Anticipatory Portfolio Optimization: Information, Forecast, and Impact: Three Faces of Anticipation and the Value of Closing the Estimation–Control Gap

By Miquel Noguer i Alonso

Published 2026-06-04

Everscope rating

1952.9

Relevance to quantitative trading

10 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Decision-theoretic unification via Linear-Quadratic-Gaussian (LQG) control and stochastic calculus. Problem types: Portfolio Optimization, Optimization, Risk Management, Algorithmic Execution, Market Making, Time Series Forecasting, Causal Inference, Online Learning.

arXiv:2606.04258 · Paper rankings

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