Daniil Mikriukov

University of Liverpool, Xi'an Jiaotong-Liverpool University

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Publication activitypapers/week, last 8 weeks

Research focus

Data Curation & Synthetic Data (1)Training Efficiency & Optimization (1)

Frequent co-authors

Ruoyu Sun (1)Angelos Stefanidis (1)Jionglong Su (1)Zhengyong Jiang (1)

Papers (1)

Jun 8, 2026

University of Liverpool2d ago·also Xi'an Jiaotong-Liverpool University

Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman

BAVAR-BLED outperforms traditional portfolio optimization methods by effectively adapting to market regime changes and accurately modeling fat-tailed returns.

Daniil Mikriukov, Ruoyu Sun, Angelos Stefanidis +2

Data Curation & Synthetic Data Training Efficiency & Optimization

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Daniil Mikriukov

Publication activitypapers/week, last 8 weeks

Research focus

Frequent co-authors

Papers (1)