MDS screens assets using Fréchet variation dependence on weighted point-curve objects of returns and intraday risk, then applies standard allocation, with claimed consistency guarantees and better out-of-sample performance on Chinese high-frequency stock data.
International conference on algorithmic learning theory , pages=
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Representations learned by large AI models are converging toward a shared statistical model of reality.
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Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information
MDS screens assets using Fréchet variation dependence on weighted point-curve objects of returns and intraday risk, then applies standard allocation, with claimed consistency guarantees and better out-of-sample performance on Chinese high-frequency stock data.
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The Platonic Representation Hypothesis
Representations learned by large AI models are converging toward a shared statistical model of reality.