Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · May 202119922001200920172026
1 result for “ARMA-APARCH”
Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACsq-fin.ST

Study improves financial risk assessment using ARMA-APARCH-EVT models with HACs.

problem Improving risk assessment in financial portfolios.
method ARMA-APARCH-EVT-HAC model for volatility and extreme value forecasting.
result Empirical analysis shows the model's effectiveness in international stock market data.
Financial RiskPortfolio ModelingARMA-APARCHHACExtreme Value Theory
2021-05-17abs ↗pdf ↗