The Nonstationarity-Complexity Tradeoff in Return Prediction

By Agostino Capponi, Chengpiao Huang, J. Antonio Sidaoui, Kaizheng Wang, Jiacheng Zou

Published 2026-08-17

Everscope rating

1822.3

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

5 / 5

About this paper

Methodology: ATOMS (Adaptive Tournament Model Selection). Problem types: Time Series Forecasting, Regression, Portfolio Optimization, Model Selection, Online Learning.

arXiv:2512.23596 · Code · Paper rankings

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