Graph-based dimension reduction heuristics to stock correlation matrices (Q5141219)
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scientific article; zbMATH DE number 7287444
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| English | Graph-based dimension reduction heuristics to stock correlation matrices |
scientific article; zbMATH DE number 7287444 |
Statements
18 December 2020
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correlation matrices
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asset graphs
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portfolio optimization
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0.7392065525054932
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0.7360160946846008
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0.7333767414093018
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0.7324453592300415
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