Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks.
Kamesh KorangiChristophe MuesCristián BravoPublished in: CoRR (2024)
Keyphrases
- fully connected
- graph theory
- massive graphs
- small world
- graph representation
- social networks
- structured data
- average degree
- dynamic networks
- network design
- graph model
- weighted graph
- graph structure
- directed graph
- network structure
- random walk
- highly connected
- graph mining algorithms
- graph structures
- edge weights
- real world
- graph mining
- power law
- undirected graph
- random graphs
- directed edges
- genetic algorithm
- decision making
- clustering coefficient
- graph theoretic
- connected components
- citation networks
- graph layout
- social graphs
- betweenness centrality
- overlapping communities
- information transfer
- computer networks
- community structure
- protein interaction networks
- real world networks
- neural network