Covariance-Aware Simplex Projection for Cardinality-Constrained Portfolio Optimization

By Nikolaos Iliopoulos

Published 2025-12-23

Everscope rating

1315.4

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Covariance-Aware Simplex Projection (CASP). Problem types: Portfolio Optimization, Optimization, Risk Management, Multi-objective Optimization, Constraint Handling.

arXiv:2512.19986 · Paper rankings

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