A network-based data mining approach to portfolio selection via weighted clique relaxations
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Publication:744697
DOI10.1007/s10479-013-1395-3zbMath1296.90015OpenAlexW2033244732MaRDI QIDQ744697
Oleg Shirokikh, Svyatoslav Trukhanov, Jaime Gil Lafuente, Vladimir L. Boginski, Sergiy I. Butenko
Publication date: 26 September 2014
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1395-3
cliqueclique relaxationscohesive network clustersdiversified portfoliosmarket graphmaximum-weight s-plexnetwork-based data mining
Deterministic network models in operations research (90B10) Combinatorial optimization (90C27) Portfolio theory (91G10)
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