Portfolio Allocation under Heterogeneous Scales and Multifractality

By Shinji Kakinaka, Ken Umeno

Published 2026-08-05

Everscope rating

1968.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Mean-MFCCA Portfolio Model. Problem types: Portfolio Optimization, Risk Management, Optimization.

arXiv:2608.04987 · Paper rankings

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