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Inference of Partial Canonical Correlation Networks with Application to Stock Market Portfolio Selection.

Gregory BreardNatallia Katenka
Published in: ICDM Workshops (2016)
Keyphrases
  • stock market
  • portfolio selection
  • financial markets
  • portfolio optimization
  • stock price
  • stock exchange
  • portfolio management
  • short term
  • high dimensional
  • long term
  • text classification
  • transaction costs