Intelligent Systems Research Centre
Ulster University
Londonderry, BT48 7JL
Northern Ireland
Principal Component Analysis, Index construction, Correlation Matrix.
Principal Component Analysis, Index construction, Correlation Matrix, Factor Model Index, Index Methodology.
noise manipulation (squeezing), objective-specific correlation matrix, condition number, statistical alignment, linear shrinkage, non-linear shrinkage, random matrix theory, Gerber statistic
Markowitz-Informed Neural Networks (Minns), Interpretable Deep Learning, Portfolio Optimization, Mean-Variance Optimization, Explainable AI, Responsible AI, Covariance Estimation, Whitebox Models
Portfolio Optimization, Squeezed Covariance Estimation, Squeezing, Analytic Eigenvalue Control, Analytic Condition Number, Gerber IQ, Atomic IQ
portfolio stability, proximity matrix, clustering, entropy, random matrix theory, kernel density estimation
Covariance estimation, Portfolio Optimization, Tail-aware dependence, Positive semidefinite covariance, Kernel-IQ, Gram matrix, financial econometrics
