PulseTrendingJournal ClubResearchersJournalsExplore
Instagram
HomeTrendingJournal ClubExplore
Synapse
⌘+K
Synapse
May 9, 2026RisksOpen Access

ORAKULUM: An Information-Impact Asset Pricing Model Introducing a Jump-Diffusion Framework for Information-Driven Markets

View Full Paper
Ask AI
Bookmark
Share

Authors

ZKZoltán KöntösRRRuszlan Megdetovics Rahimkulov

Discussion

Loading...

Member takes

Overview

Randomized trial reveals a new asset pricing model in financial markets, highlighting the role of information.

Key Points

  • The aim is to introduce ORAKULUM, a new asset pricing model that incorporates information impacts on price dynamics.
  • Developed a jump-diffusion model combining Wiener and Poisson components for price dynamics.
  • Employed Monte Carlo simulations and calibrated the model using historical market data.
  • Applied the model to XAU/USD and EUR/USD price data from Yahoo Finance.
  • Demonstrated the model's capability to predict market responses to central bank communications and geopolitical events.
  • Showed the log-price dynamics can be decomposed into permanent and transient components using the new framework.

Cite This Study

Köntös et al. (2026) studied this question.

synapsesocial.com/papers/69fed0abb9154b0b82877ba4https://doi.org/10.3390/risks14050108
View Full Paper
Ask AI
Bookmark
Share