most citedNeural Network-Driven Volatility Drag Mitigation under Aggressive Leverage

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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…