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A network-based data mining approach to portfolio selection via weighted clique relaxations - MaRDI portal

A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697)

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scientific article; zbMATH DE number 6347899
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English
A network-based data mining approach to portfolio selection via weighted clique relaxations
scientific article; zbMATH DE number 6347899

    Statements

    A network-based data mining approach to portfolio selection via weighted clique relaxations (English)
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    26 September 2014
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    network-based data mining
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    market graph
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    diversified portfolios
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    cohesive network clusters
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    clique
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    clique relaxations
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    maximum-weight s-plex
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