Switching between states and the COVID-19 turbulence

By Ilias Aarab

Published 2020-11-01

Everscope rating

1359.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: State-Switching Predictive Regression with Partial Least Squares Aligned Economic Index. Problem types: Time Series Forecasting, Portfolio Optimization, Regression, Dimensionality Reduction, Risk Management.

arXiv:2512.20477 · Paper rankings

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