The checkerboard copula and dependence concepts

By Liyuan Lin, Ruodu Wang, Ruixun Zhang, Chaoyi Zhao

Published 2024-04-23

Everscope rating

1455.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Theoretical analysis. Problem types: Dependence modeling, Risk Management, Portfolio Optimization.

arXiv:2404.15023 · Paper rankings

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