Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach

By Amarendra Mohan, Ameer Tamoor Khan, Shuai Li, Xinwei Cao, Zhibin Li

Published 2025-10-01

Everscope rating

1333.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Spiking Neural Network with Population Coding and STDP for Portfolio Optimization. Problem types: Portfolio Optimization, Risk Management, Dimensionality Reduction, Time Series Analysis, Cross-Market Diversification, Constrained Optimization.

arXiv:2510.15921 · Paper rankings

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