Keywords: data mining, network science,
community detection, portfolio optimization, algorithms
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DOI: 10.1109/CITDS54976.2022.9914051 Gera, I., & London, A. (2022). Hierarchikus klaszterezés és a portfólió-kiválasztás probléma. SZIGMA Matematikai-közgazdasági folyóirat, 53
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Gera, I., & London, A. (2020). Gráf alapú dimenzióredukciós heurisztikák részvénypiaci korrelációs mátrixokra. Alkalmazott Matematikai Lapok, 37
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DOI: 10.37070/AML.2020.37.2.01 Gera, I., & London, A. (2019). Portfolio selection based on a configuration model and hierarchical clustering for asset graphs. Proceedings of the 22nd International Multiconference / INFORMATION SOCIETY - IS 2019, 39-42.
London, A., Gera, I., & Bánhelyi, B. (2018). Markowitz portfolio selection using various estimators of expected returns and filtering techniques for correlation matrices. Acta Polytechnica Hungarica, 15
(1) 217-229.
DOI: 10.12700/aph.15.1.2018.1.13 +1 under review...