Clustering of Japanese stock returns by recursive modularity optimization for efficient portfolio diversification-Reference-Cited by-同舟云学术

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Clustering of Japanese stock returns by recursive modularity optimization for efficient portfolio diversification

Published:2014-07-03 Issue:4 Volume:2 Page:557-584
ISSN:2051-1310
Container-title:Journal of Complex Networks
language:en
Short-container-title:Journal of Complex Networks

Author:

Isogai T.

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization,Management Science and Operations Research,Computer Networks and Communications

Reference24 articles.

1. Clustering of time series data—a survey

2. Correlation, hierarchies, and networks in financial markets

3. Community structure in social and biological networks

4. Community detection in graphs

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4. The interdependency structure in the Mexican stock exchange: A network approach;PLOS ONE;2020-10-29

5. Graphical models for financial time series and portfolio selection;Proceedings of the First ACM International Conference on AI in Finance;2020-10-15

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