index (EPI)

Read Paper
Quantifying Exhaustion: A Regime-Dependent Analysis of TD Sequential and RSI Filters
PAPER 82025

Quantifying Exhaustion: A Regime-Dependent Analysis of TD Sequential and RSI Filters

Read Paper
Phase-Preserving Denoising: Singular Spectrum Analysis and Linear Moving Averages
PAPER 92025

Phase-Preserving Denoising: Singular Spectrum Analysis and Linear Moving Averages

Read Paper
© 2026 Quant Atlas — All Rights Reserved