Portfolio Cuts: A Graph-Theoretic Framework to Diversification.
Bruno Scalzo DeesLjubisa StankovicAnthony G. ConstantinidesDanilo P. MandicPublished in: CoRR (2019)
Keyphrases
- theoretic framework
- spectral graph
- information theoretic
- min cut
- graph structure
- graph partitioning
- tabu search
- graph representation
- mutual information
- random walk
- graph theoretic
- bipartite graph
- weighted graph
- graph model
- directed graph
- portfolio selection
- computer vision
- connected components
- structured data
- decision making
- markov chain
- pairwise
- similarity measure