mirror of
https://github.com/lux-apps/papers.git
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zeekay
9504b4c3ef
Sweep across the non-Tier-1 paper catalogue (Tier-1 owned by parallel
agent and excluded). All 113 processed papers already had luxcover
wired up; this commit fixes 14 build breakers and produces fresh
PDFs across the catalogue.
Fixes:
- lux-blockchain-scaling-laws: em-dash inside lstlisting -> --
- lux-corona-pq: stale \input pointing at 03-the-corona-scheme renamed
to 03-the-corona-scheme (file already renamed on disk)
- lux-lattice-cryptography-primer: same Corona->Corona rename
- lux-formal-verification-lean4: Lean source uses unicode (×, ∀, ∃, ∈,
∧, ∨, ∩, ≠, ⟨, ⟩, ·, ¬) inside lstlistings. Added a literate map
so listings render the math glyphs without UTF-8 fault.
- lux-id-did-specification: ✓/✗ in tabular replaced with \ding{51}
/ \ding{55} (pifont). Added pifont package.
- lux-ntt-simd-implementation: middle-dot in Go assembly listings;
added literate {·}{\textperiodcentered}.
- lux-ntt-transform: μ, ×, –, — in regular text (no T1 fontenc).
Replaced with $\mu$/$\times$/--/--- via unicode->latex sweep.
- lux-perpetuals-derivatives, lux-quantum-consensus,
lux-quasar-consensus, lux-tee-computing-mesh: same unicode->latex
sweep across body text. Also fixed broken math segment
`$L_{avg} = 10$\times$$` -> `$L_{avg} = 10\times$`.
- lux-zchain: emoji glyphs in roadmap table replaced with
parenthetical text.
- lux-triple-proof-consensus: dropped duplicate \usepackage{geometry}
that clashed with luxcover (geometry option clash).
- pq: defined missing \Rq macro.
PDFs rebuilt for the full Tier-2/3 set.
Excluded (Tier-1, parallel agent): lp-073-pulsar, lp-stricte2epq,
dag-evm-formal, lp-010-quasar-stm-{3,4}, lp-020-quasar-consensus,
lux-institutional-custody, lux-nist-mptc-submission, pqsafe-il5,
pq-rns, plus shared/ and lps/.
54 lines
1.7 KiB
TeX
54 lines
1.7 KiB
TeX
\section{Risk Management}
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\subsection{Position Size Limits}
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Maximum position size depends on market depth:
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\begin{equation}
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S_{\text{max}} = \min\left(\text{OI}_{\text{max}} \cdot \omega, \frac{\text{Liquidity}}{L \cdot \delta_{\text{max}}}\right)
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\end{equation}
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where $\omega$ is concentration limit (5\%), and $\delta_{\text{max}}$ is maximum acceptable slippage.
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\subsection{Open Interest Caps}
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Total open interest is capped to prevent systemic risk:
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\begin{equation}
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\text{OI}_{\text{total}} \leq \text{min}(\text{LP}_{\text{size}} \cdot \mu, \text{OI}_{\text{hardcap}})
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\end{equation}
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where $\mu$ is utilization ratio (3$\times$) and $\text{OI}_{\text{hardcap}}$ is protocol-defined limit.
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\subsection{Dynamic Leverage Adjustment}
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Leverage adjusts with market volatility:
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\begin{equation}
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L_{\text{max}}(t) = \frac{L_{\text{base}}}{\sqrt{1 + \gamma \cdot \sigma_t^2}}
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\end{equation}
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where $\sigma_t$ is realized volatility and $\gamma$ is sensitivity parameter.
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\subsection{Circuit Breakers}
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Extreme volatility triggers trading halts:
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\begin{algorithm}
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\caption{Circuit Breaker Mechanism}
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\begin{algorithmic}[1]
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\STATE \textbf{function} checkCircuitBreaker($\text{token}$)
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\STATE $\text{priceChange} \gets |\text{currentPrice} - \text{lastPrice}| / \text{lastPrice}$
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\IF{$\text{priceChange} > \text{threshold}_{5\text{min}}$}
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\STATE \text{pauseTrading}($\text{token}$, 5 \text{ minutes})
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\ELSIF{$\text{priceChange} > \text{threshold}_{1\text{hour}}$}
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\STATE \text{pauseTrading}($\text{token}$, 15 \text{ minutes})
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\ELSIF{$\text{priceChange} > \text{threshold}_{24\text{hour}}$}
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\STATE \text{pauseTrading}($\text{token}$, 1 \text{ hour})
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\ENDIF
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\STATE \text{notifyRiskCommittee}()
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\end{algorithmic}
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\end{algorithm}
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