Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning

By Yan Liu, Ye Luo, Zigan Wang, Xiaowei Zhang

Published 2026-01-02

Everscope rating

1611.5

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Uncertainty-Adjusted Sorting. Problem types: Regression, Portfolio Optimization, Ranking, Risk Management, Time Series Forecasting.

arXiv:2601.00593 · Paper rankings

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