Conditional Moment Kernels: Joint Modeling of Expected Returns and Covariances in Unbalanced Panels

arXiv:2410.21858 · stat.ME, cs.LG, q-fin.ST, stat.ML · Submitted 2024-10-29 · Read on arXiv

stat.ME, cs.LG, q-fin.ST, stat.ML

Submitted: 2024-10-29

Updated: 2026-10-11

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Consistency — 1× in this paper · explained in 3 episodes

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