Improving Portfolio Optimization Using Weighted Link Prediction in Dynamic Stock Networks

Douglas Castilho, João Gama, Leandro R. Mundim, André C. P. L. F. de Carvalho. Improving Portfolio Optimization Using Weighted Link Prediction in Dynamic Stock Networks. In João M. F. Rodrigues, Pedro J. S. Cardoso, Jânio M. Monteiro, Roberto Lam, Valeria V. Krzhizhanovskaya, Michael Harold Lees, Jack J. Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2019 - 19th International Conference, Faro, Portugal, June 12-14, 2019, Proceedings, Part III. Volume 11538 of Lecture Notes in Computer Science, pages 340-353, Springer, 2019. [doi]

Abstract

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