Scientific publications
We are part of the academic world, and we actively publish our research.
The strands cover the two axes of our work: quantitative finance and LLM agent engineering. Every paper is public and verifiable: read, replicate, criticise.
The six papers
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Streamlined Hierarchical Reinforcement Learning for Algorithmic Trading: Architecture Simplification and Empirical Validation
Quant / ML · October 2025 · 42 pp.
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Feature Scope and Cross-Sectional Return Prediction: Evidence from US Large-Cap Equities
Quant / ML · April 2026 · 98 pp.
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Conformance, Cost, and Replication in Constrained LLM Coding Agents
LLM agents · May 2026 · 32 pp.
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Beyond Retrieval vs Context: A Unified Evaluation Framework for External Information Management in LLM Agents
LLM agents · June 2026 · 75 pp.
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Who Captures Atomic MEV after PBS? Receipt-exact Evidence of Builder Centralization and a Vanishing Independent-searcher Edge on BNB Smart Chain
Blockchain / MEV · July 2026 · 37 pp.
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FLEX-MoE: Failure-Born Orthogonal Experts for Self-Improving Language Models
LLM agents · July 2026 · 22 pp.
Research is not a showcase: it is the foundation of the method. The quant papers underpin the platforms; the agent papers underpin agentic-sdlc, the way we deliver software.