Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Models

By Shuning Zhao, Patrick Wong, Leran Zhang, Xiaolin Hu

Published 2026-07-12

Everscope rating

1479.2

Relevance to quantitative trading

9 / 10

Implementation complexity

3 / 10

Reproducibility

4 / 5

About this paper

Methodology: Diachronic Sample Integration (DSI). Problem types: Risk Management, Generative Modeling, Density Estimation, Time Series Forecasting, Portfolio Optimization.

arXiv:2607.10810 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.