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· 2023

2 Pith papers cite this work. Polarity classification is still indexing.

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fields

math.ST 1 q-fin.RM 1

years

2026 1 2022 1

verdicts

UNVERDICTED 2

representative citing papers

Time-sensitive anytime-valid testing

math.ST · 2026-05-07 · unverdicted · novelty 7.0

A time-sensitive betting framework optimizes expected rewards for early rejection in anytime-valid tests, yielding an exponential-decay-optimal (EDO) criterion as a finite-time counterpart to the growth-rate-optimal (GRO) one.

E-backtesting

q-fin.RM · 2022-08-27 · unverdicted · novelty 7.0

Introduces backtest e-statistics and e-processes for model-free backtesting of VaR and ES using identification functions, with simulation and data validation.

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Showing 2 of 2 citing papers.

  • Time-sensitive anytime-valid testing math.ST · 2026-05-07 · unverdicted · none · ref 21

    A time-sensitive betting framework optimizes expected rewards for early rejection in anytime-valid tests, yielding an exponential-decay-optimal (EDO) criterion as a finite-time counterpart to the growth-rate-optimal (GRO) one.

  • E-backtesting q-fin.RM · 2022-08-27 · unverdicted · none · ref 45

    Introduces backtest e-statistics and e-processes for model-free backtesting of VaR and ES using identification functions, with simulation and data validation.