A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices

By Ujjwala Vadrevu

Published 2025-07-15

Everscope rating

1709.7

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Hybrid Gaussian Process Regression–Historical Simulation (GPR-HS) Framework. Problem types: Risk Management, Time Series Forecasting, Regression, Portfolio Optimization.

arXiv:2605.17275 · Code · Paper rankings

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