The Strength of Influence Ties in Stock Networks: Empirical Analysis for Portfolio Selection.
Thiago AmbielDouglas CastilhoAndré C. P. L. F. de CarvalhoPublished in: ICDM (Workshops) (2023)
Keyphrases
- empirical analysis
- portfolio selection
- empirical studies
- theoretical analysis
- multistage stochastic
- portfolio optimization
- listed companies
- stock market
- financial markets
- social networks
- transaction costs
- portfolio management
- robust optimization
- optimal portfolio
- genetic algorithm
- stock price
- text mining
- evolutionary algorithm
- data mining