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20222025
most citedSparse Index Tracking via Topological Learning

1 citations · 2 across the 7 of their papers we have counts for

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q-fin.PM2024

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…