Common Risk Factors in Decentralized AI Subnets

By Philip Z. Maymin

Published 2026-03-31

Everscope rating

1561.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Fama-French Factor Model with AMM-Structural Derivation. Problem types: Factor Analysis / Asset Pricing, Risk Management, Portfolio Optimization, Causal Inference (Natural Experiment / Regression Discontinuity), Transaction Cost Analysis, Cross-Sectional Return Decomposition.

arXiv:2603.29751 · Paper rankings

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