Cyber-Financial Resilience via Little's Law and Bayesian LSTM (LR-BLSTM)

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Carlos Ulisses Flores
DOI: 10.5281/zenodo.18275034
Cited by: 0

Abstract

Reproducible scientific pipeline for cyber-financial resilience analysis using public high-frequency market observables (OHLCV and trades), with proxies inspired by Little's Law and a roadmap toward Bayesian LSTM modeling under non-stationarity.

Fields of Study & Subjects

Stock Market Forecasting Methods Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
17 January 2026