// Link · 21 February 2026

Worst-Case Portfolio Optimization & Hyperbolic Graph Clustering

Explore the intersection of quantitative finance and geometric deep learning. Learn about worst-case portfolio optimization under market crash scenarios and LSEnet, a deep graph clustering model utilizing Lorentz hyperbolic space to organize complex data without predefined cluster numbers

Hacker Noon

@hacker-noon · hackernoon.com

hackernoon.com

Hacker Noon@hacker-noon