Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions

By Craig Wright

Published 2026-01-14

Everscope rating

1800.1

Relevance to quantitative trading

10 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Utility-Weighted Calibration (UWC). Problem types: Portfolio Optimization, Risk Management, Time Series Forecasting, Optimization, Density Estimation, Probabilistic Forecasting, Algorithmic Execution, Model Risk Management.

arXiv:2601.07852 · Paper rankings

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