Risk-Managed Sparse Index Tracking Via Market Graph Clustering.
Eisuke YamagataShunsuke OnoPublished in: ICASSP (2024)
Keyphrases
- graph clustering
- network analysis
- clustering method
- investment strategies
- bipartite graph
- particle filter
- community detection
- index structure
- weighted graph
- spectral clustering
- link prediction
- high dimensional
- sparse representation
- stock market
- random walk
- community structure
- information retrieval
- k means
- biological networks
- multiscale
- social networks