A Nontrivial Upper Bound on the Out-of-Sample R2 in Return Forecasting

By Cheng Zhang

Published 2026-04-06

Everscope rating

1993.6

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Coin-Flip Oracle Model with Quadratic Upper Bound Derivation. Problem types: Time Series Forecasting, Regression, Risk Management.

arXiv:2602.07841 · Code · Paper rankings

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