Elena M. Spiridonova

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 1

Top Topics

Hierarchical Clustering

Portfolio Optimization

Dimension Reduction

Top Venues

Autom. Control. Comput. Sci.

Publications

Anatoliy Y. Poletaev, Elena M. Spiridonova
Hierarchical Clustering as a Dimension Reduction Technique in the Markowitz Portfolio Optimization Problem. Autom. Control. Comput. Sci. 55 (7) (2021)