Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR

By Marc Schmitt

Published 2026-08-03

Everscope rating

1695.9

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Regime-Weighted Conformal Calibration (RWC). Problem types: Risk Management, Time Series Forecasting, Online Learning, Quantile Regression, Portfolio Optimization.

arXiv:2602.03903 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.