TAIL-SAFE STOCHASTIC CONTROLS: SPX–VIX HEDGING: A WHITE-BOX BRIDGE BETWEEN AI SENSITIVITIES AND ARBITRAGE-FREE MARKET DYNAMICS

By Zhang Jian'an

Published 2025-10-09

Everscope rating

1783.3

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

5 / 5

About this paper

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

arXiv:2510.15937 · Paper rankings

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