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Class of topological portfolios: Are they better than classical portfolios?
Anubha Goel, Amita Sharma, Juho Kanniainen
Topological Data Analysis (TDA), an emerging field in investment sciences, harnesses mathematical methods to extract data features based on shape, offering a promising alternative…
A comprehensive review and analysis of different modeling approaches for financial index tracking problem
Vrinda Dhingra, Amita Sharma, Anubha Goel
Index tracking, also known as passive investing, has gained significant traction in financial markets due to its cost-effective and efficient approach to replicating the performanc…
Sparse Portfolio Selection via Topological Data Analysis based Clustering
Anubha Goel, Damir Filipović, Puneet Pasricha
This paper uses topological data analysis (TDA) tools and introduces a data-driven clustering-based stock selection strategy tailored for sparse portfolio construction. Our asset s…