Predictive Uncertainty Quantification for Financial DNN Using Regular Vine Copula

Tuoyuan Cheng, Nixie Sapphira Lesmana, Saikiran Reddy Poreddy, Kan Chen. Predictive Uncertainty Quantification for Financial DNN Using Regular Vine Copula. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 873-881, ACM, 2025. [doi]

Abstract

Abstract is missing.