Portfolio selection based on a configuration model and hierarchical clustering for asset graphs

Imre Gera , Andras London

Abstract

n/a
Author Imre Gera
Imre Gera,,
-
, Andras London (WIiGE / KBO)
Andras London,,
- Department of Operations Research
Pages39-42
Publication size in sheets0.5
Book Brodnik Andrej, Galambos Gábor , Kavšek Branko (eds.): Proceedings of the 22nd International Multiconference INFORMATION SOCIETY – IS 2019, Volume I : Middle-European Conference on Applied Theoretical Computer Science, 2019, University of Primorska, ISBN 978-961-264-172-6, 88 p.
Keywords in PolishMacierz korelacji, Zlożone sieci, Klastrowanie, Wybor portfela
Keywords in EnglishCorrelation matrix, Complex networks, Clustering, Portfolio selection
Languageen angielski
Score (nominal)5
Score sourcepublisherList
ScoreMinisterial score = 5.0, 29-04-2020, ChapterFromConference
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