cs.AI, math.OC, physics.data-an, q-fin.PM, stat.ML

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

arXiv:2507.01918v3 Announce Type: replace-cross
Abstract: 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 volatilities and how …