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Correlation-Diversified Portfolio Construction by Finding Maximum Independent Set in Large-Scale Market Graph.
Ryo Hidaka
Yohei Hamakawa
Jun Nakayama
Kosuke Tatsumura
Published in:
IEEE Access (2023)
Keyphrases
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structured data
maximum independent set
graph theory
market data
graph theoretic
independent set
portfolio management
decision making
real world
graph databases
small scale
directed graph
electronic markets
investment decisions
asset allocation