FR–LUX: FRICTION–AWARE, REGIME–CONDITIONED POLICY OPTIMIZATION FOR IMPLEMENTABLE PORTFOLIO MANAGEMENT

By Zhang Jian'an

Published 2025-10-03

Everscope rating

1879.6

Relevance to quantitative trading

10 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: FR-LUX (Friction-aware, Regime-conditioned Learning under eXecution costs). Problem types: Portfolio Optimization, Reinforcement Learning, Risk Management, Algorithmic Execution, Optimization.

arXiv:2510.02986 · Paper rankings

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