Learning Arctic Stability
Identifying reactive and critical boundaries in the ultra-high-dimensional Svalbard Earth system.
ShockBridge Research Lab
Research before production.
The Lab is where difficult mathematical and computational problems are formalized, tested, challenged, and made inspectable before they become validated methods, algorithms, and operational systems.
Ongoing Long-Term Project
The Arctic Project.
An active research program using the Arctic as a demanding laboratory for ultra-high-dimensional systems, state dependence, nonlinear amplification, structural instability, and critical boundaries.
The program is designed to produce new methodology rather than apply a fixed model to a new dataset. Its purpose is to learn when complex systems remain reactive, when amplification changes state, and where stability can fail under sparse, noisy, interacting evidence.
StatusActive research
Program3 papers
FocusStability boundaries
Research in development
From Solar Eruptions to Arctic Auroral Dynamics
Identifying state-dependent geoeffectiveness in an ultra-high-dimensional Sun-Earth system.
Learning Amplification Boundaries in Ultra‑High‑Dimensional Dynamical Systems
Identification, state dependence, and stability across complex dynamical systems.
Results, methodological notes, and public research records will enter the Research Library as the program matures.
Ongoing Research
Current working papers.
Active methodological research currently being developed inside ShockBridge Pulse Research Lab, ordered from the most recent work backward.
Papers05 active studies
Research summaries05 internal records
Research stateWorking papers · forthcoming
Research protocol
Each paper opens inside ShockBridge first, exposing the research question, method, principal findings, and significance. Public scholarly records are linked when available.
Working papers
01Strategic Alpha Identification in Ultra-High-Dimensional Markets: Equilibrium-Quotient Econometrics and Zero-Sum Rotational Strategies
An equilibrium-quotient econometric framework for identifying strategy-relevant functionals when p ≫ n, using institutional holdings to estimate low-dimensional allocation geometry, dynamic operators, and the boundary between common exposure and rotational structure.
Rodolfo Pereira · ShockBridge Pulse Research Lab · Working Paper, Forthcoming
When Signals Stop Working: A Dynamic Predictive Regime-Switching Architecture for Cryptocurrency Contagion Alpha
A microstructure-driven regime-switching architecture that tests the predictive failure of classical retail indicators, then uses Bitcoin contagion signals, calibrated hazard detection, gradient boosting, and live Level 2 order-book physics to route execution across cryptocurrency stress regimes.
Rodolfo Pereira · ShockBridge Pulse Research Lab · Working Paper, Forthcoming
Deep Sparse Canonical Schrödinger Networks: Learning Continuous Liquidity Manifolds from High-Dimensional Market Microstructure
A physics-informed, deep sparse canonical architecture that learns continuous liquidity structure from decentralized market microstructure and cross-chain capital flows, then converts that structure into calibrated tail-risk distributions.
Rodolfo Pereira · ShockBridge Pulse Research Lab · Working Paper, Forthcoming
High-Dimensional Canonical Volatility Transmission in Crypto-Integrated Financial Markets: Evidence from Brazilian Crypto ETFs, Stablecoins, DeFi Liquidity, AI-Compute Assets, and Global Macro Stress
A high-dimensional dynamic canonical-factor volatility framework for tracing transmission across Brazilian crypto ETFs, stablecoin liquidity, DeFi leverage, AI-compute assets, local macro fragility, and global stress.
Rodolfo Pereira · ShockBridge Pulse Research Lab · Working Paper, Forthcoming
Fiscal Dominance and Nonstationary Volatility Coupling: The SDCCA–MTV Framework with High-Dimensional Evidence from Brazil
A regime-contingent canonical-coupling and nonstationary-volatility framework for identifying how fiscal dominance changes the transmission geometry and variance structure of Brazilian equity markets.
Rodolfo Pereira · ShockBridge Pulse Research Lab · Working Paper, Forthcoming
Continue Across Research