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Mutual Information, Pearson's Correlation Coefficient, Financial Networks, Active Portfolio Management, Centrality, Portfolio Optimization
persistent homology, turbulence, regime shifts, investment strategy, topological data analysis
network-based analysis, topological data analysis, persistent homology, non-linear PCA, machine learning, financial forecasting
correlation networks, financial networks, network-based forecasting, minimum spanning trees, centrality, forecasting, asset allocation, network-based investment strategies
network-based analysis, Covid-19, topological data analysis, turbulence
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
