Portfolio Cuts: A Graph-Theoretic Framework to Diversification.
Bruno Scalzo DeesLjubisa StankovicAnthony G. ConstantinidesDanilo P. MandicPublished in: ICASSP (2020)
Keyphrases
- theoretic framework
- spectral graph
- information theoretic
- min cut
- random walk
- graph representation
- weighted graph
- graph structure
- structured data
- graph theory
- directed graph
- graph model
- graph partitioning
- connected components
- graph based algorithm
- image processing
- bipartite graph
- decision making
- graph construction
- portfolio selection
- tabu search