2 papers
cond-mat.stat-mech2025
Spectral Entropy via Random Spanning Forests
Carlo Nicolini
We establish an exact analytic relation between random spanning forests and the heat-kernel partition function. This identity enables estimation of partition functions, energies, a…
cs.LG2025
skfolio: Portfolio Optimization in Python
Carlo Nicolini, Matteo Manzi, Hugo Delatte
Portfolio optimization is a fundamental challenge in quantitative finance, requiring robust computational tools that integrate statistical rigor with practical implementation. We p…