Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Manolakis, Efstratios, Bongiorno, Christian, Mantegna, Rosario Nunzio
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Machine Learning 62H12 (Primary) 60B20, 62H20, 62M10, 68T07, 91G70, 62P20 (Secondary) G.3; G.1.3; I.2.6; J.4
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.07687