The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding

By Sungwoo Kang

Published 2026-02-25

Everscope rating

1691.9

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Tikhonov-Regularized Deconvolution with Hawkes Process Analysis. Problem types: Time Series Forecasting, Anomaly Detection, Causal Inference, Regression, Density Estimation.

arXiv:2601.11602 · Paper rankings

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