A novel Sparse Graphical Model for optimizing portfolio assets allocation

CCS'24

Warm-up: London, 30-31 Aug.
Conference: Exeter, 2-6 Sept.

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A novel Sparse Graphical Model for optimizing portfolio assets allocation

Riso, Luigi*; Zoia , Maria Grazia ; Di Matteo, TizianaRoom 4

Thu 12:30 - 12:45

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