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Showing 2005Show all
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math.DG2005
Polar actions on compact rank one symmetric spaces are taut
Leonardo Biliotti, Claudio Gorodski
We prove that the orbits of a polar action of a compact Lie group on a compact rank one symmetric space are tautly embedded with respect to Z_2-coefficients.
physics.soc-ph2005★ 3 cited
Cluster analysis for portfolio optimization
Vincenzo Tola, Fabrizio Lillo, Mauro Gallegati +1
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can imp…