Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage

By Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna

Published 2026-07-25

Everscope rating

1396.8

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Compact End-to-End Neural Network for Global Minimum-Variance Portfolio Optimization. Problem types: Portfolio Optimization, Risk Management, Optimization.

arXiv:2607.23068 · Code · Paper rankings

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