Articles by Christian Bongiorno | Synthical

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Articles by Christian Bongiorno

End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning

2 July 2025 by Christian Bongiorno and others

Portfolio Management, Artificial Intelligence

Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation

19 March 2025 by Lamia Lamrani and others

Statistics Theory, Portfolio Management

Functional Decomposition and Estimation of Irreversibility in Time Series via Machine Learning

7 January 2025 by Michele Vodret and others

Statistical Mechanics

Quantifying the information lost in optimal covariance matrix cleaning

8 November 2024 by Christian Bongiorno and Lamia Lamrani

Computation, Information Theory

Time Dependent Dielectric Breakdown in 4H-SiC power MOSFETs under positive and negative gate-bias and gate-current stresses at 200°C

25 October 2024 by P. Fiorenza and others

Applied Physics

Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS

29 September 2023 by Christian Bongiorno and Damien Challet at

Université Paris-Saclay

Statistical Finance

Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory

28 April 2023 by Christian Bongiorno and Marco Berritta

Information Theory, Data Analysis, Statistics and Probability

Reactive Global Minimum Variance Portfolios with k-BAHC covariance cleaning

9 March 2023 by Christian Bongiorno and Damien Challet

Portfolio Management, Optimization and Control

Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation

13 October 2022 by Christian Bongiorno and Damien Challet

Portfolio Management, Optimization and Control

Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues

21 July 2022 by Christian Bongiorno and others

Applications, Data Analysis, Statistics and Probability

Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy

21 June 2022 by Christian Bongiorno and Damien Challet

Statistical Finance, Statistics Theory

Vector-based Pedestrian Navigation in Cities

24 October 2021 by Christian Bongiorno and others

Neurons and Cognition, Applications

Financial factors selection with knockoffs: fund replication, explanatory and prediction networks

10 March 2021 by Damien Challet and others

Statistical Finance, Applications

A multi-layer network model to assess school opening policies during the COVID-19 vaccination campaign

2 March 2021 by Christian Bongiorno and Lorenzo Zino

Physics and Society, Multiagent Systems

Nanoscale insights on the origin of the Power MOSFETs breakdown after extremely long high temperature reverse bias stress

10 September 2020 by P. Fiorenza and others

Applied Physics, Materials Science

On the origin of the premature breakdown of thermal oxide on 3C-SiC probed by electrical scanning probe microscopy

4 May 2020 by P. Fiorenza and others

Applied Physics, Materials Science

Bootstraps Regularize Singular Correlation Matrices

7 April 2020 by Christian Bongiorno

Computation, Spectral Theory

Covariance matrix filtering with bootstrapped hierarchies

12 March 2020 by Christian Bongiorno and Damien Challet

Risk Management, Statistical Finance

Nonparametric sign prediction of high-dimensional correlation matrix coefficients

30 January 2020 by Christian Bongiorno and Damien Challet

General Finance, Statistical Finance

Impact of stacking faults and domain boundaries on the electronic transport in cubic silicon carbide probed by conductive atomic force microscopy

16 January 2020 by F. Giannazzo and others

Applied Physics, Materials Science

Nested partitions from hierarchical clustering statistical validation

17 June 2019 by Christian Bongiorno and others

Genomics, Applications

Morphological and electrical properties of Nickel based Ohmic contacts formed by laser annealing process on n-type 4H-SiC

7 June 2019 by Simone Rascunà and others

Applied Physics, Materials Science

Core of communities in bipartite networks

6 March 2017 by Christian Bongiorno and others

Physics and Society, Social and Information Networks

An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in Air Traffic Management

26 September 2016 by C. Bongiorno and others

Physics and Society

An Empirically grounded Agent Based simulator for the Air Traffic Management in the SESAR scenario

14 June 2016 by Gérald Gurtner and others

Physics and Society

Statistical characterization of deviations from planned flight trajectories in air traffic management

9 March 2016 by C. Bongiorno and others

Physics and Society

Towards fabrication of ordered gallium nanostructures by laser manipulation of neutral atoms: study of self-assembling phenomena

16 July 2004 by Brett Fazio and others

Materials Science, Other Condensed Matter

Articles by Christian Bongiorno | Synthical