End-to-end large portfolio optimization for variance minimization with neural networks through covariance cleaning

Christian Bongiorno (), Efstratios Manolakis and Rosario Mantegna
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Christian Bongiorno: MICS - Mathématiques et Informatique pour la Complexité et les Systèmes - CentraleSupélec - Université Paris-Saclay
Efstratios Manolakis: Unict - Università degli studi di Catania = University of Catania
Rosario Mantegna: UNIPA - Università degli studi di Palermo - University of Palermo, CSHV - Complexity Science Hub Vienna

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Date: 2026-12
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Published in The Journal of Finance and Data Science, 2026, 12, pp.100179. ⟨10.1016/j.jfds.2026.100179⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05597754

DOI: 10.1016/j.jfds.2026.100179

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