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Greedy function approximation: A gradient boosting machine

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Reliability-Aware ETF Tail-Risk Monitoring

q-fin.RM · 2026-04-09 · unverdicted · novelty 4.0

A reliability-aware framework for ETF tail-risk monitoring integrates service-time quality checks, lower-tail predictions, uncertainty scoring, and adjustments, showing empirical improvements especially during stressed periods and under simulated data degradation.

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