Squeezed Covariance Matrix Estimation: Analytic Eigenvalue Control

By Layla Abu Khalaf, William S. Smyth

Published 2025-12-28

Everscope rating

1543.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Atomic-IQ with Canonical Squeezing Identity and Eigenfloor. Problem types: Portfolio Optimization, Risk Management, Covariance Estimation, Optimization.

arXiv:2512.23021 · Code · Paper rankings

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