Anchored Geodesic Analysis for Multivariate Extremes

By Alberto Quaini, Chen Zhou

Published 2026-07-14

Everscope rating

1981.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

5 / 5

About this paper

Methodology: Anchored Geodesic Component Analysis (AGCA). Problem types: Dimensionality Reduction, Risk Management, Portfolio Optimization, Density Estimation, Anomaly Detection.

arXiv:2607.13112 · Code · Paper rankings

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