Cover Image

Portfolio management using graph centralities: Review and comparison

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Arslan, Bahar, Noferini, Vanni, Vrontos, Spyridon
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Combinatorics Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Black-Litterman and ESG Portfolio Optimization
by: Alpern, Aviv, et al.
Published: (2025)

Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)

Finding Near-Optimal Portfolios With Quality-Diversity
by: Gašperov, Bruno, et al.
Published: (2024)

Adaptive and Regime-Aware RL for Portfolio Optimization
by: Raj, Gabriel Nixon
Published: (2025)

Portfolio Preference Elicitation in Institutional Crossing Markets
by: Hwang, Yoontae
Published: (2026)

DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by: Zhong, Jianyuan, et al.
Published: (2024)

Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by: Wang, Yi, et al.
Published: (2026)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by: Zhu, Jiahao, et al.
Published: (2024)

Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)

Neural Functionally Generated Portfolios
by: Monoyios, Michael, et al.
Published: (2025)

Portfolio diversification with varying investor abilities
by: James, Nick, et al.
Published: (2023)

Deep Learning, Predictability, and Optimal Portfolio Returns
by: Babiak, Mykola, et al.
Published: (2020)

Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020)

Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
by: Lu, Chung I
Published: (2023)

Portfolio Analysis in High Dimensions with TE and Weight Constraints
by: Caner, Mehmet, et al.
Published: (2024)

A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)

Portfolio Optimization under Recursive Utility via Reinforcement Learning
by: Chang, Minkey
Published: (2026)

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)

Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading
by: Poon, Hang Kin
Published: (2025)

PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by: Zhao, Siqiao, et al.
Published: (2024)

Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025)

The Interplay between Utility and Risk in Portfolio Selection
by: Baggiani, Leonardo, et al.
Published: (2025)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
by: Li, Chi-Lin, et al.
Published: (2023)

Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
by: Kim, Juhyeong, et al.
Published: (2025)

Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
by: Deng, Qi
Published: (2024)

From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design
by: Qadi, Abdulrahman, et al.
Published: (2025)

A Three--Dimensional Efficient Surface for Portfolio Optimization
by: Qiu, Yimeng
Published: (2026)

Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
by: De León, Irene, et al.
Published: (2025)

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction
by: Du, Yimin
Published: (2025)

Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach
by: Mohan, Amarendra, et al.
Published: (2025)

Predictive Power of LLMs in Financial Markets
by: Shi, Jerick, et al.
Published: (2024)

Sizing the bets in a focused portfolio
by: Vukcevic, Vuko, et al.
Published: (2024)

Extracting Alpha from Financial Analyst Networks
by: Gorduza, Dragos, et al.
Published: (2024)

FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by: Arun, Abhinav, et al.
Published: (2025)

An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
by: Farzinnia, Arsham, et al.
Published: (2024)

Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025)

Optimizing Sparse Mean-Reverting Portfolio
by: Yoon, Sung Min
Published: (2024)

Dynamic Factor Allocation Leveraging Regime-Switching Signals
by: Shu, Yizhan, et al.
Published: (2024)

New approximate stochastic dominance approaches for Enhanced Indexation models
by: Cesarone, Francesco, et al.
Published: (2024)