Andrea Santoro

École Polytechnique Fédérale de Lausanne (EPFL)

Quartier UNIL-Dorigny, Bâtiment Extranef, # 211

40, Bd du Pont-d'Arve

CH-1015 Lausanne, CH-6900

Switzerland

  • École Polytechnique Fédérale de Lausanne (EPFL)

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Higher-Order Financial Networks

Number of pages: 26 Posted: 12 Feb 2024
Longfeng Zhao, Yajie Yang, Lin Chen, Andrea Santoro and Enrico Amico
Northwestern Polytechnic University (NPU) - School of Management, School of Management, Northwestern Polytechnical University, Northwestern Polytechnic University (NPU), École Polytechnique Fédérale de Lausanne (EPFL) and École Polytechnique Fédérale de Lausanne (EPFL)
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Higher-Order Network, Financial Network, Portfolio Optimization, Financial Market State, Trading Strategy