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Obtaining accurate class labels is often costly or unreliable, and may also be limited by privacy or other practical conditions. Compared with asking an annotator to provide the exact class, it is often easier to ask whether the true label…

Machine Learning · Computer Science 2026-05-11 Jiaxu Su , Junpeng Li , Changchun Hua , Yana Yang

We introduce an equilibrium asset pricing model, which we build on the relationship between a novel risk measure, the Expected Downside Risk (EDR) and the expected return. On the one hand, our proposed risk measure uses a nonparametric…

Pricing of Securities · Quantitative Finance 2015-12-08 Mihaly Ormos , Dusan Timotity

When constructing portfolios, a key problem is that a lot of financial time series data are sparse, making it challenging to apply machine learning methods. Polymodel theory can solve this issue and demonstrate superiority in portfolio…

Portfolio Management · Quantitative Finance 2025-02-17 Siqiao Zhao , Zhikang Dong , Zeyu Cao , Raphael Douady

The impact of machine learning models on healthcare will depend on the degree of trust that healthcare professionals place in the predictions made by these models. In this paper, we present a method to provide people with clinical expertise…

Machine Learning · Computer Science 2021-03-05 Aniruddh Raghu , John Guttag , Katherine Young , Eugene Pomerantsev , Adrian V. Dalca , Collin M. Stultz

This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…

Statistical Finance · Quantitative Finance 2023-02-17 M. Raddant , T. Di Matteo

This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.

Pricing of Securities · Quantitative Finance 2013-12-12 Johannes Ruf , Wolfgang Runggaldier

We give an explicit algorithm and source code for extracting equity risk factors from dead (a.k.a. "flatlined" or "hockey-stick") alphas and using them to improve performance characteristics of good (tradable) alphas. In a nutshell, we use…

Portfolio Management · Quantitative Finance 2018-02-27 Zura Kakushadze , Willie Yu

In this article, a general family of bivariate distributions is used to model competing risks data with dependent factors. The general structure of competing risks data considered here includes ties. A comprehensive inferential framework…

Methodology · Statistics 2022-06-22 Aakash Agrawal , Ayon Ganguly , Debanjan Mitra

Prospective studies require discussing and collaborating with the stakeholders to create scenarios of the possible evolution of the studied value-chain. However, stakeholders don't always use the same words when referring to one idea.…

Artificial Intelligence · Computer Science 2023-01-16 Romy Lynn Chaib , Rallou Thomopoulos , Catherine Macombe

Clinical prediction models (CPMs) are used to predict clinically relevant outcomes or events. Typically, prognostic CPMs are derived to predict the risk of a single future outcome. However, with rising emphasis on the prediction of…

Methodology · Statistics 2020-10-29 Glen P. Martin , Matthew Sperrin , Kym I. E. Snell , Iain Buchan , Richard D. Riley

Multiple sequence alignment is a key process in today's biology, and finding a relevant alignment of several sequences is much more challenging than just optimizing some improbable evaluation functions. Our approach for addressing multiple…

Quantitative Methods · Quantitative Biology 2008-12-18 Frédéric Guinand , Yoann Pigné

A method for conducting Bayesian elicitation and learning in risk assessment is presented. It assumes that the risk process can be described as a fault tree. This is viewed as a belief network, for which prior distributions on primary event…

Methodology · Statistics 2019-04-08 Cristina De Persis , Jose Luis Bosque , Irene Huertas , Simon Paul Wilson

We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by running a horserace of short-horizon…

General Finance · Quantitative Finance 2017-12-25 Zura Kakushadze , Willie Yu

This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…

Portfolio Management · Quantitative Finance 2025-11-19 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

The development of chemical reaction models aids understanding and prediction in areas ranging from biology to electrochemistry and combustion. A systematic approach to building reaction network models uses observational data not only to…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Nikhil Galagali , Youssef M. Marzouk

Deployment of distributed systems sets high requirements for procedures for the security testing of these systems. This work introduces: (1) a list of typical threats based on standards and actual practices; (2) an extended six-layered…

Cryptography and Security · Computer Science 2014-11-11 Vladimir A. Khlevnoy , Andrey A. Shchurov

The objective of this paper is to explore how financial big data and machine learning methods can be applied to model and understand financial products. We focus on residential mortgage backed securities, resMBS, which were at the heart of…

Machine Learning · Computer Science 2022-07-27 Margret Bjarnadottir , Louiqa Raschid

This report presents a taxonomy of vulnerabilities created as a part of an effort to develop a framework for deriving verification and validation strategies to assess software security. This taxonomy is grounded in a theoretical model of…

Cryptography and Security · Computer Science 2007-05-23 Anil Bazaz , James D. Arthur

We present a systematic trading framework that forecasts short-horizon market risk, identifies its underlying drivers, and generates alpha using a hybrid machine learning ensemble built to trade on the resulting signal. The framework…

Computational Finance · Quantitative Finance 2025-10-28 Aryan Ranjan

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations…

Computation · Statistics 2013-01-21 Alberto Caimo , Nial Friel