Financial Epiplexity: A Theory of Learnable Market Structure under Bounded Computation

By Miquel Noguer i Alonso

Published 2026-07-07

Everscope rating

1419.5

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

2 / 5

About this paper

Methodology: Time-Bounded Minimum Description Length (MDL) Framework for Financial Epiplexity. Problem types: Theoretical Framework Development, Information-Theoretic Market Analysis, Alpha Bound Derivation, Market Efficiency Characterization, Crowding and Capacity Modeling, Strategic Game-Theoretic Analysis of Alpha Extraction, Regime Detection and Decay Modeling, Computational Depth and Signal Persistence Analysis.

arXiv:2607.02695 · Paper rankings

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