CONSTRUCTING AN INVESTMENT FUND THROUGH STOCK CLUSTERING AND INTEGER PROGRAMMING

By Maysam Khodayari Gharanchaei, Prabhu Prasad Panda

Published 2023-12-05

Everscope rating

1577.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stock Clustering and Integer Programming. Problem types: Portfolio Optimization, Index Tracking.

arXiv:2407.05912 · Paper rankings

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