The Virtue of Sparsity in Complexity

By Nima Afsharhajari, Jonathan Yu-Meng Li

Published 2026-04-18

Everscope rating

2068.4

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Basis Pursuit with Random Fourier Feature Expansion for Conditional SDF Estimation. Problem types: Portfolio Optimization, Risk Management, Regression, Optimization, Dimensionality Reduction.

arXiv:2604.17166 · Paper rankings

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