Jacopo Fior, Luca Cagliero, Paolo Garza. Price series cross-correlation analysis to enhance the diversification of itemset-based stock portfolios. In Douglas Burdick, Jay Pujara, editors, Proceedings of the Sixth International Workshop on Data Science for Macro-Modeling, DSMM 2020, In conjunction with the ACM SIGMOD/PODS Conference, Portland, OR, USA, June 14, 2020. ACM, 2020. [doi]
Abstract is missing.