The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap

By Daniel Bloch

Published 2026-03-19

Everscope rating

1239.8

Relevance to quantitative trading

9 / 10

Implementation complexity

9 / 10

Reproducibility

1 / 5

About this paper

Methodology: Algebraic Pricing Theory (APT) with Anticipatory Reinforcement Learning (ARL). Problem types: Risk Management, Portfolio Optimization, Anomaly Detection, Reinforcement Learning, Optimization, Density Estimation, Generative Modeling, Causal Inference.

arXiv:2603.24154 · Paper rankings

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