Search Results for author: Anubha Goel

Found 1 papers, 0 papers with code

Sparse Portfolio Selection via Topological Data Analysis based Clustering

no code implementations30 Jan 2024 Anubha Goel, Damir Filipović, Puneet Pasricha

This paper uses topological data analysis (TDA) tools and introduces a data-driven clustering-based stock selection strategy tailored for sparse portfolio construction.

Clustering Time Series +1

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