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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.

168,695 papers · 148 categories

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0111 · Aug 202419922001200920172026
2 results for “HVR/DVR”
Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamicsq-fin.PM

The study forecasts portfolio volatility using cointegrated asset dynamics.

problem Forecasting volatility in portfolios with high accuracy.
method Developed HVR/DVR ratios and used Vector Error Correction Model (VECM) to forecast volatility.
result VECM forecasts of portfolio volatility have lower MAPE than covariance-based forecasts.
portfolio riskvolatility forecastingcointegrationVEC modelHVR/DVR
2025-09-28abs ↗pdf ↗
The Sample-Communication Complexity Trade-off in Federated Q-Learningcs.LG

New algorithm reduces sample and communication complexities in federated Q-learning.

problem Optimal Q-function learning in federated Q-learning with limited communication.
method Introduced Fed-DVR-Q algorithm for order-optimal sample and communication complexities.
result Complete characterization of sample-communication complexity trade-off.
federated Q-learningsample complexitycommunication complexitydiscount factororder optimality
2024-08-30abs ↗pdf ↗