Sparse Portfolio Selection via Topological Data Analysis based Clustering

Fuente: arXiv

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Bibliographic Details
Main Authors:	Goel, Anubha, Filipović, Damir, Pasricha, Puneet
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Machine Learning Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.16920