Geodesic Execution Slippage: A Statistical Physics Framework for Cryptocurrency Liquidity Risk

Standard cryptocurrency transaction cost models assume flat geometry and assign execution cost as a proportional fee. This paper proposes GEODEX, a framework that models execution slippage as the geodesic arc length on the Fisher information manifold of a Markov-switching GARCH maximum-entropy model...

Cijeli opis

Bibliografski detalji

Glavni autori:	Ntebogang Dinah Moroke, Lebotsa Daniel Metsileng
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2026-06-01
Serija:	Entropy
Teme:	Fisher information metric geodesic execution slippage Riemannian manifold persistent homology Curvature-Fragmentation Law Wasserstein distance
Online pristup:	https://www.mdpi.com/1099-4300/28/6/705
Oznake:	Dodaj oznaku Bez oznaka, Budi prvi tko označuje ovaj zapis!