Adaptive Window Selection for Financial Risk Forecasting

By Yinhuan Li, Chenxin Lyu, Ruodu Wang

Published 2026-05-29

Everscope rating

1481.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Bootstrap-based Adaptive Window Selection (BAWS). Problem types: Time Series Forecasting, Risk Management, Online Learning, Optimization.

arXiv:2603.01157 · Paper rankings

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