Error Propagation in Spectral Functionals of Shrinkage Covariance Estimators: Perturbation Bounds and Calibrated Inference

By Ahmad Koman

Published 2026-07-08

Everscope rating

1865.6

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Perturbation-theoretic calibration of spectral monitors. Problem types: Risk Management, Anomaly Detection, Dimensionality Reduction, Portfolio Optimization.

arXiv:2607.06373 · Paper rankings

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