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

Vladimir Boginski, Sergiy Butenko, Oleg Shirokikh, Svyatoslav Trukhanov, Jaime Gil-Lafuente. A network-based data mining approach to portfolio selection via weighted clique relaxations. Annals OR, 216(1):23-34, 2014. [doi]

Abstract

Abstract is missing.