Topological Data Analysis for Portfolio Management of Cryptocurrencies.

Rodrigo Rivera-Castro Polina Pilyugina Evgeny Burnaev

Published in: CoRR (2020)

Keyphrases

portfolio management
data analysis
portfolio selection
portfolio optimization
financial data
transaction costs
machine learning
cluster analysis
data mining
decision making
factor analysis
knowledge discovery
data warehouse
text mining
optimization problems
long term
clustering algorithm