Risk-managed sparse index tracking via market graph clustering

Publication Information

Title

Japanese:
English:	Risk-managed sparse index tracking via market graph clustering

Author

Japanese:	山縣英介, 小野峻佑.
English:	Eisuke Yamagata, Shunsuke Ono.

Language

English

Journal/Book name

Japanese:
English:

Volume, Number, Page

pp. 9796-9800

Published date

Apr. 2024

Publisher

Japanese:
English:

Conference name

Japanese:
English:	IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)

Conference site

Japanese:
English:	Seoul