Sparse Portfolio Selection via Topological Data Analysis based Clustering.
Anubha GoelDamir FilipovicPuneet PasrichaPublished in: CoRR (2024)
Keyphrases
- portfolio selection
- data analysis
- cluster analysis
- clustering algorithm
- k means
- portfolio optimization
- high dimensional data
- high dimensional
- multistage stochastic
- portfolio management
- data points
- non stationary
- multiple objectives
- optimal portfolio
- financial markets
- knowledge discovery
- probability distribution
- artificial intelligence
- data mining