Pages that link to "Item:Q744697"

The following pages link to A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697):

Displaying 11 items.

• Optimal decision for the market graph identification problem in a sign similarity network (Q1621915) (← links)
• Frequency-driven tabu search for the maximum \(s\)-plex problem (Q1652378) (← links)
• A CPU-GPU local search heuristic for the maximum weight clique problem on massive graphs (Q1652526) (← links)
• Network models to improve robot advisory portfolios (Q2151657) (← links)
• A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
• Asset allocation: new evidence through network approaches (Q2241054) (← links)
• A GPU based local search algorithm for the unweighted and weighted maximum \(s\)-plex problems (Q2288976) (← links)
• Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
• Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications (Q5094178) (← links)
• On atomic cliques in temporal graphs (Q6043101) (← links)
• Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (Q6090171) (← links)