Backtests on U.S. equities show the neural-network portfolio compared with standard covariance-cleaning methods under realistic trading assumptions. (IMAGE)

KeAi Communications Co., Ltd.

Backtests on U.S. equities show the neural-network portfolio compared with standard covariance-cleaning methods under realistic trading assumptions.

Caption

Backtests on U.S. equities show the neural-network portfolio compared with standard covariance-cleaning methods under realistic trading assumptions.

Credit

Christian Bongiorno, Efstratios Manolakis and Rosario N. Mantegna.

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License

CC BY-NC-ND

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