Portfolio Optimization: A Return-on-Equity Network Analysis.
Xiangzhen YanHanchao YangZhongyuan YuShuguang ZhangXianrong ZhengPublished in: IEEE Trans. Comput. Soc. Syst. (2024)
Keyphrases
- network analysis
- portfolio optimization
- stock market
- sharpe ratio
- social network analysis
- portfolio management
- portfolio selection
- stock exchange
- network structure
- problems involving
- risk management
- factor analysis
- link prediction
- complex networks
- text mining
- bi objective
- optimization methods
- robust optimization
- short term
- stock price
- financial markets
- financial time series
- graph theory
- artificial intelligence
- efficient solutions
- financial data
- long term