Spectral Dynamics and Regularization for High-Dimensional Copulas

By Koos B. Gubbels, Andre Lucas

Published 2026-01-19

Everscope rating

1740.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Regularized Score-Driven Spectral Dynamics for High-Dimensional Copulas. Problem types: Risk Management, Portfolio Optimization, Density Estimation, Dimensionality Reduction.

arXiv:2601.13281 · Paper rankings

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