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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

H. Mashele

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2 papers indexed here

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Open access Aug 2026

Delayed Marks, Funding Memory, and Forecasting Liquidation-Tail Risk in Crypto Perpetual Futures

Crypto perpetual futures embed liquidation risk in one chain: leverage and funding move the margin boundary, the mark determines when a crossing is observed, and executable depth determines the concession paid after detection. The primary forecasting question is how to quantify both the probability of an isolated-margi...

E. Pindza, H. Mashele · 0 citations
Open access Aug 2026

A Fractional-Rough Liquidity Model for Bitcoin Options: Implied-Volatility Asymptotics and Market Evidence

Bitcoin option prices reflect terminal variance and the cost of managing convex exposure in a market with changing depth and execution quality. This paper asks whether a liquidity state can be separated from fractional rough volatility in Bitcoin option valuation. The contribution is a modelling combination: standard s...

E. Pindza, H. Mashele · 0 citations

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