CONSTRUCTING AN INVESTMENT FUND THROUGH STOCK CLUSTERING AND INTEGER PROGRAMMING
By Maysam Khodayari Gharanchaei, Prabhu Prasad Panda
Rating
1578
Battle Count: 59
Relevance
8/10
Directly applicable to index fund construction and portfolio optimization in quantitative trading
Implementation Complexity
6/10
Requires implementation of integer programming and quadratic optimization, but uses standard financial data
Reproducibility
3/5
Methodology is described in detail, but specific data sources and implementation details are not fully provided
About this paper
Methodology: Stock Clustering and Integer Programming. Problem types: Portfolio Optimization, Index Tracking.
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