A Novel approach to portfolio construction

By T. Di Matteo, L. Riso, M.G. Zoia

Published 2026-02-04

Everscope rating

1926

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Best-Path Algorithm Sparse Graphical Model (BPASGM). Problem types: Portfolio Optimization, Risk Management, Dimensionality Reduction, Graph Learning, Optimization, Structured Prediction.

arXiv:2602.03325 · Paper rankings

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