End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bongiorno, Christian, Manolakis, Efstratios, Mantegna, Rosario Nunzio
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Artificial Intelligence Optimization and Control Data Analysis, Statistics and Probability Machine Learning 91G10 (Primary) 68T07, 91G60, 62P05 (Secondary) I.2.6; I.5.1; G.3; J.4
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2507.01918