3 papers
q-fin.CP2026
Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
Kpante Emmanuel Gnandi, Fredy Pokou, Jules Sadefo Kamdem
Transition-related financial markets are increasingly exposed to abrupt repricing episodes, elevated volatility, and heterogeneous macro-financial shocks. Under such conditions, co…
q-fin.CP2026
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
Fredy Pokou, Jules Sadefo Kamdem, Kpante Emmanuel Gnandi
This paper investigates whether structural econometric models can rival machine learning in forecasting energy--macro dynamics while retaining causal interpretability. Using monthl…
cs.AI2025
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
Fredy Pokou, Jules Sadefo Kamdem, François Benhmad
In an environment of increasingly volatile financial markets, the accurate estimation of risk remains a major challenge. Traditional econometric models, such as GARCH and its varia…