Enhancing financial risk management: a novel multivariate neural network approach for realized covariance matrix prediction
Crossref DOI link: https://doi.org/10.1186/s40854-025-00816-6
Published Online: 2026-01-19
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Souto, Hugo Gobato
Moradi, Amir https://orcid.org/0000-0003-1169-7192
Text and Data Mining valid from 2026-01-19
Version of Record valid from 2026-01-19
Article History
Received: 1 February 2024
Accepted: 16 October 2025
First Online: 19 January 2026
Declarations
:
: The author declare that they have no competing interests.