Montana, J Rhet; Arias, Luis A. Souto; Cirillo, Pasquale; … - In: Risks : open access journal 12 (2024) 12, pp. 1-18
majorization applied to tail pseudo-correlation matrices with the learning capabilities of a reinforced urn process, to predict … 73% and 80%, while maintaining a low false alarm rate. Thanks to the application of quantum majorization, the alarm …