Research paper / RESOURCE PROFILE
Publication: Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation. Published Dec 14, 2021.
Publication: Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation. Published Dec 14, 2021.
Source: arXiv API · observed Oct 11, 2026.
References explain how this resource entered the collection. They do not represent an endorsement.
AlphaFin benchmarks financial analysis with a retrieval-augmented stock-chain framework and a financial QA dataset
the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.
For the theoretical framework as well as results from the running code see
