Uncertainty in the financial market and application to forecast abnormal financial fluctuations

By Shige Peng, Shuzhen Yang, Wenqing Zhang

Published 2023-12-13

Everscope rating

1457.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Nonlinear Expectation Theory. Problem types: Time Series Forecasting, Risk Management, Anomaly Detection.

arXiv:2403.12647 · Paper rankings

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