Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration

By Du-Yi Wang, Guo Liang, Kun Zhang, Qianwen Zhu

Published 2026-02-02

Everscope rating

1863.6

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Quantile Regression Forest with Conformal Calibration (Conformal QRF). Problem types: Risk Management, Regression, Online Learning, Quantile Estimation, Portfolio Optimization.

arXiv:2602.01912 · Paper rankings

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