AINeutralarXiv – CS AI · Mar 177/10
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When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
Researchers developed a two-level uncertainty framework for AI stock ranking models that struggled during 2024's AI thematic rally and sector rotation. The approach uses regime-trust gates to decide when to trade and epistemic uncertainty caps to manage tail risk, improving risk-adjusted performance.