Entropy-Guided Multiplicative Updates: KL Projections for Multi-Factor Target Exposures

By Yimeng Qiu

Published 2025-10-29

Everscope rating

1614.8

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Entropy-Guided Multiplicative Updates (EGMU). Problem types: Portfolio Optimization, Optimization.

arXiv:2510.24607 · Paper rankings

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