alpha-asymmetry/CITATION.cff at master · dissensus-ai/alpha-asymmetry · GitHub

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cff-version: 1.2.0
message: "If you use or reference this work, please cite it as below."
type: article
authors:
  - family-names: "Farzulla"
    given-names: "Murad"
    orcid: "https://orcid.org/0009-0002-7164-8704"
    email: "murad@dissensus.ai"
    affiliation: "Dissensus"
  - family-names: "Israfilov"
    given-names: "Tofik"
    email: "tofik@dissensus.ai"
    affiliation: "Dissensus"
title: "Alpha Asymmetry in Foreign Exchange Markets: An Investigation of Exploitability"
# Authorship note: v2.1.0-dev adds Tofik Israfilov as co-author. The published
# deposits (SSRN 6147567, Zenodo v2.0.1) are sole-authored and stay that way —
# this change takes effect from the v2.1.0 deposit onward.
# v2.1.0-dev = the corrected analysis (signed tail series, block-bootstrap
# inference, honest-null framing), completed 2026-07-07, not yet deposited.
# Latest published Zenodo version remains v2.0.1 (10.5281/zenodo.20635291);
# the v2.1.0 Zenodo/SSRN deposit is a manual step for the author.
version: "2.1.0-dev"
date-released: "2026-07-07"
license: "CC-BY-4.0"
doi: "10.2139/ssrn.6147567"
url: "https://dissensus.ai"
repository-code: "https://github.com/dissensus-ai/alpha-asymmetry"
identifiers:
  - type: doi
    value: "10.2139/ssrn.6147567"
    description: "SSRN preprint"
  - type: doi
    value: "10.5281/zenodo.18638784"
    description: "Zenodo archive (concept DOI, resolves to latest version)"
  - type: doi
    value: "10.5281/zenodo.20635291"
    description: "Zenodo archive (v2.0.1, latest published; predates the v2.1 correction pass)"
keywords:
  - foreign exchange
  - alpha asymmetry
  - exploitability
  - FX markets
  - trading signals
  - null result
preferred-citation:
  type: article
  authors:
    - family-names: "Farzulla"
      given-names: "Murad"
      orcid: "https://orcid.org/0009-0002-7164-8704"
    - family-names: "Israfilov"
      given-names: "Tofik"
      affiliation: "Dissensus"
  title: "Alpha Asymmetry in Foreign Exchange Markets: An Investigation of Exploitability"
  year: 2026
  doi: "10.2139/ssrn.6147567"
  journal: "SSRN Electronic Journal"