2 papers
q-fin.PM2024
Portfolio management using graph centralities: Review and comparison
Bahar Arslan, Vanni Noferini, Spyridon Vrontos
We investigate an application of network centrality measures to portfolio optimization, by generalizing the method in [Pozzi, Di Matteo and Aste, \emph{Spread of risks across finan…
math.NA2023
Structured level-2 condition numbers of matrix functions
Bahar Arslan, Samuel D. Relton, Marcel Schweitzer
Matrix functions play an increasingly important role in many areas of scientific computing and engineering disciplines. In such real-world applications, algorithms working in float…