Alvaro Arroyo, Bruno Scalzo, LJubisa Stankovic, Danilo P. Mandic. Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2022, Virtual and Singapore, 23-27 May 2022. pages 5468-5472, IEEE, 2022. [doi]
Abstract is missing.