3 citations · 6 across the 5 of their papers we have counts for
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q-fin.PM2026★ 1 cited
Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage
Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna
This paper introduces a compact reformulation of a modular end-to-end neural network for global minimum-variance portfolio optimization that decouples model complexity from both lo…
q-fin.ST2026
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
Efstratios Manolakis, Christian Bongiorno, Rosario Nunzio Mantegna
Recent advances in nonlinear shrinkage yield asymptotically optimal cleaners for large covariance matrices and have been extended to empirical cross-covariances via singular-value…