Pages that link to "Item:Q4610248"

The following pages link to A methodology for index tracking based on time-series clustering (Q4610248):

Displaying 12 items.

• Dynamical study of metallic clusters using the statistical method of time series clustering (Q634094) (← links)
• Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
• Applying time series decomposition to construct index-tracking portfolio (Q1757622) (← links)
• Robust portfolio selection for index tracking (Q1762050) (← links)
• Topological recognition of critical transitions in time series of cryptocurrencies (Q2140735) (← links)
• Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• Selection of balanced portfolios to track the main properties of a large market (Q4683015) (← links)
• Forecasting market states (Q5234372) (← links)
• A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
• Risk-allocation-based index tracking (Q6164597) (← links)
• Forecasting portfolio returns with skew-geometric Brownian motions (Q6580728) (← links)