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Topological Data Analysis for Portfolio Management of Cryptocurrencies.
Rodrigo Rivera-Castro
Polina Pilyugina
Evgeny Burnaev
Published in:
ICDM Workshops (2019)
Keyphrases
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portfolio management
data analysis
portfolio selection
portfolio optimization
transaction costs
decision making
machine learning
financial data
data warehouse
data mining
knowledge discovery
text mining
cluster analysis
high dimensional data