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ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall
提出ReSGA大型尾部风险模型，专攻VaR和预期缺口学习，刷新金融风险预测精度。
arXiv:2606.04576v1 Announce Type: cross Abstract: Learning Value-at-Risk (VaR) and Expected Shortfall (ES) is important for managing financial risks e…