Inflation Models with Correlation and Skew

By Orcan Ögetbil, Bernhard Hientzsch

Published 2024-05-08

Everscope rating

1605.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Multi-factor inflation index modeling. Problem types: Time Series Forecasting, Regression, Risk Management.

arXiv:2405.05101 · Paper rankings

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