The determination of correlation matrices is typically affected by in-sample noise. Joël Bun, Jean-Philippe Bouchaud and Marc Potters propose a simple, yet optimal, estimator of the true underlying ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

Analyzing the Mini-Cog score as a continuous variable, it was found to have a nearly linear negative correlation with POD risk: for each 1-point increase in the score, the risk of POD decreased by 23% ...