Beyond Co-Movement: Locality by Exposures Enables a Joint Factor–Graph Framework for Portfolio Diversification

By Sara Chehab, Giorgos Iacovides, Parisa Yazdanparast, Danilo Mandic

Published 2026-08-06

Everscope rating

1957.5

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: MINGLE (Mutually-INformed Graph-Locality and Exposures). Problem types: Portfolio Optimization, Graph Learning, Dimensionality Reduction, Optimization, Clustering.

arXiv:2608.06618 · Paper rankings

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