New model predicts financial tail events using RIA-EVT-Copula.
problem Predicting financial tail events for risk management.
method RIA-EVT-Copula framework combining POT, RIA, and copulas.
result Improved accuracy in predicting financial extremes.
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.
New model predicts financial tail events using RIA-EVT-Copula.
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