Improving Portfolio Optimization Using Weighted Link Prediction in Dynamic Stock Networks.
Douglas CastilhoJoão GamaLeandro Resende MundimAndré C. P. L. F. de CarvalhoPublished in: ICCS (3) (2019)
Keyphrases
- link prediction
- portfolio optimization
- network analysis
- social networks
- network structure
- complex networks
- link formation
- heterogeneous networks
- social network analysis
- stock market
- missing links
- bipartite networks
- stock price
- social ties
- random walk
- bipartite graph
- factor graph model
- problems involving
- portfolio management
- collaborative filtering
- bi objective
- reinforcement learning
- network design
- network evolution
- supervised learning
- evolutionary algorithm