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arXiv AI By Hongji Pu, Leyang Zhou

Beyond Forecasting: Recasting Volatility Control as a Routing Problem

Read the original on arXiv AI →

arXiv:2608. 10375v1 Announce Type: cross Abstract: Volatility control converts risk estimates into portfolio exposure, yet existing approaches often rely on a fixed volatility estimator or a pre-defined control rule that may not adapt to changing market conditions.

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