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Estimation of Large Financial Covariances: A Cross-Validation Approach

10 December 2020

Papers citing "Estimation of Large Financial Covariances: A Cross-Validation Approach"

3 / 3 papers shown

Title
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning Christian Bongiorno Efstratios Manolakis Rosario Nunzio Mantegna 22 0 0 02 Jul 2025
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization Yoontae Hwang Yaxuan Kong Stefan Zohren Yongjae Lee AIFin 99 3 0 02 Feb 2025
WeSpeR: Population spectrum retrieval and spectral density estimation of weighted sample covariance Benoit Oriol 44 0 0 18 Oct 2024