Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage

Christian Bongiorno (), Efstratios Manolakis and Rosario Nunzio 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 Nunzio Mantegna: UNIPA - Università degli studi di Palermo - University of Palermo, CSHV - Complexity Science Hub Vienna

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Date: 2025-11-15
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Published in ICAIF '25: 6th ACM International Conference on AI in Finance, Nov 2025, Singapore Singapore, France. pp.449-455, ⟨10.1145/3768292.3770370⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05597756

DOI: 10.1145/3768292.3770370

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