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stat.ML2026
Structural Concentration in Weighted Networks: A Class of Topology-Aware Indices
L. Riso, M. G. Zoia
This paper develops a unified framework for measuring concentration in weighted systems embedded in networks of interactions. While traditional indices such as the Herfindahl-Hirsc…
q-fin.PM2026
A Novel approach to portfolio construction
T. Di Matteo, L. Riso, M. G. Zoia
This paper proposes a machine learning-based framework for asset selection and portfolio construction, termed the Best-Path Algorithm Sparse Graphical Model (BPASGM). The method ex…