Bad Homburg v.d.H, 61348
FERI Trust GmbH
Mutual Information, Pearson's Correlation Coefficient, Financial Networks, Active Portfolio Management, Centrality, Portfolio Optimization
persistent homology, turbulence, regime shifts, investment strategy, topological data analysis
correlation networks, financial networks, network-based forecasting, minimum spanning trees, centrality, forecasting, asset allocation, network-based investment strategies
Financial Networks, Minimum Spanning Tree, Bootstrapping, Hedge Funds, Forecasting, Graphical Analysis
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model selection risk, financial forecasting, performance persistence, dimension-reduction, kernel regression, pattern recognition
Correlation Networks, Interconnectedness Risk, Contagion Risk, Minimum Spanning Trees, Active Portfolio Management, Centrality, Portfolio Optimization, Out-of-Sample Analysis
Risk Parity, Higher Moments, Tail Risk, Portfolio Optimization, Certainty Equivalent Return, Quantitative Asset Allocation, Out-of-Sample Study, Normal-inverse Gaussian Distribution
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