Portfolio Management Using Graph Centralities: Review and Comparison

By Bahar Arslan, Vanni Noferini, Spyridon Vrontos

Published 2024-03-29

Everscope rating

1223.5

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Graph-based portfolio optimization. Problem types: Portfolio Optimization, Risk Management.

arXiv:2404.00187 · Paper rankings

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