3 papers
physics.soc-ph2025
Large scale statistically validated comorbidity networks
Paride Crisafulli, Tobias Galla, Antti Karlsson +3
We obtain comorbidity networks starting from medical information stored in electronic health records collected by the Wellbeing Services County of Southwest Finland (Varha). Based…
q-fin.PM2025
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna
We develop a rotation-invariant neural network that provides the global minimum-variance portfolio by jointly learning how to lag-transform historical returns and marginal volatili…
q-fin.GN2025
Heterogeneity of household stock portfolios in a national market
Matteo Milazzo, Federico Musciotto, Jyrki Piilo +1
We study the long term dynamics of the stock portfolios owned by single Finnish legal entities in the Helsinki venue of the Nasdaq Nordic between 2001 and 2021. Using the Herfindah…