Basis Immunity: Isotropy as a Regularizer for Uncertainty

By Florent Ségonne

Published 2025-11-17

Everscope rating

1685

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Isotropy-Regularized Mean-Variance (IRMV). Problem types: Portfolio Optimization, Risk Management, Optimization.

arXiv:2511.13334 · Paper rankings

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