Research on portfolio optimization based on complex network community detection

MaRDI QIDQ4996730zbMATH OpenFDO

Authors Zijun Luo, Zhineng Fu, Weijun Xu

Publication date 1 July 2021

zbMATH Keywords

block matrixcommunity detectioncomplex networkportfolio optimization

Mathematics Subject Classification ID

Small world graphs, complex networks (graph-theoretic aspects) (05C82) Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cited in

(2)

• Study on temporal network with coupling, nodes importance and portfolio optimization: a case of stock market
• A network-based data mining approach to portfolio selection via weighted clique relaxations

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