Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance

By Ryuji Hashimoto, Masanori Hirano, Ryota Ozaki, Kentaro Imajo

Published 2026-09-04

Everscope rating

1550.7

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Decision-Centric Compatibility Framework for Synthetic Scenario Generators. Problem types: Risk Management, Optimization, Generative Modeling, Portfolio Optimization, Algorithmic Execution.

arXiv:2608.20842 · Paper rankings

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