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  • Search: subject:"Graph clustering"
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Year of publication
Subject
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Algorithm 2 Algorithmus 2 Cluster analysis 2 Clusteranalyse 2 Graph theory 2 Graphentheorie 2 K-medoids 2 QUBO 2 combinatorial optimization 2 graph clustering 2 index-tracking 2 market graph 2 portfolioconstruction 2 Adaptive weights 1 Anlageverhalten 1 Arbitrage 1 Artificial intelligence 1 Behavioural finance 1 Capital income 1 Descriptive statistics 1 Deskriptive Statistik 1 Gap coefficient 1 Graph clustering 1 Kapitaleinkommen 1 Kelly criterion 1 Künstliche Intelligenz 1 Nonparametric 1 Overlapping communities 1 Portfolio selection 1 Portfolio-Management 1 Regional cluster 1 Regionales Cluster 1 Securities trading 1 Wertpapierhandel 1 algorithmic investment strategies 1 graph clustering algorithms 1 machine learning 1 pair trading strategy 1 risk adjusted returns 1 statistical arbitrage 1
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Online availability
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Free 4 CC license 1
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 4
Author
All
Hong, Seo Woo 2 Kwon, Roy 2 Lawryshyn, Yuri 2 Miasnikof, Pierre 2 Adamyan, Larisa 1 Efimov, Kirill 1 Korniejczuk, Adam 1 Spokoiny, Vladimir 1 Ślepaczuk, Robert 1
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Published in...
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IRTG 1792 Discussion Paper 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Working papers 1
Source
All
ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
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Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634696
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Market graph clustering via QUBO and digital annealing
Hong, Seo Woo; Miasnikof, Pierre; Kwon, Roy; Lawryshyn, Yuri - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-13
modeling, to formulate the index-tracking problem as a binary quadratic K-medoid graph-clustering problem. Our initial results …
Persistent link: https://www.econbiz.de/10012611592
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Cover Image
Market graph clustering via QUBO and digital annealing
Hong, Seo Woo; Miasnikof, Pierre; Kwon, Roy; Lawryshyn, Yuri - In: Journal of risk and financial management : JRFM 14 (2021) 1/34, pp. 1-13
modeling, to formulate the index-tracking problem as a binary quadratic K-medoid graph-clustering problem. Our initial results …
Persistent link: https://www.econbiz.de/10012417719
Saved in:
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Adaptive Nonparametric Community Detection
Adamyan, Larisa; Efimov, Kirill; Spokoiny, Vladimir - 2019
Understanding the topological structure of real world networks is of huge interest in a variety of fields. One of the way to investigate this structure is to find the groups of densely connected nodes called communities. This paper presents a new non-parametric method of community detection in...
Persistent link: https://www.econbiz.de/10012433220
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