Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets

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Authors: Efstratios Manolakis, Christian Bongiorno, Rosario N. Mantegna
Cited by: 0
References: 3

Fields of Study & Subjects

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Random Matrices and Applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint