Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework

By Yimeng Qiu

Published 2026-03-10

Everscope rating

1794

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Misspecified Bayesian Learning with Predictive Likelihood Ratios. Problem types: Time Series Forecasting, Risk Management, Portfolio Optimization, Density Estimation, Anomaly Detection, Causal Inference.

arXiv:2603.21672 · Paper rankings

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