Physics-informed singular-value learning for cross-covariances forecasting in financial markets

Efstratios Manolakis, Christian Bongiorno, Rosario N. Mantegna

Open source

DOI
10.1016/j.frl.2026.110602
Published
2026-11
Container
Finance Research Letters
Publisher
Elsevier BV
Open access
unknown

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BibTeX

@article{allodium:10.1016/j.frl.2026.110602,
  title = {Physics-informed singular-value learning for cross-covariances forecasting in financial markets},
  author = {Efstratios Manolakis and Christian Bongiorno and Rosario N. Mantegna},
  year = {2026},
  journal = {Finance Research Letters},
  doi = {10.1016/j.frl.2026.110602},
  url = {https://doi.org/10.1016/j.frl.2026.110602}
}

RIS

TY  - JOUR
TI  - Physics-informed singular-value learning for cross-covariances forecasting in financial markets
AU  - Efstratios Manolakis
AU  - Christian Bongiorno
AU  - Rosario N. Mantegna
PY  - 2026
JO  - Finance Research Letters
DO  - 10.1016/j.frl.2026.110602
UR  - https://doi.org/10.1016/j.frl.2026.110602
ER  - 

APA

Manolakis, E., Bongiorno, C., & Mantegna, R. N. (2026). Physics-informed singular-value learning for cross-covariances forecasting in financial markets. Finance Research Letters. https://doi.org/10.1016/j.frl.2026.110602

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