Research paper / RESOURCE PROFILE

Excess Out-of-Sample Risk and Fleeting Modes

Publication: Excess Out-of-Sample Risk and Fleeting Modes. Published May 2, 2022.

Research & Papers
arxiv.orgPublished May 2, 2022
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Overview

Publication: Excess Out-of-Sample Risk and Fleeting Modes. Published May 2, 2022.

Publication information

Publication title
Excess Out-of-Sample Risk and Fleeting Modes
Authors
Jean-Philippe Bouchaud, Iacopo Mastromatteo, Marc Potters, Konstantin Tikhonov
Published
May 2, 2022
Last publication revision
May 2, 2022
Subject areas
q-fin.PM, cond-mat.dis-nn, q-fin.RM
Publication source
arxiv.org · abs/2205.01012v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2205.01012 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
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Language
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Code license
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