SPTM-L2.6

RISK-MANAGED SPARSE INDEX TRACKING VIA MARKET GRAPH CLUSTERING

Eisuke Yamagata, Shunsuke Ono, Tokyo Institute of Technology, Japan

Session:
SPTM-L2: Tracking Lecture

Track:
Signal Processing Theory and Methods

Location:
Room E8

Presentation Time:
Tue, 16 Apr, 18:10 - 18:30 (UTC +9)

Session Co-Chairs:
Alba Pages-Zamora, Universitat Politècnica de Catalunya, Spain and Victor Elvira, University of Edinburgh
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