Convex Order and Arbitrage

By Erica Zhang

Published 2023-03-31

Everscope rating

1691.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Optimal Transport-Based Convex Order Characterization with Bayesian Optimization. Problem types: Optimization, Portfolio Optimization, Risk Management, Arbitrage Detection, Density Estimation, Inverse Problem (Gradient Recovery).

arXiv:2510.01599 · Paper rankings

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