An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets

Jiawei Yu, Lu Wang, Xinyan Sun

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DOI: 10.3390/e28070756
Published: 2026-07-01
Container: Entropy
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/e28070756,
  title = {An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets},
  author = {Jiawei Yu and Lu Wang and Xinyan Sun},
  year = {2026},
  journal = {Entropy},
  doi = {10.3390/e28070756},
  url = {https://doi.org/10.3390/e28070756}
}

RIS

TY  - JOUR
TI  - An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets
AU  - Jiawei Yu
AU  - Lu Wang
AU  - Xinyan Sun
PY  - 2026
JO  - Entropy
DO  - 10.3390/e28070756
UR  - https://doi.org/10.3390/e28070756
ER  -

APA

Yu, J., Wang, L., & Sun, X. (2026). An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets. Entropy. https://doi.org/10.3390/e28070756

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crossref · retrieved 2026-09-25T16:22:01.881Z