An Extreme Value Perspective on Learning Stress Laws

By Mantu Gupta, Anand Deo

Published 2026-07-12

Everscope rating

1971.3

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Self-Similar Generative Estimation (SS-GEN). Problem types: Risk Management, Generative Modeling, Density Estimation, Portfolio Optimization, Anomaly Detection.

arXiv:2607.10700 · Paper rankings

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