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Locating a discrete subtree of minimum variance on trees: New strategies to tackle a very hard problem.

Justo PuertoFederica RiccaAndrea Scozzari
Published in: Discret. Appl. Math. (2021)
Keyphrases
  • minimum variance
  • tree structure
  • spectral estimation
  • tree nodes
  • tree mining
  • linear prediction
  • portfolio optimization
  • leaf nodes