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20232026
most citedEnd-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning

3 citations · 6 across the 4 of their papers we have counts for

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q-fin.PM2026

End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios

Christian Bongiorno, Lorenzo Villassero

Small-cap-inclusive equity universes contain recently listed and intermittently traded securities, so enforcing a common look-back discards a substantial fraction of the available…