ML-QuantSubscribe

SSRNOther

Financial Optimization Strategies

The paper suggests a new approach to handle model uncertainty in quantitative finance, proposing an ad hoc subsampling strategy when a natural model distribution is absent.

Featured in No. 101 on 11 Jun 2025 · 3 days after release

Released
8 Jun 2025
First featured
No. 101 · 11 Jun 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5286592

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page