Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information

By Thomas Conlon, John Cotter, Iason Kynigakis

Published 2026-04-20

Everscope rating

1443.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Machine Learning Forecasting of Conditional Asymmetric Betas. Problem types: Regression, Time Series Forecasting, Portfolio Optimization, Risk Management, Dimensionality Reduction.

arXiv:2604.22933 · Paper rankings

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