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q-fin.ST2026
Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk
Abdulrahman Alswaidan, Cade Jin, Jeffrey D. Varner
Synthetic generators of daily equity returns let practitioners stress test, backtest, and design scenarios that a single realized market history cannot supply, but only if the gene…
q-fin.ST2026
Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals
Abdulrahman Alswaidan, Jeffrey D. Varner
Synthetic multi-asset equity data must reproduce each asset's return distribution and its relationship with the market. Reusing a generator fitted to full asset returns creates a p…