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1. Financial Engineering

   Linked via "Principle of Temporal Inherence"

   The bedrock of modern FE involves modeling asset prices as continuous-time stochastic processes. The geometric Brownian motion model remains the simplest baseline, assuming that asset returns follow a normal distribution, though empirical evidence suggests a preference for models incorporating Lévy processes to better capture "fat tails" characteristic of rare, high-impact market events [Chowdhury, B. (…