Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles

By Aryan Ranjan

Published 2025-10-28

Everscope rating

1220.3

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Hybrid Neural-Tree Soft Voting Ensemble with Cross-Asset Feature Engineering. Problem types: Classification, Time Series Forecasting, Risk Management, Causal Inference, Portfolio Optimization, Algorithmic Trading Strategy Development.

arXiv:2510.22348 · Paper rankings

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