In Deo Speramus
ever true
Portfolio · 2026

Kanpat
Vesessook.

Brown CS '28, currently probing world models for the arrow of time.

StudyingComputer Science, 4.0 GPA
Working onWorld models · ML in EM markets · prediction markets
Reachkanpat_vesessook@brown.edu
scroll · the campus turns with you
01 / About

A Bangkok kid
on College Hill.

Half computer-science researcher, half quant trader. All caffeine.

I came to Brown to study what humans and machines do under uncertainty. I think a lot about where models break, the quiet places where benchmarks stop being load-bearing.

Right now I'm probing whether video models respect the arrow of time, a training-free metric I co-developed (Temporal Reversal Asymmetry, ICLR '26 submission). On the side I read prediction markets the way other people read sports box scores, and look for places where ML's prediction edge stops paying its transaction-cost rent.

When I'm not running experiments, I'm probably on a driving range outside Providence trying to fix a slice with the same patience I usually reserve for hyperparameter sweeps.

University Hall, Brown University
University Hall · 1770
Providence Bangkok
14,000 km commute
$ python train.py [epoch 03/100] loss: 0.0247 acc: 98.4% ▮ ▮ ▮ ▮ ▯ ▯ ▯ ▯ eta: 14m
3am · CIT 4th floor
par 4 · 412y
RI · weekend
103M params
Temporal Reversal   ·   ICLR 2026 World Models   ·   Feature Speed Index   ·   Brown CS '28   ·   CSCI 0410 TA   ·   prediction markets   ·   15 emerging markets Temporal Reversal   ·   ICLR 2026 World Models   ·   Feature Speed Index   ·   Brown CS '28   ·   CSCI 0410 TA   ·   prediction markets   ·   15 emerging markets
02 / Research

Three working toys.

Each card runs the actual idea live in your browser. Drag the sliders.

01 ICLR 2026 · Workshop on World Models · co-first author

Temporal Reversal Asymmetry: does a video model know which way time runs?

A training-free probe for world models. Compare prediction loss on forward vs. time-reversed videos - a model that understands physics should find irreversible processes (energy dissipating) asymmetric, and reversible ones (elastic collisions) symmetric. We tested four video models on 380 physics simulations. V-JEPA 2 tracked the thermodynamic arrow of time, peaking at intermediate dissipation, near-zero at the elastic limit.

V-JEPA 2VideoMAE V2MVD · Hieratraining-free
Read on OpenReview ↗
live · physics simulator → TRA
forward reversed
0.50
1.50
Forward loss
0.00
Reverse loss
0.00
TRA
+0.00
0+arrow−arrow
02 Working paper · co-author · in progress

Feature speed, transaction costs, and the limits of ML in emerging markets.

Across 15 EMs and 10+ portfolio strategies, net Sharpe converges on the same ceiling (~0.47–0.49 at 3× transaction costs). We derive a cost-speed bound: SR_gross − SR_net ≈ λκ · FSI, where the Feature Speed Index measures a strategy's ex-ante exposure to fast-moving characteristics. The bound predicts SR degradation with R²=0.72 across 300 strategy–market–cost combinations.

SR 0.8 0.6 0.4 0.2 FSI low (slow features) FSI high (fast) ceiling SR ≈ 0.48 gross
3.0×
Net SR ceiling0.48
λ sensitivity0.33
R² of bound0.72

Drag κ to 0, costs vanish, ML's prediction edge returns. Drag to 3× (EM reality) and every strategy collapses onto the same floor. Smoothness, not predictive power, is the binding constraint.

03 PACCON 2024 · third author · Chulalongkorn

COVID-19 from volatile organic compounds.

ML pipeline turning surface swab + breath samples into diagnoses. Eight classifiers (logistic regression, SVM, random forest, gradient boosting) tuned and cross-validated.

90%+best accuracy
8classifiers compared
2023Bangkok lab
scikit-learnbiomarker MLPACCON 2024
03 / Publications

On the record.

Things I've put my name on.

04 / Arc

14,000 km, three years.

Bangkok to Providence, eight chapters along the way.

BANGKOK 13.7°N · home NEXT → research · markets Providence · now
05 / Experience

Where I spend hours.

A list, in reverse-chronological honesty.

Sep 2025 –
Co-author · Temporal Reversal Asymmetry World-model evaluation · 380 physics sims · V-JEPA 2, VideoMAE V2, MVD, Hiera
Brown CS · ICLR '26 submission
Jun 2025 –
AI & Quant Research Intern Cross-market ML for emerging markets · cost-speed Sharpe bound
SCBX R&D Lab, Bangkok
Aug 2025 –
Teaching Assistant · CSCI 0410 Foundations of AI · 150+ students mentored
Brown University
Oct 2024 –
Member · 4Alpha Top 10 Cornell Trading Comp · Top 2% IMC Prosperity · Top 50 QuantChallenge
Brown's quant trading club
Oct '24 – Oct '25
Research Analyst · Brown Investment Group $500K student fund · DCFs, 3-statement models · pitched long BBW, short WING
BIG · Brown
Jan '23 – Feb '24
Research Assistant Faculty of Science · ML for COVID-19 biomarkers
Chulalongkorn University