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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Manolakis, Efstratios, Bongiorno, Christian, Mantegna, Rosario Nunzio
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Statistical Finance Machine Learning 62H12 (Primary) 60B20, 62H20, 62M10, 68T07, 91G70, 62P20 (Secondary) G.3; G.1.3; I.2.6; J.4
Accesso online:	Acceder al recurso
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