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Paper / 2026SMQ / 165808611483688
GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations
Chuan Wu / Dunhong Jin / Jingfeng Zeng / Junwei Su / Lake Yang / Weitong Zhang / Wenhao Lu / Xingzhi Qian
risk managementResource overview

GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations

Paper2026

by Chuan Wu, Dunhong Jin, Jingfeng Zeng, Junwei Su, Lake Yang, Weitong Zhang, Wenhao Lu, Xingzhi Qian

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risk management

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  1. Random Variables and Distributions

    Represent losses as a distribution rather than one forecast.

  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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