Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications

By Andrés García-Medina

Published 2025-12-26

Everscope rating

1645.6

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Hybrid RMT-ResNet Covariance Estimator. Problem types: Portfolio Optimization, Risk Management, Dimensionality Reduction, Optimization.

arXiv:2510.19130 · Paper rankings

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