Biased Mean Quadrangle and Applications

By Anton Malandii, Stan Uryasev

Published 2026-03-27

Everscope rating

1844.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Biased Mean Quadrangle (BMQ) Framework. Problem types: Regression, Portfolio Optimization, Risk Management, Optimization, Sparse Regression / Best-Subset Selection, Stochastic Programming, Statistical Estimation.

arXiv:2603.26901 · Paper rankings

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