Related papers: Stock Selection as a Problem in Phylogenetics -- E…
We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on twelve years of data from the 30 Dow Jones Industrial Average…
This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the correlation…
Combining a set of phylogenetic trees into a single phylogenetic network that explains all of them is a fundamental challenge in evolutionary studies. Existing methods are computationally expensive and can either handle only small numbers…
Phylogenetic networks extend phylogenetic trees to allow for modeling reticulate evolutionary processes such as hybridization. They take the shape of a rooted, directed, acyclic graph, and when parameterized with evolutionary parameters,…
Development of stock networks is an important approach to explore the relationship between different stocks in the era of big-data. Although a number of methods have been designed to construct the stock correlation networks, it is still a…
Phylogenetics is a branch of computational biology that studies the evolutionary relationships among biological entities. Its long history and numerous applications notwithstanding, inference of phylogenetic trees from sequence data remains…
This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…
Bayesian inference methods rely on numerical algorithms for both model selection and parameter inference. In general, these algorithms require a high computational effort to yield reliable estimates. One of the major challenges in…
The evolution of molecular and phenotypic traits is commonly modelled using Markov processes along a phylogeny. This phylogeny can be a tree, or a network if it includes reticulations, representing events such as hybridization or admixture.…
Phylogenetic networks are necessary to represent the tree of life expanded by edges to represent events such as horizontal gene transfers, hybridizations or gene flow. Not all species follow the paradigm of vertical inheritance of their…
Maintaining a balance between returns and volatility is a common strategy for portfolio diversification, whether investing in traditional equities or digital assets like cryptocurrencies. One approach for diversification is the application…
Phylogenetic networks are used to represent evolutionary scenarios in biology and linguistics. To find the most probable scenario, it may be necessary to compare candidate networks, to distinguish different networks, and to see when one…
We consider online learning of ensembles of portfolio selection algorithms and aim to regularize risk by encouraging diversification with respect to a predefined risk-driven grouping of stocks. Our procedure uses online convex optimization…
In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the…
In this article we deal with the problem of portfolio allocation by enhancing network theory tools. We use the dependence structure of the correlations network in constructing some well-known risk-based models in which the estimation of…
In biodiversity conservation it is often necessary to prioritize the species to conserve. Existing approaches to prioritization, e.g. the Fair Proportion Index and the Shapley Value, are based on phylogenetic trees and rank species…
Phylogenetic networks are a special type of graph which generalize phylogenetic trees and that are used to model non-treelike evolutionary processes such as recombination and hybridization. In this paper, we consider {\em unrooted}…
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges capture the dependence structure of the system. Three…
Phylogenetic networks generalise phylogenetic trees and allow for the accurate representation of the evolutionary history of a set of present-day species whose past includes reticulate events such as hybridisation and lateral gene transfer.…
Phylogenetic comparative methods (PCMs) are widely used to study trait evolution. However, many evolutionary histories involve reticulate evolutionary scenarios, such as hybridization, that violate core assumptions of these methods. In this…