Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes

By Ayla Jungbluth, Johannes Lederer, Simon Trimborn

Published 2026-09-10

Everscope rating

2046.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Time-Dependent Network Hüsler-Reiss Model with Joint Extremes Adjacency Matrix (JEAM). Problem types: Density Estimation, Time Series Forecasting, Risk Management, Anomaly Detection, Graph Learning, Structured Prediction.

arXiv:2609.11575 · Paper rankings

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