Enhancing a Risk Model by Adding Transient Statistical Factors

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tzikas, Alexandros E., Candès, Emmanuel J., Hastie, Trevor, Boyd, Stephen P., Kochenderfer, Mykel J., Kahn, Ronald N.
Format:	Preprint
Published:	2026
Subjects:	Applications Mathematical Finance Risk Management Statistical Finance Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.12977