Portfolio analytics via dynamic graph learning: modelling and testing

DOI10.1016/J.JFRANKLIN.2026.108655MaRDI QIDQ7297582zbMATH OpenFDO

Authors R. L. Gudmundarson, Gareth W. Peters, G. Tzougas, Dimitris Christopoulos

Publication date 15 July 2026

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JFRANKLIN.2026.108655

Mathematics Subject Classification ID

Convex programming (90C25) Portfolio theory (91G10) Optimal stochastic control (93E20)

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