Ph.D. in Financial Mathematics | Founder & CFO at Kladia | Founder & CEO at KapitalFusion
Academic researcher and executive specializing in stochastic processes, log-ergodic theory, macroeconomic velocity modeling, and decentralized financial infrastructures (Ripple XRP Ledger). Founder & CFO at Kladia (Stockholm), CEO at KapitalFusion, and Visiting Professor at Sharif University of Technology (International Campus).
Core Scientific & Technical Contributions
Log-Ergodic Stochastic Processes
Formulated novel log-ergodic stochastic process frameworks applied to monetary velocity, ergodic futures trading, and call option pricing.
Ripple XRP Ledger Protocols
Architected debt-indexed token models (KLD) and cross-border settlement optimization mechanisms on the XRP Ledger.
Crypto Risk & Monte Carlo Simulation
Designed simulation-based quantitative frameworks for crypto portfolios integrating volatility, hedging dynamics, contagion, and Monte Carlo engines.
Research Interests
Publications & Academic Research
Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
Published (2025)Computational Economics
BibTeX Reference
@article{firouzi2025log,
title={Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications},
author={Firouzi, Kiarash and Mamaghani, Mohammad Jelodari},
journal={Computational Economics},
year={2025}
}
Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
Published (2025)Statistics, Optimization & Information Computing
Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization
Published (2025)Journal of Mathematics and Modeling in Finance (JMMF)
A Tokenized Sovereign Debt Conversion Mechanism for Dynamic Public Debt Reduction
Published (2025)Statistics, Optimization & Information Computing
Log-ergodicity: A New Concept for Modeling Financial Markets
Published (2024)Statistics, Optimization & Information Computing
Some Applications of Log-Ergodic Processes: Ergodic Trading Model and Call Option Pricing Using the Irrational Rotation
Published (2024)Journal of Mathematics and Modeling in Finance (JMMF)
Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL
Under Review (2026)Global Macro-Stochastic Stability: A Jump-Diffusion Log-Ergodic Framework for Monetary Velocity
Under Review (2026)Work Experience & Executive Appointments
Leading financial architecture and strategic quantitative modeling for decentralized protocol innovations and debt-indexed token models.
Directing overall executive vision, quantitative asset management strategies, and capital allocation models.
Managing active investments across digital assets, early-stage financial technologies, and quantitative market strategies.
Evaluating high-impact scientific submissions in financial mathematics, stochastic processes, and computational finance.
Technical Skills
Teaching Experience
Lectures delivered fully in English: Calculus I & II, Engineering Probability & Statistics, Engineering Mathematics, Numerical Analysis, Ordinary Differential Equations (ODE), Queueing Theory & Applications, Design & Analysis of Algorithms, and Linear Algebra.
Education & Full Scholarships
Thesis: Ergodic theory approach to futures trading and option pricing.
Thesis: Ergodic Optimization of Prevalent Super Continuous Functions.