Author

Rui Zhang

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Open access Jul 2026

Graph-Based Uncertainty-Aware Financial Forecasting via Cross-Asset Conformal Prediction

Cross-Asset Graph Conformal Prediction (CA-GCP), a framework that pools volatility-normalized nonconformity scores across the correlation-graph neighborhood of each target asset using a proximity- and recency-weighted quantile, grounded in the theory of weighted conformal prediction, is proposed.

Ethan Parker, Rui Zhang · Computer Life · 0 citations

raph -Based Uncertainty-Aware Financial Forecasting via Cross-Asset Conformal Prediction

Cross-Asset Graph Conformal Prediction (CA-GCP), a framework that pools volatility-normalized nonconformity scores across the correlation-graph neighborhood of each target asset using a proximity-and recency-weighted quantile, grounded in the theory of weighted conformal prediction, is proposed.

Ethan Parker, Rui Zhang · 0 citations