Portfolio Selection via Topological Data Analysis.
Petr SokerinKristian KuznetsovElizaveta MakhnevaAlexey ZaytsevPublished in: CoRR (2023)
Keyphrases
- portfolio selection
- data analysis
- multistage stochastic
- portfolio optimization
- portfolio management
- data mining
- machine learning
- optimal portfolio
- financial markets
- robust optimization
- multiple objectives
- high dimensional data
- transaction costs
- management system
- knowledge discovery
- genetic algorithm
- theoretical framework
- game theory
- data warehouse
- artificial intelligence