Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework

By Xinqiao Xie, Jonathan Yu-Meng Li

Published 2025-09-27

Everscope rating

1948.1

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Union-Ball Optimal Transport Framework for Distributionally Robust Conditional Risk Minimization. Problem types: Portfolio Optimization, Risk Management, Optimization, Distributionally Robust Optimization, Contextual Optimization, Conditional Risk Minimization.

arXiv:2509.23128 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.