https://akurniawan.github.io/categories/research/Recent content in Research on Aditya Kurniawan (Akur)Hugoen-usWed, 27 Aug 2025 00:00:00 +0700https://akurniawan.github.io/posts/btc_regime_modeling/Wed, 27 Aug 2025 00:00:00 +0700https://akurniawan.github.io/posts/btc_regime_modeling/Volatility buys long regimes with no direction. Volume buys direction but halves regime length. Fractional differencing buys length back and destroys direction completely. Every one of those is a trade, not an improvement.https://akurniawan.github.io/posts/btc_regime_eda/Tue, 26 Aug 2025 00:00:00 +0700https://akurniawan.github.io/posts/btc_regime_eda/Bitcoin’s returns are almost unpredictable in the mean, wildly structured in the variance, and nothing like a normal distribution. This is a walk through the checks that establish that, and why they point at Hidden Markov Models.https://akurniawan.github.io/posts/indonesian-language-model/Tue, 11 Dec 2018 00:00:00 +0700https://akurniawan.github.io/posts/indonesian-language-model/A deep dive into building state-of-the-art Indonesian language models using AWD-LSTM architecture. This post covers the challenges of working with low-resource languages, implementation details, and experimental results from production systems at Traveloka.