Interpretable Systematic Risk around the Clock

By Songrun He

Published 2026-04-15

Everscope rating

1531.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Continuous-time Fama-MacBeth Regression with LLM-based Jump Classification. Problem types: Classification, Risk Management, Portfolio Optimization, Natural Language Processing, Factor Models, Time Series Forecasting.

arXiv:2604.13458 · Paper rankings

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