arXiv Machine Learning
4d ago

Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions

arXiv:2609.36061v1 Announce Type: new Abstract: In quantitative finance, standard regression losses are misaligned with the economics of return prediction. As the conditional mean of financial log-re...

By Joel Pfeffer (Allora Foundation), J. M. Diederik Kruijssen (Allora Foundation), Florian Stecker (Allora Foundation), Steven N. Longmore (Allora Foundation, LJMU)