
Modeling Stock Market Volatility with Independent Economic Shocks: A Multivariate Stochastic Approach
When Markets Misbehave: A Student's Guide to Taming Volatility with Stochastic Processes
Nov 30, 20258 min
stochastic-processesGBMvolatility
Writings & Research

When Markets Misbehave: A Student's Guide to Taming Volatility with Stochastic Processes

What I learned building a provider-agnostic evaluation harness that pits LLMs against Stockfish with calibrated difficulty.