Amini, Hamed; Chen, Yudong; Minca, Andreea; Qian, Xin - 2023
We develop a convex-optimization clustering algorithm for heterogeneous financial networks, in the presence of … the inliers. We test the performance of the algorithm on semi-synthetic heterogenous networks reconstructed to match … rates compared to existing algorithms. For overlapping portfolio networks, we uncover a clustering structure supporting …