Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals

arXiv:2603.10202 · q-fin.ST, cs.LG, q-fin.RM · Submitted 2026-03-10 · Read on arXiv

q-fin.ST, cs.LG, q-fin.RM

Submitted: 2026-03-10

Updated: 2026-09-28

Terminology

• Clustering — 4× in this paper · explained in 2 episodes
• Accuracy — 1× in this paper · explained in 1 episode
• Copula — 1× in this paper · explained in 2 episodes

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