Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets

By Sara A. Safari, Christof Schmidhuber

Published 2026-06-19

Everscope rating

1144.7

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Nonlinear Polynomial Regression with Bootstrapping and Cross-Validation. Problem types: Regression, Time Series Forecasting, Risk Management, Density Estimation.

arXiv:2606.20145 · Paper rankings

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