id	sid	tid	token	lemma	pos
bracis-19053	1	1	tactical	tactical	ADJ
bracis-19053	1	2	asset	asset	NOUN
bracis-19053	1	3	allocation	allocation	NOUN
bracis-19053	1	4	through	through	ADP
bracis-19053	1	5	random	random	ADJ
bracis-19053	1	6	walk	walk	NOUN
bracis-19053	1	7	on	on	ADP
bracis-19053	1	8	stock	stock	NOUN
bracis-19053	1	9	network	network	NOUN
bracis-19053	1	10	|	|	NOUN
bracis-19053	1	11	springer	springer	NOUN
bracis-19053	1	12	nature	nature	PROPN
bracis-19053	1	13	link	link	PROPN
bracis-19053	1	14	(	(	PUNCT
bracis-19053	1	15	formerly	formerly	ADV
bracis-19053	1	16	springerlink	springerlink	NOUN
bracis-19053	1	17	)	)	PUNCT
bracis-19053	1	18	skip	skip	VERB
bracis-19053	1	19	to	to	ADP
bracis-19053	1	20	main	main	ADJ
bracis-19053	1	21	content	content	NOUN
bracis-19053	1	22	advertisement	advertisement	NOUN
bracis-19053	1	23	log	log	NOUN
bracis-19053	1	24	in	in	ADP
bracis-19053	1	25	menu	menu	NOUN
bracis-19053	1	26	find	find	VERB
bracis-19053	1	27	a	a	DET
bracis-19053	1	28	journal	journal	NOUN
bracis-19053	1	29	publish	publish	VERB
bracis-19053	1	30	with	with	ADP
bracis-19053	1	31	us	we	PRON
bracis-19053	1	32	track	track	VERB
bracis-19053	1	33	your	your	PRON
bracis-19053	1	34	research	research	NOUN
bracis-19053	1	35	search	search	NOUN
bracis-19053	1	36	cart	cart	NOUN
bracis-19053	1	37	home	home	NOUN
bracis-19053	1	38	intelligent	intelligent	ADJ
bracis-19053	1	39	systems	system	NOUN
bracis-19053	1	40	conference	conference	NOUN
bracis-19053	1	41	paper	paper	NOUN
bracis-19053	1	42	tactical	tactical	ADJ
bracis-19053	1	43	asset	asset	NOUN
bracis-19053	1	44	allocation	allocation	NOUN
bracis-19053	1	45	through	through	ADP
bracis-19053	1	46	random	random	ADJ
bracis-19053	1	47	walk	walk	NOUN
bracis-19053	1	48	on	on	ADP
bracis-19053	1	49	stock	stock	NOUN
bracis-19053	1	50	network	network	NOUN
bracis-19053	1	51	conference	conference	NOUN
bracis-19053	1	52	paper	paper	NOUN
bracis-19053	1	53	first	first	ADV
bracis-19053	1	54	online	online	ADV
bracis-19053	1	55	:	:	PUNCT
bracis-19053	1	56	28	28	NUM
bracis-19053	1	57	november	november	NOUN
bracis-19053	1	58	2021	2021	NUM
bracis-19053	1	59	pp	pp	CCONJ
bracis-19053	1	60	528–542	528–542	NUM
bracis-19053	1	61	cite	cite	VERB
bracis-19053	1	62	this	this	DET
bracis-19053	1	63	conference	conference	NOUN
bracis-19053	1	64	paper	paper	NOUN
bracis-19053	1	65	access	access	NOUN
bracis-19053	1	66	provided	provide	VERB
bracis-19053	1	67	by	by	ADP
bracis-19053	1	68	university	university	PROPN
bracis-19053	1	69	of	of	ADP
bracis-19053	1	70	notre	notre	PROPN
bracis-19053	1	71	dame	dame	PROPN
bracis-19053	1	72	hesburgh	hesburgh	PROPN
bracis-19053	1	73	library	library	PROPN
bracis-19053	1	74	download	download	PROPN
bracis-19053	1	75	book	book	NOUN
bracis-19053	1	76	pdf	pdf	PROPN
bracis-19053	1	77	download	download	NOUN
bracis-19053	1	78	book	book	NOUN
bracis-19053	1	79	epub	epub	PROPN
bracis-19053	1	80	intelligent	intelligent	ADJ
bracis-19053	1	81	systems	system	NOUN
bracis-19053	1	82	(	(	PUNCT
bracis-19053	1	83	bracis	bracis	NOUN
bracis-19053	1	84	2021	2021	NUM
bracis-19053	1	85	)	)	PUNCT
bracis-19053	1	86	tactical	tactical	ADJ
bracis-19053	1	87	asset	asset	NOUN
bracis-19053	1	88	allocation	allocation	NOUN
bracis-19053	1	89	through	through	ADP
bracis-19053	1	90	random	random	ADJ
bracis-19053	1	91	walk	walk	NOUN
bracis-19053	1	92	on	on	ADP
bracis-19053	1	93	stock	stock	NOUN
bracis-19053	1	94	network	network	NOUN
bracis-19053	1	95	download	download	NOUN
bracis-19053	1	96	book	book	PROPN
bracis-19053	1	97	pdf	pdf	PROPN
bracis-19053	1	98	download	download	NOUN
bracis-19053	1	99	book	book	PROPN
bracis-19053	1	100	epub	epub	PROPN
bracis-19053	1	101	washington	washington	PROPN
bracis-19053	1	102	burkart	burkart	PROPN
bracis-19053	1	103	freitas10	freitas10	PROPN
bracis-19053	1	104	&	&	CCONJ
bracis-19053	1	105	joão	joão	PROPN
bracis-19053	1	106	roberto	roberto	PROPN
bracis-19053	1	107	bertini	bertini	PROPN
bracis-19053	1	108	junior10	junior10	PROPN
bracis-19053	1	109	  	  	SPACE
bracis-19053	1	110	part	part	NOUN
bracis-19053	1	111	of	of	ADP
bracis-19053	1	112	the	the	DET
bracis-19053	1	113	book	book	NOUN
bracis-19053	1	114	series	series	NOUN
bracis-19053	1	115	:	:	PUNCT
bracis-19053	1	116	lecture	lecture	NOUN
bracis-19053	1	117	notes	note	NOUN
bracis-19053	1	118	in	in	ADP
bracis-19053	1	119	computer	computer	NOUN
bracis-19053	1	120	science	science	NOUN
bracis-19053	1	121	(	(	PUNCT
bracis-19053	1	122	(	(	PUNCT
bracis-19053	1	123	lnai	lnai	ADJ
bracis-19053	1	124	,	,	PUNCT
bracis-19053	1	125	volume	volume	NOUN
bracis-19053	1	126	13073	13073	NUM
bracis-19053	1	127	)	)	PUNCT
bracis-19053	1	128	)	)	PUNCT
bracis-19053	1	129	included	include	VERB
bracis-19053	1	130	in	in	ADP
bracis-19053	1	131	the	the	DET
bracis-19053	1	132	following	follow	VERB
bracis-19053	1	133	conference	conference	NOUN
bracis-19053	1	134	series	series	NOUN
bracis-19053	1	135	:	:	PUNCT
bracis-19053	1	136	brazilian	brazilian	ADJ
bracis-19053	1	137	conference	conference	NOUN
bracis-19053	1	138	on	on	ADP
bracis-19053	1	139	intelligent	intelligent	ADJ
bracis-19053	1	140	systems	system	NOUN
bracis-19053	1	141	796	796	NUM
bracis-19053	1	142	accesses	access	VERB
bracis-19053	1	143	4	4	NUM
bracis-19053	1	144	citations	citation	NOUN
bracis-19053	1	145	abstract	abstract	ADJ
bracis-19053	1	146	tactical	tactical	ADJ
bracis-19053	1	147	asset	asset	NOUN
bracis-19053	1	148	allocation	allocation	NOUN
bracis-19053	1	149	is	be	AUX
bracis-19053	1	150	an	an	DET
bracis-19053	1	151	essential	essential	ADJ
bracis-19053	1	152	method	method	NOUN
bracis-19053	1	153	for	for	ADP
bracis-19053	1	154	defining	define	VERB
bracis-19053	1	155	a	a	DET
bracis-19053	1	156	profitable	profitable	ADJ
bracis-19053	1	157	portfolio	portfolio	NOUN
bracis-19053	1	158	for	for	ADP
bracis-19053	1	159	a	a	DET
bracis-19053	1	160	given	give	VERB
bracis-19053	1	161	period	period	NOUN
bracis-19053	1	162	.	.	PUNCT
bracis-19053	2	1	an	an	DET
bracis-19053	2	2	analyst	analyst	NOUN
bracis-19053	2	3	usually	usually	ADV
bracis-19053	2	4	creates	create	VERB
bracis-19053	2	5	a	a	DET
bracis-19053	2	6	tactical	tactical	ADJ
bracis-19053	2	7	asset	asset	NOUN
bracis-19053	2	8	portfolio	portfolio	NOUN
bracis-19053	2	9	through	through	ADP
bracis-19053	2	10	technical	technical	ADJ
bracis-19053	2	11	analysis	analysis	NOUN
bracis-19053	2	12	,	,	PUNCT
bracis-19053	2	13	a	a	DET
bracis-19053	2	14	process	process	NOUN
bracis-19053	2	15	subjective	subjective	ADJ
bracis-19053	2	16	to	to	ADP
bracis-19053	2	17	the	the	DET
bracis-19053	2	18	analyst	analyst	NOUN
bracis-19053	2	19	’s	’s	PART
bracis-19053	2	20	knowledge	knowledge	NOUN
bracis-19053	2	21	and	and	CCONJ
bracis-19053	2	22	interpretations	interpretation	NOUN
bracis-19053	2	23	.	.	PUNCT
bracis-19053	3	1	another	another	DET
bracis-19053	3	2	aspect	aspect	NOUN
bracis-19053	3	3	that	that	PRON
bracis-19053	3	4	can	can	AUX
bracis-19053	3	5	directly	directly	ADV
bracis-19053	3	6	influence	influence	VERB
bracis-19053	3	7	the	the	DET
bracis-19053	3	8	quality	quality	NOUN
bracis-19053	3	9	of	of	ADP
bracis-19053	3	10	a	a	DET
bracis-19053	3	11	portfolio	portfolio	NOUN
bracis-19053	3	12	is	be	AUX
bracis-19053	3	13	the	the	DET
bracis-19053	3	14	number	number	NOUN
bracis-19053	3	15	of	of	ADP
bracis-19053	3	16	assets	asset	NOUN
bracis-19053	3	17	considered	consider	VERB
bracis-19053	3	18	for	for	ADP
bracis-19053	3	19	analysis	analysis	NOUN
bracis-19053	3	20	.	.	PUNCT
bracis-19053	4	1	human	human	ADJ
bracis-19053	4	2	analysts	analyst	NOUN
bracis-19053	4	3	tend	tend	VERB
bracis-19053	4	4	to	to	PART
bracis-19053	4	5	focus	focus	VERB
bracis-19053	4	6	on	on	ADP
bracis-19053	4	7	a	a	DET
bracis-19053	4	8	pre	pre	ADJ
bracis-19053	4	9	-	-	ADJ
bracis-19053	4	10	defined	define	VERB
bracis-19053	4	11	group	group	NOUN
bracis-19053	4	12	of	of	ADP
bracis-19053	4	13	assets	asset	NOUN
bracis-19053	4	14	,	,	PUNCT
bracis-19053	4	15	limiting	limit	VERB
bracis-19053	4	16	choices	choice	NOUN
bracis-19053	4	17	,	,	PUNCT
bracis-19053	4	18	and	and	CCONJ
bracis-19053	4	19	,	,	PUNCT
bracis-19053	4	20	consequently	consequently	ADV
bracis-19053	4	21	,	,	PUNCT
bracis-19053	4	22	the	the	DET
bracis-19053	4	23	possibility	possibility	NOUN
bracis-19053	4	24	of	of	ADP
bracis-19053	4	25	better	well	ADJ
bracis-19053	4	26	results	result	NOUN
bracis-19053	4	27	.	.	PUNCT
bracis-19053	5	1	this	this	DET
bracis-19053	5	2	work	work	NOUN
bracis-19053	5	3	proposes	propose	VERB
bracis-19053	5	4	the	the	DET
bracis-19053	5	5	stock	stock	NOUN
bracis-19053	5	6	network	network	NOUN
bracis-19053	5	7	portfolio	portfolio	NOUN
bracis-19053	5	8	allocation	allocation	NOUN
bracis-19053	5	9	(	(	PUNCT
bracis-19053	5	10	snpa	snpa	NOUN
bracis-19053	5	11	)	)	PUNCT
bracis-19053	5	12	algorithm	algorithm	NOUN
bracis-19053	5	13	for	for	ADP
bracis-19053	5	14	the	the	DET
bracis-19053	5	15	automatic	automatic	ADJ
bracis-19053	5	16	recommendation	recommendation	NOUN
bracis-19053	5	17	of	of	ADP
bracis-19053	5	18	a	a	DET
bracis-19053	5	19	stock	stock	NOUN
bracis-19053	5	20	portfolio	portfolio	NOUN
bracis-19053	5	21	,	,	PUNCT
bracis-19053	5	22	aiming	aim	VERB
bracis-19053	5	23	to	to	PART
bracis-19053	5	24	maximize	maximize	VERB
bracis-19053	5	25	profit	profit	NOUN
bracis-19053	5	26	and	and	CCONJ
bracis-19053	5	27	minimize	minimize	VERB
bracis-19053	5	28	risk	risk	NOUN
bracis-19053	5	29	.	.	PUNCT
bracis-19053	6	1	the	the	DET
bracis-19053	6	2	proposed	propose	VERB
bracis-19053	6	3	method	method	NOUN
bracis-19053	6	4	considers	consider	VERB
bracis-19053	6	5	a	a	DET
bracis-19053	6	6	possibly	possibly	ADV
bracis-19053	6	7	large	large	ADJ
bracis-19053	6	8	set	set	NOUN
bracis-19053	6	9	of	of	ADP
bracis-19053	6	10	assets	asset	NOUN
bracis-19053	6	11	represented	represent	VERB
bracis-19053	6	12	as	as	ADP
bracis-19053	6	13	a	a	DET
bracis-19053	6	14	complex	complex	ADJ
bracis-19053	6	15	network	network	NOUN
bracis-19053	6	16	.	.	PUNCT
bracis-19053	7	1	in	in	ADP
bracis-19053	7	2	which	which	PRON
bracis-19053	7	3	the	the	DET
bracis-19053	7	4	nodes	node	NOUN
bracis-19053	7	5	represent	represent	VERB
bracis-19053	7	6	assets	asset	NOUN
bracis-19053	7	7	,	,	PUNCT
bracis-19053	7	8	and	and	CCONJ
bracis-19053	7	9	the	the	DET
bracis-19053	7	10	edges	edge	NOUN
bracis-19053	7	11	stand	stand	VERB
bracis-19053	7	12	for	for	ADP
bracis-19053	7	13	the	the	DET
bracis-19053	7	14	correlation	correlation	NOUN
bracis-19053	7	15	between	between	ADP
bracis-19053	7	16	their	their	PRON
bracis-19053	7	17	returns	return	NOUN
bracis-19053	7	18	.	.	PUNCT
bracis-19053	8	1	portfolio	portfolio	NOUN
bracis-19053	8	2	allocation	allocation	NOUN
bracis-19053	8	3	is	be	AUX
bracis-19053	8	4	done	do	VERB
bracis-19053	8	5	through	through	ADP
bracis-19053	8	6	a	a	DET
bracis-19053	8	7	random	random	ADJ
bracis-19053	8	8	walk	walk	NOUN
bracis-19053	8	9	on	on	ADP
bracis-19053	8	10	the	the	DET
bracis-19053	8	11	stock	stock	NOUN
bracis-19053	8	12	network	network	NOUN
bracis-19053	8	13	,	,	PUNCT
bracis-19053	8	14	selecting	selecting	NOUN
bracis-19053	8	15	,	,	PUNCT
bracis-19053	8	16	in	in	ADP
bracis-19053	8	17	the	the	DET
bracis-19053	8	18	end	end	NOUN
bracis-19053	8	19	,	,	PUNCT
bracis-19053	8	20	the	the	DET
bracis-19053	8	21	most	most	ADV
bracis-19053	8	22	visited	visit	VERB
bracis-19053	8	23	nodes	node	NOUN
bracis-19053	8	24	(	(	PUNCT
bracis-19053	8	25	stocks	stock	NOUN
bracis-19053	8	26	)	)	PUNCT
bracis-19053	8	27	.	.	PUNCT
bracis-19053	9	1	we	we	PRON
bracis-19053	9	2	conducted	conduct	VERB
bracis-19053	9	3	investment	investment	NOUN
bracis-19053	9	4	simulations	simulation	NOUN
bracis-19053	9	5	on	on	ADP
bracis-19053	9	6	brazilian	brazilian	ADJ
bracis-19053	9	7	stocks	stock	NOUN
bracis-19053	9	8	from	from	ADP
bracis-19053	9	9	the	the	DET
bracis-19053	9	10	ibrx100	ibrx100	PROPN
bracis-19053	9	11	index	index	NOUN
bracis-19053	9	12	,	,	PUNCT
bracis-19053	9	13	for	for	ADP
bracis-19053	9	14	24	24	NUM
bracis-19053	9	15	 	 	SPACE
bracis-19053	9	16	month	month	NOUN
bracis-19053	9	17	periods	period	NOUN
bracis-19053	9	18	,	,	PUNCT
bracis-19053	9	19	from	from	ADP
bracis-19053	9	20	jan	jan	PROPN
bracis-19053	9	21	.	.	PROPN
bracis-19053	9	22	2018	2018	NUM
bracis-19053	9	23	to	to	ADP
bracis-19053	9	24	dec	dec	PROPN
bracis-19053	9	25	.	.	PROPN
bracis-19053	9	26	2019	2019	NUM
bracis-19053	9	27	.	.	PUNCT
bracis-19053	10	1	we	we	PRON
bracis-19053	10	2	compare	compare	VERB
bracis-19053	10	3	the	the	DET
bracis-19053	10	4	results	result	NOUN
bracis-19053	10	5	with	with	ADP
bracis-19053	10	6	portfolio	portfolio	NOUN
bracis-19053	10	7	strategies	strategy	NOUN
bracis-19053	10	8	:	:	PUNCT
bracis-19053	10	9	ibovespa	ibovespa	ADJ
bracis-19053	10	10	index	index	NOUN
bracis-19053	10	11	(	(	PUNCT
bracis-19053	10	12	ibov	ibov	NUM
bracis-19053	10	13	)	)	PUNCT
bracis-19053	10	14	,	,	PUNCT
bracis-19053	10	15	classic	classic	ADJ
bracis-19053	10	16	markowitz	markowitz	PROPN
bracis-19053	10	17	’s	’s	PART
bracis-19053	10	18	mean	mean	ADJ
bracis-19053	10	19	-	-	PUNCT
bracis-19053	10	20	variance	variance	NOUN
bracis-19053	10	21	portfolio	portfolio	NOUN
bracis-19053	10	22	(	(	PUNCT
bracis-19053	10	23	mv	mv	PROPN
bracis-19053	10	24	)	)	PUNCT
bracis-19053	10	25	,	,	PUNCT
bracis-19053	10	26	mean	mean	VERB
bracis-19053	10	27	absolute	absolute	ADJ
bracis-19053	10	28	deviation	deviation	NOUN
bracis-19053	10	29	(	(	PUNCT
bracis-19053	10	30	mad	mad	ADJ
bracis-19053	10	31	)	)	PUNCT
bracis-19053	10	32	portfolio	portfolio	NOUN
bracis-19053	10	33	,	,	PUNCT
bracis-19053	10	34	conditional	conditional	ADJ
bracis-19053	10	35	value	value	NOUN
bracis-19053	10	36	at	at	ADP
bracis-19053	10	37	risk	risk	NOUN
bracis-19053	10	38	(	(	PUNCT
bracis-19053	10	39	cvar	cvar	NOUN
bracis-19053	10	40	)	)	PUNCT
bracis-19053	10	41	,	,	PUNCT
bracis-19053	10	42	and	and	CCONJ
bracis-19053	10	43	hierarchical	hierarchical	ADJ
bracis-19053	10	44	risk	risk	NOUN
bracis-19053	10	45	parity	parity	NOUN
bracis-19053	10	46	(	(	PUNCT
bracis-19053	10	47	hrp	hrp	PROPN
bracis-19053	10	48	)	)	PUNCT
bracis-19053	10	49	.	.	PUNCT
bracis-19053	11	1	the	the	DET
bracis-19053	11	2	shape	shape	NOUN
bracis-19053	11	3	ratio	ratio	NOUN
bracis-19053	11	4	(	(	PUNCT
bracis-19053	11	5	sr	sr	PROPN
bracis-19053	11	6	)	)	PUNCT
bracis-19053	11	7	,	,	PUNCT
bracis-19053	11	8	maximum	maximum	ADJ
bracis-19053	11	9	drawdown	drawdown	NOUN
bracis-19053	11	10	(	(	PUNCT
bracis-19053	11	11	mdd	mdd	PROPN
bracis-19053	11	12	)	)	PUNCT
bracis-19053	11	13	,	,	PUNCT
bracis-19053	11	14	and	and	CCONJ
bracis-19053	11	15	cumulated	cumulate	VERB
bracis-19053	11	16	wealth	wealth	NOUN
bracis-19053	11	17	(	(	PUNCT
bracis-19053	11	18	cw	cw	NOUN
bracis-19053	11	19	)	)	PUNCT
bracis-19053	11	20	were	be	AUX
bracis-19053	11	21	used	use	VERB
bracis-19053	11	22	as	as	ADP
bracis-19053	11	23	performance	performance	NOUN
bracis-19053	11	24	metrics	metric	NOUN
bracis-19053	11	25	.	.	PUNCT
bracis-19053	12	1	the	the	DET
bracis-19053	12	2	snpa	snpa	PROPN
bracis-19053	12	3	algorithm	algorithm	PROPN
bracis-19053	12	4	demonstrated	demonstrate	VERB
bracis-19053	12	5	its	its	PRON
bracis-19053	12	6	effectiveness	effectiveness	NOUN
bracis-19053	12	7	,	,	PUNCT
bracis-19053	12	8	presenting	present	VERB
bracis-19053	12	9	a	a	DET
bracis-19053	12	10	cw	cw	NOUN
bracis-19053	12	11	of	of	ADP
bracis-19053	12	12	236.3	236.3	NUM
bracis-19053	12	13	%	%	NOUN
bracis-19053	12	14	,	,	PUNCT
bracis-19053	12	15	being	be	AUX
bracis-19053	12	16	203.5	203.5	NUM
bracis-19053	12	17	%	%	NOUN
bracis-19053	12	18	above	above	ADP
bracis-19053	12	19	mv	mv	PROPN
bracis-19053	12	20	portfolio	portfolio	NOUN
bracis-19053	12	21	;	;	PUNCT
bracis-19053	12	22	181.7	181.7	NUM
bracis-19053	12	23	%	%	NOUN
bracis-19053	12	24	above	above	ADP
bracis-19053	12	25	cvar	cvar	NOUN
bracis-19053	12	26	portfolio	portfolio	NOUN
bracis-19053	12	27	;	;	PUNCT
bracis-19053	12	28	175.6	175.6	NUM
bracis-19053	12	29	%	%	NOUN
bracis-19053	12	30	above	above	ADP
bracis-19053	12	31	mad	mad	ADJ
bracis-19053	12	32	portfolio	portfolio	NOUN
bracis-19053	12	33	,	,	PUNCT
bracis-19053	12	34	184.6	184.6	NUM
bracis-19053	12	35	%	%	NOUN
bracis-19053	12	36	above	above	ADP
bracis-19053	12	37	ibov	ibov	NUM
bracis-19053	12	38	index	index	NOUN
bracis-19053	12	39	,	,	PUNCT
bracis-19053	12	40	and	and	CCONJ
bracis-19053	12	41	165.1	165.1	NUM
bracis-19053	12	42	%	%	NOUN
bracis-19053	12	43	above	above	ADP
bracis-19053	12	44	hrp	hrp	PROPN
bracis-19053	12	45	.	.	PUNCT
bracis-19053	13	1	snpa	snpa	PROPN
bracis-19053	13	2	also	also	ADV
bracis-19053	13	3	surpassed	surpass	VERB
bracis-19053	13	4	the	the	DET
bracis-19053	13	5	benchmarks	benchmark	NOUN
bracis-19053	13	6	considering	consider	VERB
bracis-19053	13	7	the	the	DET
bracis-19053	13	8	performance	performance	NOUN
bracis-19053	13	9	metrics	metric	NOUN
bracis-19053	13	10	sr	sr	PROPN
bracis-19053	13	11	and	and	CCONJ
bracis-19053	13	12	mdd	mdd	PROPN
bracis-19053	13	13	,	,	PUNCT
bracis-19053	13	14	with	with	ADP
bracis-19053	13	15	values	value	NOUN
bracis-19053	13	16	0.67	0.67	NUM
bracis-19053	13	17	and	and	CCONJ
bracis-19053	13	18	−1.37	−1.37	NOUN
bracis-19053	13	19	respectively	respectively	ADV
bracis-19053	13	20	,	,	PUNCT
bracis-19053	13	21	the	the	DET
bracis-19053	13	22	best	good	ADJ
bracis-19053	13	23	results	result	NOUN
bracis-19053	13	24	among	among	ADP
bracis-19053	13	25	the	the	DET
bracis-19053	13	26	benchmarks	benchmark	NOUN
bracis-19053	13	27	were	be	AUX
bracis-19053	13	28	observed	observe	VERB
bracis-19053	13	29	by	by	ADP
bracis-19053	13	30	the	the	DET
bracis-19053	13	31	hrp	hrp	PROPN
bracis-19053	13	32	strategy	strategy	NOUN
bracis-19053	13	33	,	,	PUNCT
bracis-19053	13	34	with	with	ADP
bracis-19053	13	35	0.48	0.48	NUM
bracis-19053	13	36	in	in	ADP
bracis-19053	13	37	sr	sr	PROPN
bracis-19053	13	38	index	index	NOUN
bracis-19053	13	39	,	,	PUNCT
bracis-19053	13	40	and	and	CCONJ
bracis-19053	13	41	mv	mv	X
bracis-19053	13	42	with	with	ADP
bracis-19053	13	43	−1.39	−1.39	PROPN
bracis-19053	13	44	in	in	ADP
bracis-19053	13	45	mdd	mdd	PROPN
bracis-19053	13	46	index	index	PROPN
bracis-19053	13	47	.	.	PUNCT
bracis-19053	14	1	access	access	NOUN
bracis-19053	14	2	provided	provide	VERB
bracis-19053	14	3	by	by	ADP
bracis-19053	14	4	university	university	PROPN
bracis-19053	14	5	of	of	ADP
bracis-19053	14	6	notre	notre	PROPN
bracis-19053	14	7	dame	dame	PROPN
bracis-19053	14	8	hesburgh	hesburgh	PROPN
bracis-19053	14	9	library	library	PROPN
bracis-19053	14	10	.	.	PUNCT
bracis-19053	15	1	download	download	PROPN
bracis-19053	15	2	conference	conference	NOUN
bracis-19053	15	3	paper	paper	NOUN
bracis-19053	15	4	pdf	pdf	NOUN
bracis-19053	15	5	similar	similar	ADJ
bracis-19053	15	6	content	content	NOUN
bracis-19053	15	7	being	be	AUX
bracis-19053	15	8	viewed	view	VERB
bracis-19053	15	9	by	by	ADP
bracis-19053	15	10	others	other	NOUN
bracis-19053	15	11	enhanced	enhance	VERB
bracis-19053	15	12	securities	security	NOUN
bracis-19053	15	13	investment	investment	NOUN
bracis-19053	15	14	strategy	strategy	NOUN
bracis-19053	15	15	using	use	VERB
bracis-19053	15	16	issa	issa	ADJ
bracis-19053	15	17	–	–	PUNCT
bracis-19053	15	18	svm	svm	PROPN
bracis-19053	15	19	:	:	PUNCT
bracis-19053	15	20	a	a	DET
bracis-19053	15	21	hybrid	hybrid	ADJ
bracis-19053	15	22	model	model	NOUN
bracis-19053	15	23	combining	combine	VERB
bracis-19053	15	24	adaptive	adaptive	ADJ
bracis-19053	15	25	moving	move	VERB
bracis-19053	15	26	average	average	ADJ
bracis-19053	15	27	,	,	PUNCT
bracis-19053	15	28	support	support	NOUN
bracis-19053	15	29	vector	vector	NOUN
bracis-19053	15	30	machine	machine	NOUN
bracis-19053	15	31	,	,	PUNCT
bracis-19053	15	32	and	and	CCONJ
bracis-19053	15	33	multi	multi	ADJ
bracis-19053	15	34	-	-	ADJ
bracis-19053	15	35	strategy	strategy	ADJ
bracis-19053	15	36	sparrow	sparrow	NOUN
bracis-19053	15	37	search	search	NOUN
bracis-19053	15	38	algorithm	algorithm	NOUN
bracis-19053	15	39	for	for	ADP
bracis-19053	15	40	improved	improved	ADJ
bracis-19053	15	41	trend	trend	NOUN
bracis-19053	15	42	tracking	tracking	NOUN
bracis-19053	15	43	and	and	CCONJ
bracis-19053	15	44	risk	risk	NOUN
bracis-19053	15	45	adjustment	adjustment	NOUN
bracis-19053	15	46	article	article	NOUN
bracis-19053	15	47	open	open	ADJ
bracis-19053	15	48	access	access	NOUN
bracis-19053	15	49	24	24	NUM
bracis-19053	15	50	may	may	AUX
bracis-19053	15	51	2025	2025	NUM
bracis-19053	15	52	search	search	VERB
bracis-19053	15	53	for	for	ADP
bracis-19053	15	54	the	the	DET
bracis-19053	15	55	optimal	optimal	ADJ
bracis-19053	15	56	investor	investor	NOUN
bracis-19053	15	57	's	's	PART
bracis-19053	15	58	portfolio	portfolio	NOUN
bracis-19053	15	59	using	use	VERB
bracis-19053	15	60	spark	spark	NOUN
bracis-19053	15	61	apache	apache	NOUN
bracis-19053	15	62	chapter	chapter	NOUN
bracis-19053	15	63	©	©	PROPN
bracis-19053	15	64	2022	2022	NUM
bracis-19053	15	65	portfolio	portfolio	NOUN
bracis-19053	15	66	rebalancing	rebalancing	NOUN
bracis-19053	15	67	model	model	NOUN
bracis-19053	15	68	utilizing	utilize	VERB
bracis-19053	15	69	support	support	NOUN
bracis-19053	15	70	vector	vector	NOUN
bracis-19053	15	71	machine	machine	NOUN
bracis-19053	15	72	for	for	ADP
bracis-19053	15	73	optimal	optimal	ADJ
bracis-19053	15	74	asset	asset	NOUN
bracis-19053	15	75	allocation	allocation	NOUN
bracis-19053	15	76	article	article	NOUN
bracis-19053	15	77	16	16	NUM
bracis-19053	15	78	march	march	PROPN
bracis-19053	15	79	2024	2024	NUM
bracis-19053	15	80	explore	explore	VERB
bracis-19053	15	81	related	relate	VERB
bracis-19053	15	82	subjects	subject	NOUN
bracis-19053	15	83	discover	discover	VERB
bracis-19053	15	84	the	the	DET
bracis-19053	15	85	latest	late	ADJ
bracis-19053	15	86	articles	article	NOUN
bracis-19053	15	87	,	,	PUNCT
bracis-19053	15	88	books	book	NOUN
bracis-19053	15	89	and	and	CCONJ
bracis-19053	15	90	news	news	NOUN
bracis-19053	15	91	in	in	ADP
bracis-19053	15	92	related	related	ADJ
bracis-19053	15	93	subjects	subject	NOUN
bracis-19053	15	94	,	,	PUNCT
bracis-19053	15	95	suggested	suggest	VERB
bracis-19053	15	96	using	use	VERB
bracis-19053	15	97	machine	machine	NOUN
bracis-19053	15	98	learning	learning	NOUN
bracis-19053	15	99	.	.	PUNCT
bracis-19053	16	1	mathematical	mathematical	ADJ
bracis-19053	16	2	finance	finance	NOUN
bracis-19053	16	3	quantitative	quantitative	ADJ
bracis-19053	16	4	finance	finance	NOUN
bracis-19053	16	5	statistical	statistical	ADJ
bracis-19053	16	6	finance	finance	NOUN
bracis-19053	16	7	stochastic	stochastic	NOUN
bracis-19053	16	8	analysis	analysis	NOUN
bracis-19053	16	9	stochastic	stochastic	ADJ
bracis-19053	16	10	networks	network	NOUN
bracis-19053	16	11	drug	drug	NOUN
bracis-19053	16	12	portfolio	portfolio	NOUN
bracis-19053	16	13	management	management	NOUN
bracis-19053	16	14	1	1	NUM
bracis-19053	16	15	introduction	introduction	NOUN
bracis-19053	16	16	portfolio	portfolio	NOUN
bracis-19053	16	17	management	management	NOUN
bracis-19053	16	18	is	be	AUX
bracis-19053	16	19	one	one	NUM
bracis-19053	16	20	of	of	ADP
bracis-19053	16	21	the	the	DET
bracis-19053	16	22	major	major	ADJ
bracis-19053	16	23	problems	problem	NOUN
bracis-19053	16	24	in	in	ADP
bracis-19053	16	25	 	 	SPACE
bracis-19053	16	26	today	today	NOUN
bracis-19053	16	27	’s	’s	PART
bracis-19053	16	28	competitive	competitive	ADJ
bracis-19053	16	29	financial	financial	ADJ
bracis-19053	16	30	environment	environment	NOUN
bracis-19053	16	31	[	[	X
bracis-19053	16	32	4	4	NUM
bracis-19053	16	33	,	,	PUNCT
bracis-19053	16	34	16	16	NUM
bracis-19053	16	35	]	]	PUNCT
bracis-19053	16	36	.	.	PUNCT
bracis-19053	17	1	due	due	ADP
bracis-19053	17	2	to	to	ADP
bracis-19053	17	3	stock	stock	NOUN
bracis-19053	17	4	market	market	NOUN
bracis-19053	17	5	volatility	volatility	NOUN
bracis-19053	17	6	as	as	ADV
bracis-19053	17	7	well	well	ADV
bracis-19053	17	8	as	as	ADP
bracis-19053	17	9	diverse	diverse	ADJ
bracis-19053	17	10	factors	factor	NOUN
bracis-19053	17	11	related	relate	VERB
bracis-19053	17	12	to	to	ADP
bracis-19053	17	13	human	human	ADJ
bracis-19053	17	14	,	,	PUNCT
bracis-19053	17	15	political	political	ADJ
bracis-19053	17	16	,	,	PUNCT
bracis-19053	17	17	and	and	CCONJ
bracis-19053	17	18	economic	economic	ADJ
bracis-19053	17	19	behavior	behavior	NOUN
bracis-19053	17	20	,	,	PUNCT
bracis-19053	17	21	creating	create	VERB
bracis-19053	17	22	and	and	CCONJ
bracis-19053	17	23	managing	manage	VERB
bracis-19053	17	24	portfolios	portfolio	NOUN
bracis-19053	17	25	successfully	successfully	ADV
bracis-19053	17	26	becomes	become	VERB
bracis-19053	17	27	an	an	DET
bracis-19053	17	28	increasingly	increasingly	ADV
bracis-19053	17	29	challenging	challenging	ADJ
bracis-19053	17	30	practice	practice	NOUN
bracis-19053	17	31	.	.	PUNCT
bracis-19053	18	1	since	since	SCONJ
bracis-19053	18	2	the	the	DET
bracis-19053	18	3	precursor	precursor	NOUN
bracis-19053	18	4	works	work	NOUN
bracis-19053	18	5	of	of	ADP
bracis-19053	18	6	markowitz	markowitz	PROPN
bracis-19053	18	7	[	[	X
bracis-19053	18	8	13	13	NUM
bracis-19053	18	9	,	,	PUNCT
bracis-19053	18	10	14	14	NUM
bracis-19053	18	11	]	]	PUNCT
bracis-19053	18	12	referring	refer	VERB
bracis-19053	18	13	to	to	ADP
bracis-19053	18	14	portfolio	portfolio	NOUN
bracis-19053	18	15	selection	selection	NOUN
bracis-19053	18	16	and	and	CCONJ
bracis-19053	18	17	modern	modern	ADJ
bracis-19053	18	18	portfolio	portfolio	NOUN
bracis-19053	18	19	theory	theory	NOUN
bracis-19053	18	20	,	,	PUNCT
bracis-19053	18	21	many	many	ADJ
bracis-19053	18	22	researchers	researcher	NOUN
bracis-19053	18	23	have	have	AUX
bracis-19053	18	24	been	be	AUX
bracis-19053	18	25	striving	strive	VERB
bracis-19053	18	26	to	to	PART
bracis-19053	18	27	find	find	VERB
bracis-19053	18	28	an	an	DET
bracis-19053	18	29	ideal	ideal	ADJ
bracis-19053	18	30	solution	solution	NOUN
bracis-19053	18	31	to	to	PART
bracis-19053	18	32	create	create	VERB
bracis-19053	18	33	an	an	DET
bracis-19053	18	34	efficient	efficient	ADJ
bracis-19053	18	35	asset	asset	NOUN
bracis-19053	18	36	portfolio	portfolio	NOUN
bracis-19053	18	37	that	that	PRON
bracis-19053	18	38	maximizes	maximize	VERB
bracis-19053	18	39	return	return	VERB
bracis-19053	18	40	and	and	CCONJ
bracis-19053	18	41	minimizes	minimizes	ADJ
bracis-19053	18	42	risks	risk	NOUN
bracis-19053	18	43	.	.	PUNCT
bracis-19053	19	1	to	to	PART
bracis-19053	19	2	cope	cope	VERB
bracis-19053	19	3	with	with	ADP
bracis-19053	19	4	market	market	NOUN
bracis-19053	19	5	instability	instability	NOUN
bracis-19053	19	6	,	,	PUNCT
bracis-19053	19	7	researchers	researcher	NOUN
bracis-19053	19	8	use	use	VERB
bracis-19053	19	9	different	different	ADJ
bracis-19053	19	10	methods	method	NOUN
bracis-19053	19	11	such	such	ADJ
bracis-19053	19	12	as	as	ADP
bracis-19053	19	13	modeling	model	VERB
bracis-19053	19	14	the	the	DET
bracis-19053	19	15	correlation	correlation	NOUN
bracis-19053	19	16	between	between	ADP
bracis-19053	19	17	asset	asset	NOUN
bracis-19053	19	18	pricing	pricing	NOUN
bracis-19053	19	19	,	,	PUNCT
bracis-19053	19	20	listening	listen	VERB
bracis-19053	19	21	to	to	ADP
bracis-19053	19	22	human	human	ADJ
bracis-19053	19	23	interactions	interaction	NOUN
bracis-19053	19	24	in	in	ADP
bracis-19053	19	25	specialized	specialized	ADJ
bracis-19053	19	26	forums	forum	NOUN
bracis-19053	19	27	,	,	PUNCT
bracis-19053	19	28	clustering	cluster	VERB
bracis-19053	19	29	assets	asset	NOUN
bracis-19053	19	30	according	accord	VERB
bracis-19053	19	31	to	to	ADP
bracis-19053	19	32	their	their	PRON
bracis-19053	19	33	performance	performance	NOUN
bracis-19053	19	34	and	and	CCONJ
bracis-19053	19	35	,	,	PUNCT
bracis-19053	19	36	analyzing	analyze	VERB
bracis-19053	19	37	machine	machine	NOUN
bracis-19053	19	38	learning	learning	NOUN
bracis-19053	19	39	predictions	prediction	NOUN
bracis-19053	19	40	[	[	X
bracis-19053	19	41	2	2	NUM
bracis-19053	19	42	,	,	PUNCT
bracis-19053	19	43	11	11	NUM
bracis-19053	19	44	]	]	PUNCT
bracis-19053	19	45	.	.	PUNCT
bracis-19053	20	1	among	among	ADP
bracis-19053	20	2	the	the	DET
bracis-19053	20	3	portfolio	portfolio	NOUN
bracis-19053	20	4	allocation	allocation	NOUN
bracis-19053	20	5	methods	method	NOUN
bracis-19053	20	6	,	,	PUNCT
bracis-19053	20	7	tactical	tactical	ADJ
bracis-19053	20	8	asset	asset	NOUN
bracis-19053	20	9	allocation	allocation	NOUN
bracis-19053	20	10	(	(	PUNCT
bracis-19053	20	11	taa	taa	X
bracis-19053	20	12	)	)	PUNCT
bracis-19053	20	13	is	be	AUX
bracis-19053	20	14	an	an	DET
bracis-19053	20	15	asset	asset	NOUN
bracis-19053	20	16	management	management	NOUN
bracis-19053	20	17	investment	investment	NOUN
bracis-19053	20	18	method	method	NOUN
bracis-19053	20	19	that	that	PRON
bracis-19053	20	20	consists	consist	VERB
bracis-19053	20	21	of	of	ADP
bracis-19053	20	22	readjusting	readjust	VERB
bracis-19053	20	23	the	the	DET
bracis-19053	20	24	proportions	proportion	NOUN
bracis-19053	20	25	of	of	ADP
bracis-19053	20	26	each	each	DET
bracis-19053	20	27	category	category	NOUN
bracis-19053	20	28	of	of	ADP
bracis-19053	20	29	assets	asset	NOUN
bracis-19053	20	30	,	,	PUNCT
bracis-19053	20	31	based	base	VERB
bracis-19053	20	32	on	on	ADP
bracis-19053	20	33	a	a	DET
bracis-19053	20	34	signal	signal	NOUN
bracis-19053	20	35	that	that	PRON
bracis-19053	20	36	indicates	indicate	VERB
bracis-19053	20	37	which	which	DET
bracis-19053	20	38	asset	asset	NOUN
bracis-19053	20	39	class	class	NOUN
bracis-19053	20	40	will	will	AUX
bracis-19053	20	41	perform	perform	VERB
bracis-19053	20	42	best	good	ADJ
bracis-19053	20	43	in	in	ADP
bracis-19053	20	44	the	the	DET
bracis-19053	20	45	upcoming	upcoming	ADJ
bracis-19053	20	46	period	period	NOUN
bracis-19053	20	47	[	[	X
bracis-19053	20	48	1	1	NUM
bracis-19053	20	49	]	]	PUNCT
bracis-19053	20	50	.	.	PUNCT
bracis-19053	21	1	particularly	particularly	ADV
bracis-19053	21	2	,	,	PUNCT
bracis-19053	21	3	systematic	systematic	ADJ
bracis-19053	21	4	taa	taa	ADJ
bracis-19053	21	5	strategies	strategy	NOUN
bracis-19053	21	6	involve	involve	VERB
bracis-19053	21	7	a	a	DET
bracis-19053	21	8	quantitative	quantitative	ADJ
bracis-19053	21	9	,	,	PUNCT
bracis-19053	21	10	data	data	NOUN
bracis-19053	21	11	-	-	PUNCT
bracis-19053	21	12	driven	drive	VERB
bracis-19053	21	13	investment	investment	NOUN
bracis-19053	21	14	model	model	NOUN
bracis-19053	21	15	to	to	PART
bracis-19053	21	16	identify	identify	VERB
bracis-19053	21	17	trends	trend	NOUN
bracis-19053	21	18	and	and	CCONJ
bracis-19053	21	19	perform	perform	VERB
bracis-19053	21	20	forecasts	forecast	NOUN
bracis-19053	21	21	to	to	PART
bracis-19053	21	22	aid	aid	VERB
bracis-19053	21	23	portfolio	portfolio	NOUN
bracis-19053	21	24	management	management	NOUN
bracis-19053	21	25	.	.	PUNCT
bracis-19053	22	1	one	one	NUM
bracis-19053	22	2	aspect	aspect	NOUN
bracis-19053	22	3	that	that	PRON
bracis-19053	22	4	can	can	AUX
bracis-19053	22	5	directly	directly	ADV
bracis-19053	22	6	influence	influence	VERB
bracis-19053	22	7	the	the	DET
bracis-19053	22	8	quality	quality	NOUN
bracis-19053	22	9	of	of	ADP
bracis-19053	22	10	a	a	DET
bracis-19053	22	11	portfolio	portfolio	NOUN
bracis-19053	22	12	is	be	AUX
bracis-19053	22	13	the	the	DET
bracis-19053	22	14	number	number	NOUN
bracis-19053	22	15	of	of	ADP
bracis-19053	22	16	assets	asset	NOUN
bracis-19053	22	17	considered	consider	VERB
bracis-19053	22	18	for	for	ADP
bracis-19053	22	19	analysis	analysis	NOUN
bracis-19053	22	20	.	.	PUNCT
bracis-19053	23	1	human	human	ADJ
bracis-19053	23	2	analysts	analyst	NOUN
bracis-19053	23	3	tend	tend	VERB
bracis-19053	23	4	to	to	PART
bracis-19053	23	5	focus	focus	VERB
bracis-19053	23	6	on	on	ADP
bracis-19053	23	7	a	a	DET
bracis-19053	23	8	pre	pre	ADJ
bracis-19053	23	9	-	-	ADJ
bracis-19053	23	10	defined	define	VERB
bracis-19053	23	11	group	group	NOUN
bracis-19053	23	12	of	of	ADP
bracis-19053	23	13	assets	asset	NOUN
bracis-19053	23	14	,	,	PUNCT
bracis-19053	23	15	limiting	limit	VERB
bracis-19053	23	16	choices	choice	NOUN
bracis-19053	23	17	,	,	PUNCT
bracis-19053	23	18	and	and	CCONJ
bracis-19053	23	19	,	,	PUNCT
bracis-19053	23	20	consequently	consequently	ADV
bracis-19053	23	21	,	,	PUNCT
bracis-19053	23	22	the	the	DET
bracis-19053	23	23	possibility	possibility	NOUN
bracis-19053	23	24	of	of	ADP
bracis-19053	23	25	better	well	ADJ
bracis-19053	23	26	results	result	NOUN
bracis-19053	23	27	.	.	PUNCT
bracis-19053	24	1	while	while	SCONJ
bracis-19053	24	2	most	most	ADJ
bracis-19053	24	3	automated	automate	VERB
bracis-19053	24	4	portfolio	portfolio	NOUN
bracis-19053	24	5	management	management	NOUN
bracis-19053	24	6	systems	system	NOUN
bracis-19053	24	7	may	may	AUX
bracis-19053	24	8	exhibit	exhibit	VERB
bracis-19053	24	9	prohibitive	prohibitive	ADJ
bracis-19053	24	10	computational	computational	ADJ
bracis-19053	24	11	costs	cost	NOUN
bracis-19053	24	12	associated	associate	VERB
bracis-19053	24	13	with	with	ADP
bracis-19053	24	14	optimization	optimization	NOUN
bracis-19053	24	15	procedures	procedure	NOUN
bracis-19053	24	16	when	when	SCONJ
bracis-19053	24	17	dealing	deal	VERB
bracis-19053	24	18	with	with	ADP
bracis-19053	24	19	a	a	DET
bracis-19053	24	20	large	large	ADJ
bracis-19053	24	21	set	set	NOUN
bracis-19053	24	22	of	of	ADP
bracis-19053	24	23	assets	asset	NOUN
bracis-19053	24	24	[	[	X
bracis-19053	24	25	18	18	NUM
bracis-19053	24	26	]	]	PUNCT
bracis-19053	24	27	.	.	PUNCT
bracis-19053	25	1	in	in	ADP
bracis-19053	25	2	this	this	DET
bracis-19053	25	3	paper	paper	NOUN
bracis-19053	25	4	,	,	PUNCT
bracis-19053	25	5	we	we	PRON
bracis-19053	25	6	propose	propose	VERB
bracis-19053	25	7	the	the	DET
bracis-19053	25	8	stock	stock	NOUN
bracis-19053	25	9	network	network	NOUN
bracis-19053	25	10	portfolio	portfolio	NOUN
bracis-19053	25	11	allocation	allocation	NOUN
bracis-19053	25	12	(	(	PUNCT
bracis-19053	25	13	snpa	snpa	NOUN
bracis-19053	25	14	)	)	PUNCT
bracis-19053	25	15	algorithm	algorithm	NOUN
bracis-19053	25	16	for	for	ADP
bracis-19053	25	17	the	the	DET
bracis-19053	25	18	automatic	automatic	ADJ
bracis-19053	25	19	recommendation	recommendation	NOUN
bracis-19053	25	20	of	of	ADP
bracis-19053	25	21	a	a	DET
bracis-19053	25	22	stock	stock	NOUN
bracis-19053	25	23	portfolio	portfolio	NOUN
bracis-19053	25	24	,	,	PUNCT
bracis-19053	25	25	aiming	aim	VERB
bracis-19053	25	26	to	to	PART
bracis-19053	25	27	maximize	maximize	VERB
bracis-19053	25	28	profit	profit	NOUN
bracis-19053	25	29	and	and	CCONJ
bracis-19053	25	30	minimize	minimize	VERB
bracis-19053	25	31	risk	risk	NOUN
bracis-19053	25	32	.	.	PUNCT
bracis-19053	26	1	the	the	DET
bracis-19053	26	2	motivation	motivation	NOUN
bracis-19053	26	3	for	for	ADP
bracis-19053	26	4	this	this	DET
bracis-19053	26	5	study	study	NOUN
bracis-19053	26	6	is	be	AUX
bracis-19053	26	7	to	to	PART
bracis-19053	26	8	efficiently	efficiently	ADV
bracis-19053	26	9	cover	cover	VERB
bracis-19053	26	10	a	a	DET
bracis-19053	26	11	large	large	ADJ
bracis-19053	26	12	number	number	NOUN
bracis-19053	26	13	of	of	ADP
bracis-19053	26	14	assets	asset	NOUN
bracis-19053	26	15	by	by	ADP
bracis-19053	26	16	modeling	model	VERB
bracis-19053	26	17	them	they	PRON
bracis-19053	26	18	as	as	ADP
bracis-19053	26	19	a	a	DET
bracis-19053	26	20	complex	complex	ADJ
bracis-19053	26	21	network	network	NOUN
bracis-19053	26	22	.	.	PUNCT
bracis-19053	27	1	in	in	ADP
bracis-19053	27	2	this	this	DET
bracis-19053	27	3	network	network	NOUN
bracis-19053	27	4	,	,	PUNCT
bracis-19053	27	5	each	each	DET
bracis-19053	27	6	node	node	NOUN
bracis-19053	27	7	represents	represent	VERB
bracis-19053	27	8	an	an	DET
bracis-19053	27	9	asset	asset	NOUN
bracis-19053	27	10	,	,	PUNCT
bracis-19053	27	11	and	and	CCONJ
bracis-19053	27	12	edges	edge	NOUN
bracis-19053	27	13	are	be	AUX
bracis-19053	27	14	established	establish	VERB
bracis-19053	27	15	according	accord	VERB
bracis-19053	27	16	to	to	ADP
bracis-19053	27	17	the	the	DET
bracis-19053	27	18	correlation	correlation	NOUN
bracis-19053	27	19	between	between	ADP
bracis-19053	27	20	their	their	PRON
bracis-19053	27	21	returns	return	NOUN
bracis-19053	27	22	.	.	PUNCT
bracis-19053	28	1	portfolio	portfolio	NOUN
bracis-19053	28	2	selection	selection	NOUN
bracis-19053	28	3	is	be	AUX
bracis-19053	28	4	then	then	ADV
bracis-19053	28	5	made	make	VERB
bracis-19053	28	6	through	through	ADP
bracis-19053	28	7	a	a	DET
bracis-19053	28	8	random	random	ADJ
bracis-19053	28	9	walk	walk	NOUN
bracis-19053	28	10	on	on	ADP
bracis-19053	28	11	the	the	DET
bracis-19053	28	12	network	network	NOUN
bracis-19053	28	13	,	,	PUNCT
bracis-19053	28	14	selecting	selecting	NOUN
bracis-19053	28	15	,	,	PUNCT
bracis-19053	28	16	in	in	ADP
bracis-19053	28	17	the	the	DET
bracis-19053	28	18	end	end	NOUN
bracis-19053	28	19	,	,	PUNCT
bracis-19053	28	20	the	the	DET
bracis-19053	28	21	most	most	ADV
bracis-19053	28	22	visited	visit	VERB
bracis-19053	28	23	assets	asset	NOUN
bracis-19053	28	24	.	.	PUNCT
bracis-19053	29	1	investment	investment	NOUN
bracis-19053	29	2	simulations	simulation	NOUN
bracis-19053	29	3	have	have	AUX
bracis-19053	29	4	shown	show	VERB
bracis-19053	29	5	a	a	DET
bracis-19053	29	6	return	return	NOUN
bracis-19053	29	7	higher	high	ADJ
bracis-19053	29	8	than	than	ADP
bracis-19053	29	9	the	the	DET
bracis-19053	29	10	benchmarks	benchmark	NOUN
bracis-19053	29	11	:	:	PUNCT
bracis-19053	29	12	the	the	DET
bracis-19053	29	13	ibovespa	ibovespa	ADJ
bracis-19053	29	14	,	,	PUNCT
bracis-19053	29	15	classic	classic	ADJ
bracis-19053	29	16	markowitz	markowitz	PROPN
bracis-19053	29	17	’s	’s	PART
bracis-19053	29	18	mean	mean	ADJ
bracis-19053	29	19	-	-	PUNCT
bracis-19053	29	20	variance	variance	NOUN
bracis-19053	29	21	portfolio	portfolio	NOUN
bracis-19053	29	22	(	(	PUNCT
bracis-19053	29	23	mv	mv	PROPN
bracis-19053	29	24	)	)	PUNCT
bracis-19053	29	25	,	,	PUNCT
bracis-19053	29	26	mean	mean	VERB
bracis-19053	29	27	absolute	absolute	ADJ
bracis-19053	29	28	deviation	deviation	NOUN
bracis-19053	29	29	(	(	PUNCT
bracis-19053	29	30	mad	mad	ADJ
bracis-19053	29	31	)	)	PUNCT
bracis-19053	29	32	portfolio	portfolio	NOUN
bracis-19053	29	33	,	,	PUNCT
bracis-19053	29	34	conditional	conditional	ADJ
bracis-19053	29	35	value	value	NOUN
bracis-19053	29	36	at	at	ADP
bracis-19053	29	37	risk	risk	NOUN
bracis-19053	29	38	(	(	PUNCT
bracis-19053	29	39	cvar	cvar	NOUN
bracis-19053	29	40	)	)	PUNCT
bracis-19053	29	41	portfolio	portfolio	NOUN
bracis-19053	29	42	,	,	PUNCT
bracis-19053	29	43	and	and	CCONJ
bracis-19053	29	44	hierarchical	hierarchical	ADJ
bracis-19053	29	45	risk	risk	NOUN
bracis-19053	29	46	parity	parity	NOUN
bracis-19053	29	47	(	(	PUNCT
bracis-19053	29	48	hrp	hrp	PROPN
bracis-19053	29	49	)	)	PUNCT
bracis-19053	29	50	.	.	PUNCT
bracis-19053	30	1	the	the	DET
bracis-19053	30	2	remainder	remainder	NOUN
bracis-19053	30	3	of	of	ADP
bracis-19053	30	4	this	this	DET
bracis-19053	30	5	paper	paper	NOUN
bracis-19053	30	6	is	be	AUX
bracis-19053	30	7	organized	organize	VERB
bracis-19053	30	8	as	as	SCONJ
bracis-19053	30	9	follows	follow	VERB
bracis-19053	30	10	.	.	PUNCT
bracis-19053	31	1	in	in	ADP
bracis-19053	31	2	sect	sect	NOUN
bracis-19053	31	3	.	.	PUNCT
bracis-19053	31	4	 	 	SPACE
bracis-19053	31	5	2	2	NUM
bracis-19053	31	6	,	,	PUNCT
bracis-19053	31	7	we	we	PRON
bracis-19053	31	8	present	present	VERB
bracis-19053	31	9	a	a	DET
bracis-19053	31	10	literature	literature	NOUN
bracis-19053	31	11	review	review	NOUN
bracis-19053	31	12	on	on	ADP
bracis-19053	31	13	some	some	DET
bracis-19053	31	14	topics	topic	NOUN
bracis-19053	31	15	related	relate	VERB
bracis-19053	31	16	to	to	ADP
bracis-19053	31	17	this	this	DET
bracis-19053	31	18	work	work	NOUN
bracis-19053	31	19	as	as	ADP
bracis-19053	31	20	methods	method	NOUN
bracis-19053	31	21	for	for	ADP
bracis-19053	31	22	tactical	tactical	ADJ
bracis-19053	31	23	asset	asset	NOUN
bracis-19053	31	24	allocation	allocation	NOUN
bracis-19053	31	25	,	,	PUNCT
bracis-19053	31	26	stock	stock	NOUN
bracis-19053	31	27	correlation	correlation	NOUN
bracis-19053	31	28	analyzes	analyze	VERB
bracis-19053	31	29	,	,	PUNCT
bracis-19053	31	30	and	and	CCONJ
bracis-19053	31	31	stock	stock	NOUN
bracis-19053	31	32	networks	network	NOUN
bracis-19053	31	33	.	.	PUNCT
bracis-19053	32	1	in	in	ADP
bracis-19053	32	2	sect	sect	NOUN
bracis-19053	32	3	.	.	PUNCT
bracis-19053	32	4	 	 	SPACE
bracis-19053	32	5	3	3	NUM
bracis-19053	32	6	,	,	PUNCT
bracis-19053	32	7	we	we	PRON
bracis-19053	32	8	detail	detail	VERB
bracis-19053	32	9	the	the	DET
bracis-19053	32	10	snpa	snpa	NOUN
bracis-19053	32	11	algorithm	algorithm	NOUN
bracis-19053	32	12	.	.	PUNCT
bracis-19053	33	1	in	in	ADP
bracis-19053	33	2	sect	sect	NOUN
bracis-19053	33	3	.	.	PUNCT
bracis-19053	33	4	 	 	SPACE
bracis-19053	33	5	4	4	NUM
bracis-19053	33	6	,	,	PUNCT
bracis-19053	33	7	we	we	PRON
bracis-19053	33	8	conduct	conduct	VERB
bracis-19053	33	9	some	some	DET
bracis-19053	33	10	analysis	analysis	NOUN
bracis-19053	33	11	with	with	ADP
bracis-19053	33	12	the	the	DET
bracis-19053	33	13	hyperparameters	hyperparameter	NOUN
bracis-19053	33	14	of	of	ADP
bracis-19053	33	15	the	the	DET
bracis-19053	33	16	model	model	NOUN
bracis-19053	33	17	.	.	PUNCT
bracis-19053	34	1	section	section	NOUN
bracis-19053	34	2	 	 	SPACE
bracis-19053	34	3	5	5	NUM
bracis-19053	34	4	we	we	PRON
bracis-19053	34	5	describe	describe	VERB
bracis-19053	34	6	the	the	DET
bracis-19053	34	7	portfolio	portfolio	NOUN
bracis-19053	34	8	strategies	strategy	NOUN
bracis-19053	34	9	found	find	VERB
bracis-19053	34	10	in	in	ADP
bracis-19053	34	11	the	the	DET
bracis-19053	34	12	literature	literature	NOUN
bracis-19053	34	13	and	and	CCONJ
bracis-19053	34	14	used	use	VERB
bracis-19053	34	15	in	in	ADP
bracis-19053	34	16	the	the	DET
bracis-19053	34	17	present	present	ADJ
bracis-19053	34	18	work	work	NOUN
bracis-19053	34	19	to	to	PART
bracis-19053	34	20	compare	compare	VERB
bracis-19053	34	21	with	with	ADP
bracis-19053	34	22	the	the	DET
bracis-19053	34	23	proposed	propose	VERB
bracis-19053	34	24	algorithm	algorithm	NOUN
bracis-19053	34	25	.	.	PUNCT
bracis-19053	35	1	the	the	DET
bracis-19053	35	2	performance	performance	NOUN
bracis-19053	35	3	metrics	metric	NOUN
bracis-19053	35	4	used	use	VERB
bracis-19053	35	5	in	in	ADP
bracis-19053	35	6	the	the	DET
bracis-19053	35	7	comparisons	comparison	NOUN
bracis-19053	35	8	are	be	AUX
bracis-19053	35	9	also	also	ADV
bracis-19053	35	10	presented	present	VERB
bracis-19053	35	11	.	.	PUNCT
bracis-19053	36	1	we	we	PRON
bracis-19053	36	2	present	present	VERB
bracis-19053	36	3	and	and	CCONJ
bracis-19053	36	4	discuss	discuss	VERB
bracis-19053	36	5	the	the	DET
bracis-19053	36	6	result	result	NOUN
bracis-19053	36	7	of	of	ADP
bracis-19053	36	8	experiments	experiment	NOUN
bracis-19053	36	9	in	in	ADP
bracis-19053	36	10	sect	sect	NOUN
bracis-19053	36	11	.	.	PUNCT
bracis-19053	36	12	 	 	SPACE
bracis-19053	37	1	6	6	NUM
bracis-19053	37	2	.	.	PUNCT
bracis-19053	38	1	finally	finally	ADV
bracis-19053	38	2	,	,	PUNCT
bracis-19053	38	3	sect	sect	NOUN
bracis-19053	38	4	.	.	PUNCT
bracis-19053	38	5	 	 	SPACE
bracis-19053	38	6	7	7	NUM
bracis-19053	38	7	concludes	conclude	VERB
bracis-19053	38	8	the	the	DET
bracis-19053	38	9	paper	paper	NOUN
bracis-19053	38	10	.	.	PUNCT
bracis-19053	39	1	2	2	NUM
bracis-19053	39	2	related	relate	VERB
bracis-19053	39	3	works	work	NOUN
bracis-19053	39	4	network	network	NOUN
bracis-19053	39	5	analysis	analysis	NOUN
bracis-19053	39	6	is	be	AUX
bracis-19053	39	7	commonly	commonly	ADV
bracis-19053	39	8	used	use	VERB
bracis-19053	39	9	to	to	PART
bracis-19053	39	10	describe	describe	VERB
bracis-19053	39	11	the	the	DET
bracis-19053	39	12	characteristics	characteristic	NOUN
bracis-19053	39	13	or	or	CCONJ
bracis-19053	39	14	behavior	behavior	NOUN
bracis-19053	39	15	of	of	ADP
bracis-19053	39	16	complex	complex	ADJ
bracis-19053	39	17	networks	network	NOUN
bracis-19053	39	18	.	.	PUNCT
bracis-19053	40	1	some	some	DET
bracis-19053	40	2	research	research	NOUN
bracis-19053	40	3	has	have	AUX
bracis-19053	40	4	been	be	AUX
bracis-19053	40	5	conducted	conduct	VERB
bracis-19053	40	6	to	to	PART
bracis-19053	40	7	model	model	VERB
bracis-19053	40	8	the	the	DET
bracis-19053	40	9	stock	stock	NOUN
bracis-19053	40	10	market	market	NOUN
bracis-19053	40	11	using	use	VERB
bracis-19053	40	12	networks	network	NOUN
bracis-19053	40	13	[	[	X
bracis-19053	40	14	15	15	NUM
bracis-19053	40	15	]	]	PUNCT
bracis-19053	40	16	,	,	PUNCT
bracis-19053	40	17	where	where	SCONJ
bracis-19053	40	18	the	the	DET
bracis-19053	40	19	stock	stock	NOUN
bracis-19053	40	20	market	market	NOUN
bracis-19053	40	21	is	be	AUX
bracis-19053	40	22	presented	present	VERB
bracis-19053	40	23	through	through	ADP
bracis-19053	40	24	a	a	DET
bracis-19053	40	25	minimal	minimal	ADJ
bracis-19053	40	26	spanning	span	VERB
bracis-19053	40	27	tree	tree	NOUN
bracis-19053	40	28	(	(	PUNCT
bracis-19053	40	29	mst	mst	PROPN
bracis-19053	40	30	)	)	PUNCT
bracis-19053	40	31	obtained	obtain	VERB
bracis-19053	40	32	from	from	ADP
bracis-19053	40	33	the	the	DET
bracis-19053	40	34	matrix	matrix	NOUN
bracis-19053	40	35	of	of	ADP
bracis-19053	40	36	correlation	correlation	NOUN
bracis-19053	40	37	coefficients	coefficient	NOUN
bracis-19053	40	38	calculated	calculate	VERB
bracis-19053	40	39	between	between	ADP
bracis-19053	40	40	all	all	DET
bracis-19053	40	41	pairs	pair	NOUN
bracis-19053	40	42	of	of	ADP
bracis-19053	40	43	stocks	stock	NOUN
bracis-19053	40	44	in	in	ADP
bracis-19053	40	45	a	a	DET
bracis-19053	40	46	portfolio	portfolio	NOUN
bracis-19053	40	47	,	,	PUNCT
bracis-19053	40	48	considering	consider	VERB
bracis-19053	40	49	stock	stock	NOUN
bracis-19053	40	50	returns	return	NOUN
bracis-19053	40	51	.	.	PUNCT
bracis-19053	41	1	mst	mst	NOUN
bracis-19053	41	2	-	-	PUNCT
bracis-19053	41	3	type	type	NOUN
bracis-19053	41	4	networks	network	NOUN
bracis-19053	41	5	have	have	AUX
bracis-19053	41	6	also	also	ADV
bracis-19053	41	7	been	be	AUX
bracis-19053	41	8	implemented	implement	VERB
bracis-19053	41	9	to	to	PART
bracis-19053	41	10	demonstrate	demonstrate	VERB
bracis-19053	41	11	the	the	DET
bracis-19053	41	12	impact	impact	NOUN
bracis-19053	41	13	of	of	ADP
bracis-19053	41	14	the	the	DET
bracis-19053	41	15	new	new	ADJ
bracis-19053	41	16	coronavirus	coronavirus	NOUN
bracis-19053	41	17	pandemic	pandemic	ADJ
bracis-19053	41	18	on	on	ADP
bracis-19053	41	19	the	the	DET
bracis-19053	41	20	financial	financial	ADJ
bracis-19053	41	21	market	market	NOUN
bracis-19053	41	22	[	[	X
bracis-19053	41	23	26	26	NUM
bracis-19053	41	24	]	]	PUNCT
bracis-19053	41	25	.	.	PUNCT
bracis-19053	42	1	george	george	PROPN
bracis-19053	42	2	and	and	CCONJ
bracis-19053	42	3	changat	changat	VERB
bracis-19053	42	4	[	[	X
bracis-19053	42	5	7	7	NUM
bracis-19053	42	6	]	]	PUNCT
bracis-19053	42	7	emphasize	emphasize	VERB
bracis-19053	42	8	that	that	SCONJ
bracis-19053	42	9	stock	stock	NOUN
bracis-19053	42	10	network	network	NOUN
bracis-19053	42	11	analysis	analysis	NOUN
bracis-19053	42	12	can	can	AUX
bracis-19053	42	13	play	play	VERB
bracis-19053	42	14	an	an	DET
bracis-19053	42	15	important	important	ADJ
bracis-19053	42	16	role	role	NOUN
bracis-19053	42	17	in	in	ADP
bracis-19053	42	18	the	the	DET
bracis-19053	42	19	stock	stock	NOUN
bracis-19053	42	20	market	market	NOUN
bracis-19053	42	21	study	study	NOUN
bracis-19053	42	22	.	.	PUNCT
bracis-19053	43	1	they	they	PRON
bracis-19053	43	2	created	create	VERB
bracis-19053	43	3	a	a	DET
bracis-19053	43	4	network	network	NOUN
bracis-19053	43	5	of	of	ADP
bracis-19053	43	6	stocks	stock	NOUN
bracis-19053	43	7	with	with	ADP
bracis-19053	43	8	a	a	DET
bracis-19053	43	9	set	set	NOUN
bracis-19053	43	10	of	of	ADP
bracis-19053	43	11	data	datum	NOUN
bracis-19053	43	12	from	from	ADP
bracis-19053	43	13	the	the	DET
bracis-19053	43	14	period	period	NOUN
bracis-19053	43	15	of	of	ADP
bracis-19053	43	16	one	one	NUM
bracis-19053	43	17	year	year	NOUN
bracis-19053	43	18	,	,	PUNCT
bracis-19053	43	19	their	their	PRON
bracis-19053	43	20	objective	objective	NOUN
bracis-19053	43	21	was	be	AUX
bracis-19053	43	22	to	to	PART
bracis-19053	43	23	identify	identify	VERB
bracis-19053	43	24	the	the	DET
bracis-19053	43	25	structural	structural	ADJ
bracis-19053	43	26	properties	property	NOUN
bracis-19053	43	27	of	of	ADP
bracis-19053	43	28	the	the	DET
bracis-19053	43	29	market	market	NOUN
bracis-19053	43	30	.	.	PUNCT
bracis-19053	44	1	his	his	PRON
bracis-19053	44	2	work	work	NOUN
bracis-19053	44	3	was	be	AUX
bracis-19053	44	4	able	able	ADJ
bracis-19053	44	5	to	to	PART
bracis-19053	44	6	reveal	reveal	VERB
bracis-19053	44	7	important	important	ADJ
bracis-19053	44	8	inputs	input	NOUN
bracis-19053	44	9	for	for	ADP
bracis-19053	44	10	decision	decision	NOUN
bracis-19053	44	11	making	making	NOUN
bracis-19053	44	12	,	,	PUNCT
bracis-19053	44	13	such	such	ADJ
bracis-19053	44	14	as	as	ADP
bracis-19053	44	15	,	,	PUNCT
bracis-19053	44	16	for	for	ADP
bracis-19053	44	17	example	example	NOUN
bracis-19053	44	18	,	,	PUNCT
bracis-19053	44	19	creating	create	VERB
bracis-19053	44	20	a	a	DET
bracis-19053	44	21	portfolio	portfolio	NOUN
bracis-19053	44	22	of	of	ADP
bracis-19053	44	23	more	more	ADV
bracis-19053	44	24	relevant	relevant	ADJ
bracis-19053	44	25	sectors	sector	NOUN
bracis-19053	44	26	.	.	PUNCT
bracis-19053	45	1	ben	ben	PROPN
bracis-19053	45	2	-	-	PROPN
bracis-19053	45	3	jacob	jacob	PROPN
bracis-19053	45	4	et	et	PROPN
bracis-19053	45	5	al	al	PROPN
bracis-19053	45	6	.	.	PUNCT
bracis-19053	46	1	[	[	X
bracis-19053	46	2	20	20	NUM
bracis-19053	46	3	]	]	PUNCT
bracis-19053	46	4	analyzed	analyze	VERB
bracis-19053	46	5	stock	stock	NOUN
bracis-19053	46	6	index	index	NOUN
bracis-19053	46	7	correlations	correlation	NOUN
bracis-19053	46	8	,	,	PUNCT
bracis-19053	46	9	nested	nest	VERB
bracis-19053	46	10	stock	stock	NOUN
bracis-19053	46	11	correlations	correlation	NOUN
bracis-19053	46	12	,	,	PUNCT
bracis-19053	46	13	and	and	CCONJ
bracis-19053	46	14	correlations	correlation	NOUN
bracis-19053	46	15	after	after	ADP
bracis-19053	46	16	subtraction	subtraction	NOUN
bracis-19053	46	17	of	of	ADP
bracis-19053	46	18	the	the	DET
bracis-19053	46	19	index	index	NOUN
bracis-19053	46	20	return	return	NOUN
bracis-19053	46	21	from	from	ADP
bracis-19053	46	22	the	the	DET
bracis-19053	46	23	stocks	stock	NOUN
bracis-19053	46	24	’	'	PUNCT
bracis-19053	46	25	returns	return	NOUN
bracis-19053	46	26	,	,	PUNCT
bracis-19053	46	27	they	they	PRON
bracis-19053	46	28	showed	show	VERB
bracis-19053	46	29	that	that	SCONJ
bracis-19053	46	30	the	the	DET
bracis-19053	46	31	behavior	behavior	NOUN
bracis-19053	46	32	of	of	ADP
bracis-19053	46	33	the	the	DET
bracis-19053	46	34	stock	stock	NOUN
bracis-19053	46	35	market	market	NOUN
bracis-19053	46	36	could	could	AUX
bracis-19053	46	37	not	not	PART
bracis-19053	46	38	be	be	AUX
bracis-19053	46	39	understood	understand	VERB
bracis-19053	46	40	and	and	CCONJ
bracis-19053	46	41	predicted	predict	VERB
bracis-19053	46	42	only	only	ADV
bracis-19053	46	43	based	base	VERB
bracis-19053	46	44	on	on	ADP
bracis-19053	46	45	individual	individual	ADJ
bracis-19053	46	46	stocks	stock	NOUN
bracis-19053	46	47	;	;	PUNCT
bracis-19053	46	48	rather	rather	ADV
bracis-19053	46	49	,	,	PUNCT
bracis-19053	46	50	system	system	NOUN
bracis-19053	46	51	-	-	PUNCT
bracis-19053	46	52	level	level	NOUN
bracis-19053	46	53	analysis	analysis	NOUN
bracis-19053	46	54	methods	method	NOUN
bracis-19053	46	55	need	need	VERB
bracis-19053	46	56	to	to	PART
bracis-19053	46	57	be	be	AUX
bracis-19053	46	58	devised	devise	VERB
bracis-19053	46	59	to	to	PART
bracis-19053	46	60	analyze	analyze	VERB
bracis-19053	46	61	the	the	DET
bracis-19053	46	62	stock	stock	NOUN
bracis-19053	46	63	market	market	NOUN
bracis-19053	46	64	as	as	ADP
bracis-19053	46	65	a	a	DET
bracis-19053	46	66	whole	whole	NOUN
bracis-19053	46	67	.	.	PUNCT
bracis-19053	47	1	kim	kim	PROPN
bracis-19053	47	2	and	and	CCONJ
bracis-19053	47	3	jeong	jeong	PROPN
bracis-19053	48	1	[	[	X
bracis-19053	48	2	8	8	NUM
bracis-19053	48	3	]	]	PUNCT
bracis-19053	48	4	proposed	propose	VERB
bracis-19053	48	5	improved	improve	VERB
bracis-19053	48	6	methods	method	NOUN
bracis-19053	48	7	to	to	PART
bracis-19053	48	8	identify	identify	VERB
bracis-19053	48	9	stock	stock	NOUN
bracis-19053	48	10	groups	group	NOUN
bracis-19053	48	11	using	use	VERB
bracis-19053	48	12	the	the	DET
bracis-19053	48	13	correlation	correlation	NOUN
bracis-19053	48	14	matrix	matrix	NOUN
bracis-19053	48	15	of	of	ADP
bracis-19053	48	16	stock	stock	NOUN
bracis-19053	48	17	price	price	NOUN
bracis-19053	48	18	changes	change	NOUN
bracis-19053	48	19	,	,	PUNCT
bracis-19053	48	20	they	they	PRON
bracis-19053	48	21	identified	identify	VERB
bracis-19053	48	22	the	the	DET
bracis-19053	48	23	multiple	multiple	ADJ
bracis-19053	48	24	groups	group	NOUN
bracis-19053	48	25	of	of	ADP
bracis-19053	48	26	stocks	stock	NOUN
bracis-19053	48	27	from	from	ADP
bracis-19053	48	28	the	the	DET
bracis-19053	48	29	empirical	empirical	ADJ
bracis-19053	48	30	correlation	correlation	NOUN
bracis-19053	48	31	matrix	matrix	NOUN
bracis-19053	48	32	of	of	ADP
bracis-19053	48	33	stock	stock	NOUN
bracis-19053	48	34	price	price	NOUN
bracis-19053	48	35	changes	change	NOUN
bracis-19053	48	36	in	in	ADP
bracis-19053	48	37	the	the	DET
bracis-19053	48	38	new	new	PROPN
bracis-19053	48	39	york	york	PROPN
bracis-19053	48	40	stock	stock	PROPN
bracis-19053	48	41	exchange	exchange	PROPN
bracis-19053	48	42	.	.	PUNCT
bracis-19053	49	1	chen	chen	PROPN
bracis-19053	49	2	et	et	PROPN
bracis-19053	49	3	al	al	PROPN
bracis-19053	49	4	.	.	PUNCT
bracis-19053	50	1	[	[	X
bracis-19053	50	2	5	5	NUM
bracis-19053	50	3	]	]	PUNCT
bracis-19053	50	4	discuss	discuss	VERB
bracis-19053	50	5	the	the	DET
bracis-19053	50	6	stock	stock	NOUN
bracis-19053	50	7	network	network	NOUN
bracis-19053	50	8	construction	construction	NOUN
bracis-19053	50	9	problem	problem	NOUN
bracis-19053	50	10	under	under	ADP
bracis-19053	50	11	simultaneous	simultaneous	ADJ
bracis-19053	50	12	consideration	consideration	NOUN
bracis-19053	50	13	of	of	ADP
bracis-19053	50	14	linear	linear	ADJ
bracis-19053	50	15	and	and	CCONJ
bracis-19053	50	16	nonlinear	nonlinear	ADJ
bracis-19053	50	17	relations	relation	NOUN
bracis-19053	50	18	between	between	ADP
bracis-19053	50	19	stocks	stock	NOUN
bracis-19053	50	20	.	.	PUNCT
bracis-19053	51	1	the	the	DET
bracis-19053	51	2	results	result	NOUN
bracis-19053	51	3	showed	show	VERB
bracis-19053	51	4	that	that	SCONJ
bracis-19053	51	5	the	the	DET
bracis-19053	51	6	proposed	propose	VERB
bracis-19053	51	7	multi	multi	ADJ
bracis-19053	51	8	-	-	ADJ
bracis-19053	51	9	layer	layer	ADJ
bracis-19053	51	10	network	network	NOUN
bracis-19053	51	11	better	well	ADJ
bracis-19053	51	12	balances	balance	VERB
bracis-19053	51	13	the	the	DET
bracis-19053	51	14	relation	relation	NOUN
bracis-19053	51	15	between	between	ADP
bracis-19053	51	16	prediction	prediction	NOUN
bracis-19053	51	17	accuracy	accuracy	NOUN
bracis-19053	51	18	and	and	CCONJ
bracis-19053	51	19	the	the	DET
bracis-19053	51	20	number	number	NOUN
bracis-19053	51	21	of	of	ADP
bracis-19053	51	22	predictable	predictable	ADJ
bracis-19053	51	23	nodes	node	NOUN
bracis-19053	51	24	.	.	PUNCT
bracis-19053	52	1	hong	hong	PROPN
bracis-19053	52	2	et	et	PROPN
bracis-19053	52	3	al	al	PROPN
bracis-19053	52	4	.	.	PUNCT
bracis-19053	53	1	[	[	X
bracis-19053	53	2	10	10	NUM
bracis-19053	53	3	]	]	PUNCT
bracis-19053	53	4	consider	consider	VERB
bracis-19053	53	5	cross	cros	NOUN
bracis-19053	53	6	-	-	NOUN
bracis-19053	53	7	correlations	correlation	NOUN
bracis-19053	53	8	among	among	ADP
bracis-19053	53	9	stock	stock	NOUN
bracis-19053	53	10	prices	price	NOUN
bracis-19053	53	11	in	in	ADP
bracis-19053	53	12	the	the	DET
bracis-19053	53	13	korean	korean	ADJ
bracis-19053	53	14	stock	stock	NOUN
bracis-19053	53	15	market	market	NOUN
bracis-19053	53	16	.	.	PUNCT
bracis-19053	54	1	they	they	PRON
bracis-19053	54	2	used	use	VERB
bracis-19053	54	3	the	the	DET
bracis-19053	54	4	daily	daily	ADJ
bracis-19053	54	5	korean	korean	ADJ
bracis-19053	54	6	stock	stock	NOUN
bracis-19053	54	7	market	market	NOUN
bracis-19053	54	8	prices	price	NOUN
bracis-19053	54	9	of	of	ADP
bracis-19053	54	10	kospi200	kospi200	PROPN
bracis-19053	54	11	for	for	ADP
bracis-19053	54	12	four	four	NUM
bracis-19053	54	13	years	year	NOUN
bracis-19053	54	14	from	from	ADP
bracis-19053	54	15	jan	jan	PROPN
bracis-19053	54	16	.	.	PROPN
bracis-19053	54	17	2000	2000	NUM
bracis-19053	54	18	to	to	ADP
bracis-19053	54	19	dec	dec	PROPN
bracis-19053	54	20	.	.	PROPN
bracis-19053	54	21	2004	2004	NUM
bracis-19053	54	22	.	.	PUNCT
bracis-19053	55	1	they	they	PRON
bracis-19053	55	2	observed	observe	VERB
bracis-19053	55	3	the	the	DET
bracis-19053	55	4	behavior	behavior	NOUN
bracis-19053	55	5	of	of	ADP
bracis-19053	55	6	the	the	DET
bracis-19053	55	7	stock	stock	NOUN
bracis-19053	55	8	network	network	NOUN
bracis-19053	55	9	specifying	specify	VERB
bracis-19053	55	10	a	a	DET
bracis-19053	55	11	threshold	threshold	NOUN
bracis-19053	55	12	for	for	ADP
bracis-19053	55	13	the	the	DET
bracis-19053	55	14	correlation	correlation	NOUN
bracis-19053	55	15	between	between	ADP
bracis-19053	55	16	the	the	DET
bracis-19053	55	17	nodes	node	NOUN
bracis-19053	55	18	of	of	ADP
bracis-19053	55	19	that	that	DET
bracis-19053	55	20	network	network	NOUN
bracis-19053	55	21	,	,	PUNCT
bracis-19053	55	22	so	so	SCONJ
bracis-19053	55	23	a	a	DET
bracis-19053	55	24	scale	scale	NOUN
bracis-19053	55	25	-	-	PUNCT
bracis-19053	55	26	free	free	ADJ
bracis-19053	55	27	network	network	NOUN
bracis-19053	55	28	was	be	AUX
bracis-19053	55	29	obtained	obtain	VERB
bracis-19053	55	30	by	by	ADP
bracis-19053	55	31	the	the	DET
bracis-19053	55	32	cross	cross	ADJ
bracis-19053	55	33	-	-	ADJ
bracis-19053	55	34	correlation	correlation	ADJ
bracis-19053	55	35	coefficient	coefficient	NOUN
bracis-19053	55	36	.	.	PUNCT
bracis-19053	56	1	3	3	NUM
bracis-19053	56	2	the	the	DET
bracis-19053	56	3	stock	stock	NOUN
bracis-19053	56	4	network	network	PROPN
bracis-19053	56	5	portfolio	portfolio	PROPN
bracis-19053	56	6	allocation	allocation	NOUN
bracis-19053	56	7	algorithm	algorithm	NOUN
bracis-19053	56	8	prior	prior	ADV
bracis-19053	56	9	to	to	AUX
bracis-19053	56	10	detail	detail	VERB
bracis-19053	56	11	the	the	DET
bracis-19053	56	12	stock	stock	NOUN
bracis-19053	56	13	network	network	NOUN
bracis-19053	56	14	portfolio	portfolio	NOUN
bracis-19053	56	15	allocation	allocation	NOUN
bracis-19053	56	16	(	(	PUNCT
bracis-19053	56	17	snpa	snpa	NOUN
bracis-19053	56	18	)	)	PUNCT
bracis-19053	56	19	algorithm	algorithm	NOUN
bracis-19053	56	20	,	,	PUNCT
bracis-19053	56	21	we	we	PRON
bracis-19053	56	22	shall	shall	AUX
bracis-19053	56	23	present	present	VERB
bracis-19053	56	24	some	some	DET
bracis-19053	56	25	concepts	concept	NOUN
bracis-19053	56	26	about	about	ADP
bracis-19053	56	27	asset	asset	NOUN
bracis-19053	56	28	return	return	NOUN
bracis-19053	56	29	,	,	PUNCT
bracis-19053	56	30	risk	risk	NOUN
bracis-19053	56	31	,	,	PUNCT
bracis-19053	56	32	portfolio	portfolio	NOUN
bracis-19053	56	33	return	return	NOUN
bracis-19053	56	34	,	,	PUNCT
bracis-19053	56	35	and	and	CCONJ
bracis-19053	56	36	weighted	weight	VERB
bracis-19053	56	37	stock	stock	NOUN
bracis-19053	56	38	network	network	NOUN
bracis-19053	56	39	.	.	PUNCT
bracis-19053	57	1	measuring	measure	VERB
bracis-19053	57	2	the	the	DET
bracis-19053	57	3	asset	asset	NOUN
bracis-19053	57	4	return	return	NOUN
bracis-19053	57	5	is	be	AUX
bracis-19053	57	6	the	the	DET
bracis-19053	57	7	way	way	NOUN
bracis-19053	57	8	to	to	PART
bracis-19053	57	9	determine	determine	VERB
bracis-19053	57	10	its	its	PRON
bracis-19053	57	11	performance	performance	NOUN
bracis-19053	57	12	over	over	ADP
bracis-19053	57	13	time	time	NOUN
bracis-19053	57	14	.	.	PUNCT
bracis-19053	58	1	let	let	VERB
bracis-19053	58	2	\(r_{t	\(r_{t	PROPN
bracis-19053	58	3	,	,	PUNCT
bracis-19053	58	4	i}\	i}\	NUM
bracis-19053	58	5	)	)	PUNCT
bracis-19053	58	6	be	be	VERB
bracis-19053	58	7	the	the	DET
bracis-19053	58	8	observed	observed	ADJ
bracis-19053	58	9	return	return	NOUN
bracis-19053	58	10	of	of	ADP
bracis-19053	58	11	the	the	DET
bracis-19053	58	12	asset	asset	NOUN
bracis-19053	58	13	i	i	PRON
bracis-19053	58	14	at	at	ADP
bracis-19053	58	15	time	time	NOUN
bracis-19053	58	16	\(t	\(t	PROPN
bracis-19053	58	17	\in	\in	PROPN
bracis-19053	58	18	\{1	\{1	PROPN
bracis-19053	58	19	,	,	PUNCT
bracis-19053	58	20	2	2	NUM
bracis-19053	58	21	,	,	PUNCT
bracis-19053	58	22	\dots	\dot	NOUN
bracis-19053	58	23	,	,	PUNCT
bracis-19053	58	24	\tau	\tau	ADV
bracis-19053	58	25	\}\	\}\	NOUN
bracis-19053	58	26	)	)	PUNCT
bracis-19053	58	27	considering	consider	VERB
bracis-19053	58	28	historical	historical	ADJ
bracis-19053	58	29	data	datum	NOUN
bracis-19053	58	30	over	over	ADP
bracis-19053	58	31	the	the	DET
bracis-19053	58	32	time	time	NOUN
bracis-19053	58	33	horizon	horizon	NOUN
bracis-19053	58	34	\(\tau	\(\tau	PUNCT
bracis-19053	59	1	\	\	NUM
bracis-19053	59	2	)	)	PUNCT
bracis-19053	59	3	.	.	PUNCT
bracis-19053	60	1	here	here	ADV
bracis-19053	60	2	,	,	PUNCT
bracis-19053	60	3	t	t	PROPN
bracis-19053	60	4	can	can	AUX
bracis-19053	60	5	represent	represent	VERB
bracis-19053	60	6	a	a	DET
bracis-19053	60	7	day	day	NOUN
bracis-19053	60	8	,	,	PUNCT
bracis-19053	60	9	a	a	DET
bracis-19053	60	10	week	week	NOUN
bracis-19053	60	11	,	,	PUNCT
bracis-19053	60	12	a	a	DET
bracis-19053	60	13	month	month	NOUN
bracis-19053	60	14	,	,	PUNCT
bracis-19053	60	15	a	a	DET
bracis-19053	60	16	quarter	quarter	NOUN
bracis-19053	60	17	or	or	CCONJ
bracis-19053	60	18	a	a	DET
bracis-19053	60	19	year	year	NOUN
bracis-19053	60	20	,	,	PUNCT
bracis-19053	60	21	according	accord	VERB
bracis-19053	60	22	to	to	ADP
bracis-19053	60	23	the	the	DET
bracis-19053	60	24	study	study	NOUN
bracis-19053	60	25	interval	interval	NOUN
bracis-19053	60	26	.	.	PUNCT
bracis-19053	61	1	from	from	ADP
bracis-19053	61	2	time	time	NOUN
bracis-19053	61	3	\	\	PROPN
bracis-19053	61	4	(	(	PUNCT
bracis-19053	61	5	t-1	t-1	PROPN
bracis-19053	61	6	\	\	PROPN
bracis-19053	61	7	)	)	PUNCT
bracis-19053	61	8	to	to	ADP
bracis-19053	61	9	time	time	NOUN
bracis-19053	61	10	t	t	PROPN
bracis-19053	61	11	,	,	PUNCT
bracis-19053	61	12	the	the	DET
bracis-19053	61	13	returns	return	NOUN
bracis-19053	61	14	from	from	ADP
bracis-19053	61	15	a	a	DET
bracis-19053	61	16	set	set	NOUN
bracis-19053	61	17	of	of	ADP
bracis-19053	61	18	n	n	DET
bracis-19053	61	19	stocks	stock	NOUN
bracis-19053	61	20	accessible	accessible	ADJ
bracis-19053	61	21	to	to	ADP
bracis-19053	61	22	investors	investor	NOUN
bracis-19053	61	23	is	be	AUX
bracis-19053	61	24	denoted	denote	VERB
bracis-19053	61	25	as	as	ADP
bracis-19053	61	26	\	\	PROPN
bracis-19053	61	27	(	(	PUNCT
bracis-19053	61	28	\mathbf{r	\mathbf{r	NOUN
bracis-19053	61	29	}	}	PUNCT
bracis-19053	61	30	_	_	NOUN
bracis-19053	61	31	t	t	NOUN
bracis-19053	61	32	=	=	PUNCT
bracis-19053	62	1	[	[	X
bracis-19053	62	2	r	r	X
bracis-19053	62	3	_	_	PRON
bracis-19053	62	4	{	{	PUNCT
bracis-19053	62	5	t	t	PROPN
bracis-19053	62	6	,	,	PUNCT
bracis-19053	62	7	1	1	NUM
bracis-19053	62	8	}	}	PUNCT
bracis-19053	62	9	,	,	PUNCT
bracis-19053	62	10	\dots	\dot	NOUN
bracis-19053	62	11	,	,	PUNCT
bracis-19053	62	12	r	r	X
bracis-19053	62	13	_	_	PRON
bracis-19053	62	14	{	{	PUNCT
bracis-19053	62	15	t	t	PROPN
bracis-19053	62	16	,	,	PUNCT
bracis-19053	62	17	i	i	PROPN
bracis-19053	62	18	}	}	PUNCT
bracis-19053	62	19	,	,	PUNCT
bracis-19053	62	20	\dots	\dot	NOUN
bracis-19053	62	21	,	,	PUNCT
bracis-19053	62	22	r	r	X
bracis-19053	62	23	_	_	PRON
bracis-19053	62	24	{	{	PUNCT
bracis-19053	62	25	t	t	PROPN
bracis-19053	62	26	,	,	PUNCT
bracis-19053	62	27	n	n	CCONJ
bracis-19053	62	28	}	}	PUNCT
bracis-19053	62	29	]	]	PUNCT
bracis-19053	62	30	\	\	NOUN
bracis-19053	62	31	)	)	PUNCT
bracis-19053	62	32	.	.	PUNCT
bracis-19053	63	1	the	the	DET
bracis-19053	63	2	return	return	NOUN
bracis-19053	63	3	\	\	PROPN
bracis-19053	63	4	(	(	PUNCT
bracis-19053	63	5	r_{t	r_{t	PROPN
bracis-19053	63	6	,	,	PUNCT
bracis-19053	63	7	i	i	PROPN
bracis-19053	63	8	}	}	PUNCT
bracis-19053	63	9	\	\	NOUN
bracis-19053	63	10	)	)	PUNCT
bracis-19053	63	11	for	for	ADP
bracis-19053	63	12	the	the	DET
bracis-19053	63	13	i	i	PROPN
bracis-19053	63	14	-	-	PUNCT
bracis-19053	63	15	th	th	X
bracis-19053	63	16	asset	asset	NOUN
bracis-19053	63	17	is	be	AUX
bracis-19053	63	18	calculated	calculate	VERB
bracis-19053	63	19	by	by	ADP
bracis-19053	63	20	eq	eq	PROPN
bracis-19053	63	21	.	.	PUNCT
bracis-19053	64	1	(	(	PUNCT
bracis-19053	64	2	1	1	NUM
bracis-19053	64	3	)	)	PUNCT
bracis-19053	64	4	.	.	PUNCT
bracis-19053	65	1	$	$	SYM
bracis-19053	65	2	$	$	SYM
bracis-19053	65	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	65	4	}	}	PUNCT
bracis-19053	65	5	r	r	NOUN
bracis-19053	65	6	_	_	PRON
bracis-19053	65	7	{	{	PUNCT
bracis-19053	65	8	t	t	PROPN
bracis-19053	65	9	,	,	PUNCT
bracis-19053	65	10	i	i	NOUN
bracis-19053	65	11	}	}	PUNCT
bracis-19053	65	12	=	=	PUNCT
bracis-19053	65	13	\frac{pr	\frac{pr	NOUN
bracis-19053	65	14	_	_	PRON
bracis-19053	65	15	{	{	PUNCT
bracis-19053	65	16	t	t	PROPN
bracis-19053	65	17	,	,	PUNCT
bracis-19053	65	18	i	i	NOUN
bracis-19053	65	19	}	}	PUNCT
bracis-19053	65	20	pr	pr	VERB
bracis-19053	65	21	_	_	PRON
bracis-19053	65	22	{	{	PUNCT
bracis-19053	65	23	t-1	t-1	PROPN
bracis-19053	65	24	,	,	PUNCT
bracis-19053	65	25	i}}{pr	i}}{pr	PROPN
bracis-19053	65	26	_	_	PRON
bracis-19053	65	27	{	{	PUNCT
bracis-19053	65	28	t-1	t-1	PROPN
bracis-19053	65	29	,	,	PUNCT
bracis-19053	65	30	i	i	NOUN
bracis-19053	65	31	}	}	PUNCT
bracis-19053	65	32	}	}	PUNCT
bracis-19053	65	33	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	65	34	(	(	PUNCT
bracis-19053	65	35	1	1	NUM
bracis-19053	65	36	)	)	PUNCT
bracis-19053	65	37	where	where	SCONJ
bracis-19053	65	38	\	\	PROPN
bracis-19053	65	39	(	(	PUNCT
bracis-19053	65	40	pr_{t	pr_{t	NOUN
bracis-19053	65	41	,	,	PUNCT
bracis-19053	65	42	i	i	PROPN
bracis-19053	65	43	}	}	PUNCT
bracis-19053	65	44	\	\	NOUN
bracis-19053	65	45	)	)	PUNCT
bracis-19053	65	46	and	and	CCONJ
bracis-19053	65	47	\	\	PROPN
bracis-19053	65	48	(	(	PUNCT
bracis-19053	65	49	pr_{t-1,i	pr_{t-1,i	ADJ
bracis-19053	65	50	}	}	PUNCT
bracis-19053	65	51	\	\	NOUN
bracis-19053	65	52	)	)	PUNCT
bracis-19053	65	53	represent	represent	VERB
bracis-19053	65	54	the	the	DET
bracis-19053	65	55	closing	closing	NOUN
bracis-19053	65	56	prices	price	NOUN
bracis-19053	65	57	of	of	ADP
bracis-19053	65	58	the	the	DET
bracis-19053	65	59	ith	ith	PROPN
bracis-19053	65	60	asset	asset	NOUN
bracis-19053	65	61	at	at	ADP
bracis-19053	65	62	times	times	PROPN
bracis-19053	65	63	t	t	PROPN
bracis-19053	65	64	and	and	CCONJ
bracis-19053	65	65	\	\	PROPN
bracis-19053	65	66	(	(	PUNCT
bracis-19053	65	67	t-1	t-1	PROPN
bracis-19053	65	68	\	\	PROPN
bracis-19053	65	69	)	)	PUNCT
bracis-19053	65	70	,	,	PUNCT
bracis-19053	65	71	respectively	respectively	ADV
bracis-19053	65	72	.	.	PUNCT
bracis-19053	66	1	the	the	DET
bracis-19053	66	2	cumulative	cumulative	ADJ
bracis-19053	66	3	wealth	wealth	NOUN
bracis-19053	66	4	of	of	ADP
bracis-19053	66	5	a	a	DET
bracis-19053	66	6	given	give	VERB
bracis-19053	66	7	asset	asset	NOUN
bracis-19053	66	8	i	i	PRON
bracis-19053	66	9	during	during	ADP
bracis-19053	66	10	the	the	DET
bracis-19053	66	11	analyzed	analyze	VERB
bracis-19053	66	12	period	period	NOUN
bracis-19053	66	13	t	t	PROPN
bracis-19053	66	14	is	be	AUX
bracis-19053	66	15	denoted	denote	VERB
bracis-19053	66	16	as	as	ADP
bracis-19053	66	17	\(cw_{t	\(cw_{t	NOUN
bracis-19053	66	18	,	,	PUNCT
bracis-19053	66	19	i}\	i}\	NUM
bracis-19053	66	20	)	)	PUNCT
bracis-19053	66	21	,	,	PUNCT
bracis-19053	66	22	and	and	CCONJ
bracis-19053	66	23	can	can	AUX
bracis-19053	66	24	be	be	AUX
bracis-19053	66	25	calculated	calculate	VERB
bracis-19053	66	26	according	accord	VERB
bracis-19053	66	27	eq	eq	ADP
bracis-19053	66	28	.	.	PUNCT
bracis-19053	67	1	(	(	PUNCT
bracis-19053	67	2	2	2	NUM
bracis-19053	67	3	)	)	PUNCT
bracis-19053	67	4	.	.	PUNCT
bracis-19053	68	1	$	$	SYM
bracis-19053	68	2	$	$	SYM
bracis-19053	68	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	68	4	}	}	PUNCT
bracis-19053	68	5	cw_{t	cw_{t	NOUN
bracis-19053	68	6	,	,	PUNCT
bracis-19053	68	7	i	i	NOUN
bracis-19053	68	8	}	}	PUNCT
bracis-19053	68	9	=	=	PUNCT
bracis-19053	68	10	\prod	\prod	PROPN
bracis-19053	68	11	^\tau	^\tau	ADP
bracis-19053	68	12	_	_	PUNCT
bracis-19053	68	13	{	{	PUNCT
bracis-19053	68	14	t=1	t=1	ADV
bracis-19053	68	15	}	}	PUNCT
bracis-19053	68	16	{	{	PUNCT
bracis-19053	68	17	(	(	PUNCT
bracis-19053	68	18	1	1	NUM
bracis-19053	68	19	+	+	CCONJ
bracis-19053	69	1	r_{t	r_{t	PROPN
bracis-19053	69	2	,	,	PUNCT
bracis-19053	69	3	i	i	NOUN
bracis-19053	69	4	}	}	PUNCT
bracis-19053	69	5	)	)	PUNCT
bracis-19053	69	6	1	1	X
bracis-19053	69	7	}	}	PUNCT
bracis-19053	69	8	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	69	9	(	(	PUNCT
bracis-19053	69	10	2	2	NUM
bracis-19053	69	11	)	)	PUNCT
bracis-19053	69	12	the	the	DET
bracis-19053	69	13	standard	standard	ADJ
bracis-19053	69	14	deviation	deviation	NOUN
bracis-19053	69	15	,	,	PUNCT
bracis-19053	69	16	\(\sigma	\(\sigma	NOUN
bracis-19053	69	17	_	_	PUNCT
bracis-19053	69	18	i\	i\	NOUN
bracis-19053	69	19	)	)	PUNCT
bracis-19053	69	20	,	,	PUNCT
bracis-19053	69	21	and	and	CCONJ
bracis-19053	69	22	the	the	DET
bracis-19053	69	23	variance	variance	NOUN
bracis-19053	69	24	,	,	PUNCT
bracis-19053	69	25	\(\sigma	\(\sigma	X
bracis-19053	69	26	_	_	PUNCT
bracis-19053	69	27	i^2\	i^2\	NOUN
bracis-19053	69	28	)	)	PUNCT
bracis-19053	69	29	,	,	PUNCT
bracis-19053	69	30	of	of	ADP
bracis-19053	69	31	the	the	DET
bracis-19053	69	32	return	return	NOUN
bracis-19053	69	33	for	for	ADP
bracis-19053	69	34	asset	asset	NOUN
bracis-19053	69	35	i	i	PRON
bracis-19053	69	36	,	,	PUNCT
bracis-19053	69	37	can	can	AUX
bracis-19053	69	38	be	be	AUX
bracis-19053	69	39	used	use	VERB
bracis-19053	69	40	to	to	PART
bracis-19053	69	41	measure	measure	VERB
bracis-19053	69	42	the	the	DET
bracis-19053	69	43	risk	risk	NOUN
bracis-19053	69	44	of	of	ADP
bracis-19053	69	45	a	a	DET
bracis-19053	69	46	given	give	VERB
bracis-19053	69	47	asset	asset	NOUN
bracis-19053	69	48	.	.	PUNCT
bracis-19053	70	1	let	let	VERB
bracis-19053	70	2	\(\mu	\(\mu	VERB
bracis-19053	70	3	_	_	NOUN
bracis-19053	71	1	i	i	PRON
bracis-19053	71	2	=	=	PUNCT
bracis-19053	71	3	\frac{1}{\tau	\frac{1}{\tau	ADV
bracis-19053	71	4	}	}	PUNCT
bracis-19053	71	5	\sum	\sum	VERB
bracis-19053	71	6	_	_	PRON
bracis-19053	71	7	{	{	PUNCT
bracis-19053	71	8	i=1}^{\tau	i=1}^{\tau	ADV
bracis-19053	71	9	}	}	PUNCT
bracis-19053	71	10	r_{t	r_{t	PROPN
bracis-19053	71	11	,	,	PUNCT
bracis-19053	71	12	i}\	i}\	PRON
bracis-19053	71	13	)	)	PUNCT
bracis-19053	71	14	be	be	VERB
bracis-19053	71	15	the	the	DET
bracis-19053	71	16	average	average	NOUN
bracis-19053	71	17	of	of	ADP
bracis-19053	71	18	returns	return	NOUN
bracis-19053	71	19	for	for	ADP
bracis-19053	71	20	asset	asset	NOUN
bracis-19053	71	21	i	i	PRON
bracis-19053	71	22	over	over	ADP
bracis-19053	71	23	time	time	NOUN
bracis-19053	71	24	horizon	horizon	NOUN
bracis-19053	71	25	\(\tau	\(\tau	PUNCT
bracis-19053	72	1	\	\	NOUN
bracis-19053	72	2	)	)	PUNCT
bracis-19053	73	1	,	,	PUNCT
bracis-19053	73	2	the	the	DET
bracis-19053	73	3	variance	variance	NOUN
bracis-19053	73	4	of	of	ADP
bracis-19053	73	5	the	the	DET
bracis-19053	73	6	returns	return	NOUN
bracis-19053	73	7	for	for	ADP
bracis-19053	73	8	the	the	DET
bracis-19053	73	9	asset	asset	NOUN
bracis-19053	73	10	i	i	PRON
bracis-19053	73	11	is	be	AUX
bracis-19053	73	12	given	give	VERB
bracis-19053	73	13	by	by	ADP
bracis-19053	73	14	eq	eq	PROPN
bracis-19053	73	15	.	.	PUNCT
bracis-19053	74	1	(	(	PUNCT
bracis-19053	74	2	3	3	NUM
bracis-19053	74	3	)	)	PUNCT
bracis-19053	74	4	$	$	SYM
bracis-19053	74	5	$	$	SYM
bracis-19053	74	6	\begin{aligned	\begin{aligne	VERB
bracis-19053	74	7	}	}	PUNCT
bracis-19053	74	8	\sigma	\sigma	PROPN
bracis-19053	74	9	_	_	PUNCT
bracis-19053	75	1	i^2	i^2	X
bracis-19053	75	2	=	=	PUNCT
bracis-19053	75	3	\frac{1}{\tau	\frac{1}{\tau	ADV
bracis-19053	75	4	}	}	PUNCT
bracis-19053	75	5	\sum	\sum	VERB
bracis-19053	75	6	_	_	PRON
bracis-19053	75	7	{	{	PUNCT
bracis-19053	75	8	i=1}^{\tau	i=1}^{\tau	ADV
bracis-19053	75	9	}	}	PUNCT
bracis-19053	75	10	(	(	PUNCT
bracis-19053	75	11	r_{t	r_{t	PROPN
bracis-19053	75	12	,	,	PUNCT
bracis-19053	75	13	i	i	PRON
bracis-19053	75	14	}	}	PUNCT
bracis-19053	75	15	\mu	\mu	NOUN
bracis-19053	75	16	_	_	NOUN
bracis-19053	76	1	i)^2	i)^2	NOUN
bracis-19053	76	2	\end{aligned}$$	\end{aligned}$$	NOUN
bracis-19053	76	3	(	(	PUNCT
bracis-19053	76	4	3	3	X
bracis-19053	76	5	)	)	PUNCT
bracis-19053	76	6	we	we	PRON
bracis-19053	76	7	denote	denote	VERB
bracis-19053	76	8	\	\	PROPN
bracis-19053	76	9	(	(	PUNCT
bracis-19053	76	10	\boldsymbol{\omega	\boldsymbol{\omega	X
bracis-19053	76	11	}	}	PUNCT
bracis-19053	76	12	_	_	PUNCT
bracis-19053	76	13	t	t	NOUN
bracis-19053	76	14	=	=	PUNCT
bracis-19053	77	1	[	[	X
bracis-19053	77	2	\omega	\omega	X
bracis-19053	77	3	_	_	PUNCT
bracis-19053	77	4	{	{	PUNCT
bracis-19053	77	5	t	t	PROPN
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bracis-19053	77	7	1	1	NUM
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bracis-19053	77	9	,	,	PUNCT
bracis-19053	77	10	\dots	\dot	NOUN
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bracis-19053	77	13	_	_	PUNCT
bracis-19053	77	14	{	{	PUNCT
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bracis-19053	77	17	i	i	PROPN
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bracis-19053	77	19	,	,	PUNCT
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bracis-19053	77	29	]	]	PUNCT
bracis-19053	77	30	\	\	NOUN
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bracis-19053	77	34	weights	weight	NOUN
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bracis-19053	77	36	set	set	NOUN
bracis-19053	77	37	of	of	ADP
bracis-19053	77	38	n	n	DET
bracis-19053	77	39	stocks	stock	NOUN
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bracis-19053	77	41	the	the	DET
bracis-19053	77	42	portfolio	portfolio	NOUN
bracis-19053	77	43	at	at	ADP
bracis-19053	77	44	time	time	NOUN
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bracis-19053	77	46	,	,	PUNCT
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bracis-19053	77	52	\boldsymbol{\omega	\boldsymbol{\omega	X
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bracis-19053	77	55	t	t	NOUN
bracis-19053	77	56	=	=	SYM
bracis-19053	77	57	1	1	NUM
bracis-19053	77	58	\	\	PROPN
bracis-19053	77	59	)	)	PUNCT
bracis-19053	77	60	;	;	PUNCT
bracis-19053	77	61	\	\	PROPN
bracis-19053	77	62	(	(	PUNCT
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bracis-19053	77	64	_	_	PUNCT
bracis-19053	77	65	{	{	PUNCT
bracis-19053	77	66	t	t	PROPN
bracis-19053	77	67	,	,	PUNCT
bracis-19053	77	68	i	i	PROPN
bracis-19053	77	69	}	}	PUNCT
bracis-19053	77	70	\	\	NOUN
bracis-19053	77	71	)	)	PUNCT
bracis-19053	77	72	represents	represent	VERB
bracis-19053	77	73	the	the	DET
bracis-19053	77	74	allocation	allocation	NOUN
bracis-19053	77	75	percentage	percentage	NOUN
bracis-19053	77	76	of	of	ADP
bracis-19053	77	77	the	the	DET
bracis-19053	77	78	i	i	PROPN
bracis-19053	77	79	-	-	PUNCT
bracis-19053	77	80	th	th	X
bracis-19053	77	81	asset	asset	NOUN
bracis-19053	77	82	in	in	ADP
bracis-19053	77	83	the	the	DET
bracis-19053	77	84	portfolio	portfolio	NOUN
bracis-19053	77	85	.	.	PUNCT
bracis-19053	78	1	having	having	AUX
bracis-19053	78	2	obtained	obtain	VERB
bracis-19053	78	3	the	the	DET
bracis-19053	78	4	set	set	NOUN
bracis-19053	78	5	of	of	ADP
bracis-19053	78	6	returns	return	NOUN
bracis-19053	78	7	and	and	CCONJ
bracis-19053	78	8	the	the	DET
bracis-19053	78	9	set	set	NOUN
bracis-19053	78	10	of	of	ADP
bracis-19053	78	11	weights	weight	NOUN
bracis-19053	78	12	of	of	ADP
bracis-19053	78	13	the	the	DET
bracis-19053	78	14	assets	asset	NOUN
bracis-19053	78	15	in	in	ADP
bracis-19053	78	16	the	the	DET
bracis-19053	78	17	portfolio	portfolio	NOUN
bracis-19053	78	18	,	,	PUNCT
bracis-19053	78	19	we	we	PRON
bracis-19053	78	20	can	can	AUX
bracis-19053	78	21	calculate	calculate	VERB
bracis-19053	78	22	the	the	DET
bracis-19053	78	23	return	return	NOUN
bracis-19053	78	24	of	of	ADP
bracis-19053	78	25	the	the	DET
bracis-19053	78	26	portfolio	portfolio	NOUN
bracis-19053	78	27	in	in	ADP
bracis-19053	78	28	time	time	NOUN
bracis-19053	78	29	t	t	PROPN
bracis-19053	78	30	,	,	PUNCT
bracis-19053	78	31	noted	note	VERB
bracis-19053	78	32	as	as	ADP
bracis-19053	78	33	\	\	PROPN
bracis-19053	78	34	(	(	PUNCT
bracis-19053	78	35	r_t	r_t	SYM
bracis-19053	78	36	\	\	NOUN
bracis-19053	78	37	)	)	PUNCT
bracis-19053	78	38	through	through	ADP
bracis-19053	78	39	eq	eq	NOUN
bracis-19053	78	40	.	.	PUNCT
bracis-19053	79	1	(	(	PUNCT
bracis-19053	79	2	4	4	NUM
bracis-19053	79	3	)	)	PUNCT
bracis-19053	79	4	.	.	PUNCT
bracis-19053	80	1	$	$	SYM
bracis-19053	80	2	$	$	SYM
bracis-19053	80	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	80	4	}	}	PUNCT
bracis-19053	80	5	r_t=\sum	r_t=\sum	NOUN
bracis-19053	80	6	\mathbf{r	\mathbf{r	NOUN
bracis-19053	80	7	}	}	PUNCT
bracis-19053	80	8	_	_	NOUN
bracis-19053	80	9	t	t	ADP
bracis-19053	80	10	\boldsymbol{\omega	\boldsymbol{\omega	NUM
bracis-19053	80	11	}	}	PUNCT
bracis-19053	80	12	_	_	PUNCT
bracis-19053	81	1	t	t	NOUN
bracis-19053	81	2	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	81	3	(	(	PUNCT
bracis-19053	81	4	4	4	NUM
bracis-19053	81	5	)	)	PUNCT
bracis-19053	81	6	a	a	DET
bracis-19053	81	7	weighted	weight	VERB
bracis-19053	81	8	stock	stock	NOUN
bracis-19053	81	9	network	network	NOUN
bracis-19053	81	10	is	be	AUX
bracis-19053	81	11	denoted	denote	VERB
bracis-19053	81	12	as	as	ADP
bracis-19053	81	13	\(g=(v	\(g=(v	NOUN
bracis-19053	81	14	,	,	PUNCT
bracis-19053	81	15	e	e	NOUN
bracis-19053	81	16	,	,	PUNCT
bracis-19053	81	17	z	z	PROPN
bracis-19053	81	18	,	,	PUNCT
bracis-19053	81	19	w)\	w)\	NUM
bracis-19053	81	20	)	)	PUNCT
bracis-19053	81	21	,	,	PUNCT
bracis-19053	81	22	where	where	SCONJ
bracis-19053	81	23	v	v	NOUN
bracis-19053	81	24	is	be	AUX
bracis-19053	81	25	the	the	DET
bracis-19053	81	26	set	set	NOUN
bracis-19053	81	27	with	with	ADP
bracis-19053	81	28	n	n	DET
bracis-19053	81	29	nodes	node	NOUN
bracis-19053	81	30	,	,	PUNCT
bracis-19053	81	31	e	e	X
bracis-19053	81	32	is	be	AUX
bracis-19053	81	33	the	the	DET
bracis-19053	81	34	set	set	NOUN
bracis-19053	81	35	of	of	ADP
bracis-19053	81	36	m	m	PROPN
bracis-19053	81	37	edges	edge	NOUN
bracis-19053	81	38	,	,	PUNCT
bracis-19053	81	39	z	z	PROPN
bracis-19053	81	40	is	be	AUX
bracis-19053	81	41	the	the	DET
bracis-19053	81	42	set	set	NOUN
bracis-19053	81	43	of	of	ADP
bracis-19053	81	44	z	z	NOUN
bracis-19053	81	45	nodes	node	NOUN
bracis-19053	81	46	weights	weight	NOUN
bracis-19053	81	47	and	and	CCONJ
bracis-19053	81	48	w	w	NOUN
bracis-19053	81	49	is	be	AUX
bracis-19053	81	50	the	the	DET
bracis-19053	81	51	set	set	NOUN
bracis-19053	81	52	of	of	ADP
bracis-19053	81	53	w	w	PROPN
bracis-19053	81	54	edges	edge	NOUN
bracis-19053	81	55	weights	weight	NOUN
bracis-19053	81	56	.	.	PUNCT
bracis-19053	82	1	the	the	DET
bracis-19053	82	2	network	network	NOUN
bracis-19053	82	3	g	g	PROPN
bracis-19053	82	4	is	be	AUX
bracis-19053	82	5	obtained	obtain	VERB
bracis-19053	82	6	through	through	ADP
bracis-19053	82	7	a	a	DET
bracis-19053	82	8	correlation	correlation	NOUN
bracis-19053	82	9	matrix	matrix	NOUN
bracis-19053	82	10	\(\mathbf{m	\(\mathbf{m	PROPN
bracis-19053	82	11	}	}	PUNCT
bracis-19053	82	12	_	_	PUNCT
bracis-19053	82	13	t\	t\	PROPN
bracis-19053	82	14	)	)	PUNCT
bracis-19053	82	15	,	,	PUNCT
bracis-19053	82	16	as	as	SCONJ
bracis-19053	82	17	shown	show	VERB
bracis-19053	82	18	in	in	ADP
bracis-19053	82	19	eq	eq	ADP
bracis-19053	82	20	.	.	PUNCT
bracis-19053	83	1	(	(	PUNCT
bracis-19053	83	2	5	5	NUM
bracis-19053	83	3	)	)	PUNCT
bracis-19053	83	4	,	,	PUNCT
bracis-19053	83	5	and	and	CCONJ
bracis-19053	83	6	obtained	obtain	VERB
bracis-19053	83	7	by	by	ADP
bracis-19053	83	8	eq	eq	PROPN
bracis-19053	83	9	.	.	PUNCT
bracis-19053	84	1	(	(	PUNCT
bracis-19053	84	2	6	6	NUM
bracis-19053	84	3	)	)	PUNCT
bracis-19053	84	4	.	.	PUNCT
bracis-19053	85	1	$	$	SYM
bracis-19053	85	2	$	$	SYM
bracis-19053	85	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	85	4	}	}	PUNCT
bracis-19053	85	5	\mathbf	\mathbf	PROPN
bracis-19053	85	6	{	{	PUNCT
bracis-19053	85	7	m}_t=\left	m}_t=\left	PROPN
bracis-19053	85	8	[	[	PUNCT
bracis-19053	85	9	\begin{array}{lllll	\begin{array}{lllll	NOUN
bracis-19053	85	10	}	}	PUNCT
bracis-19053	85	11	c_{11	c_{11	NOUN
bracis-19053	85	12	}	}	PUNCT
bracis-19053	85	13	&	&	CCONJ
bracis-19053	85	14	{	{	PUNCT
bracis-19053	85	15	}	}	PUNCT
bracis-19053	85	16	c_{12	c_{12	PROPN
bracis-19053	85	17	}	}	PUNCT
bracis-19053	85	18	&	&	CCONJ
bracis-19053	85	19	{	{	PUNCT
bracis-19053	85	20	}	}	PUNCT
bracis-19053	85	21	c_{13	c_{13	NOUN
bracis-19053	85	22	}	}	PUNCT
bracis-19053	85	23	&	&	CCONJ
bracis-19053	85	24	{	{	PUNCT
bracis-19053	85	25	}	}	PUNCT
bracis-19053	85	26	\cdots	\cdots	PROPN
bracis-19053	85	27	&	&	CCONJ
bracis-19053	85	28	{	{	PUNCT
bracis-19053	85	29	}	}	PUNCT
bracis-19053	85	30	c_{1n	c_{1n	PROPN
bracis-19053	85	31	}	}	PUNCT
bracis-19053	85	32	\\	\\	NOUN
bracis-19053	85	33	c_{21	c_{21	NOUN
bracis-19053	85	34	}	}	PUNCT
bracis-19053	85	35	&	&	CCONJ
bracis-19053	85	36	{	{	PUNCT
bracis-19053	85	37	}	}	PUNCT
bracis-19053	85	38	c_{22	c_{22	PROPN
bracis-19053	85	39	}	}	PUNCT
bracis-19053	85	40	&	&	CCONJ
bracis-19053	85	41	{	{	PUNCT
bracis-19053	85	42	}	}	PUNCT
bracis-19053	85	43	c_{23	c_{23	PROPN
bracis-19053	85	44	}	}	PUNCT
bracis-19053	85	45	&	&	CCONJ
bracis-19053	85	46	{	{	PUNCT
bracis-19053	85	47	}	}	PUNCT
bracis-19053	85	48	\cdots	\cdots	PROPN
bracis-19053	85	49	&	&	CCONJ
bracis-19053	85	50	{	{	PUNCT
bracis-19053	85	51	}	}	PUNCT
bracis-19053	85	52	c_{2n	c_{2n	NOUN
bracis-19053	85	53	}	}	PUNCT
bracis-19053	85	54	\\	\\	NOUN
bracis-19053	85	55	c_{31	c_{31	PROPN
bracis-19053	85	56	}	}	PUNCT
bracis-19053	85	57	&	&	CCONJ
bracis-19053	85	58	{	{	PUNCT
bracis-19053	85	59	}	}	PUNCT
bracis-19053	85	60	c_{32	c_{32	PROPN
bracis-19053	85	61	}	}	PUNCT
bracis-19053	85	62	&	&	CCONJ
bracis-19053	85	63	{	{	PUNCT
bracis-19053	85	64	}	}	SYM
bracis-19053	85	65	c_{33	c_{33	NOUN
bracis-19053	85	66	}	}	PUNCT
bracis-19053	85	67	&	&	CCONJ
bracis-19053	85	68	{	{	PUNCT
bracis-19053	85	69	}	}	PUNCT
bracis-19053	85	70	\cdots	\cdots	PROPN
bracis-19053	85	71	&	&	CCONJ
bracis-19053	85	72	{	{	PUNCT
bracis-19053	85	73	}	}	PUNCT
bracis-19053	85	74	c_{3n	c_{3n	NOUN
bracis-19053	85	75	}	}	PUNCT
bracis-19053	85	76	\\	\\	NOUN
bracis-19053	85	77	\vdots	\vdots	PROPN
bracis-19053	85	78	&	&	CCONJ
bracis-19053	85	79	{	{	PUNCT
bracis-19053	85	80	}	}	PUNCT
bracis-19053	85	81	\vdots	\vdots	PROPN
bracis-19053	85	82	&	&	CCONJ
bracis-19053	85	83	{	{	PUNCT
bracis-19053	85	84	}	}	PUNCT
bracis-19053	85	85	\vdots	\vdots	PROPN
bracis-19053	85	86	&	&	CCONJ
bracis-19053	85	87	{	{	PUNCT
bracis-19053	85	88	}	}	PUNCT
bracis-19053	85	89	\ddots	\ddot	NOUN
bracis-19053	85	90	&	&	CCONJ
bracis-19053	85	91	{	{	PUNCT
bracis-19053	85	92	}	}	PUNCT
bracis-19053	85	93	\vdots	\vdot	NOUN
bracis-19053	85	94	\\	\\	NOUN
bracis-19053	85	95	c_{n1	c_{n1	PROPN
bracis-19053	85	96	}	}	PUNCT
bracis-19053	85	97	&	&	CCONJ
bracis-19053	85	98	{	{	PUNCT
bracis-19053	85	99	}	}	PUNCT
bracis-19053	85	100	c_{n2	c_{n2	PROPN
bracis-19053	85	101	}	}	PUNCT
bracis-19053	85	102	&	&	CCONJ
bracis-19053	85	103	{	{	PUNCT
bracis-19053	85	104	}	}	PUNCT
bracis-19053	85	105	c_{n3	c_{n3	PROPN
bracis-19053	85	106	}	}	PUNCT
bracis-19053	85	107	&	&	CCONJ
bracis-19053	85	108	{	{	PUNCT
bracis-19053	85	109	}	}	PUNCT
bracis-19053	85	110	\cdots	\cdots	PROPN
bracis-19053	85	111	&	&	CCONJ
bracis-19053	85	112	{	{	PUNCT
bracis-19053	85	113	}	}	PUNCT
bracis-19053	85	114	c_{nn	c_{nn	PROPN
bracis-19053	85	115	}	}	PUNCT
bracis-19053	85	116	\end{array	\end{array	ADJ
bracis-19053	85	117	}	}	PUNCT
bracis-19053	85	118	\right	\right	PROPN
bracis-19053	85	119	]	]	PUNCT
bracis-19053	85	120	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	85	121	(	(	PUNCT
bracis-19053	85	122	5	5	NUM
bracis-19053	85	123	)	)	PUNCT
bracis-19053	85	124	$	$	SYM
bracis-19053	85	125	$	$	SYM
bracis-19053	85	126	\begin{aligned	\begin{aligne	VERB
bracis-19053	85	127	}	}	PUNCT
bracis-19053	85	128	c_{ij	c_{ij	NOUN
bracis-19053	85	129	}	}	PUNCT
bracis-19053	85	130	=	=	SYM
bracis-19053	85	131	\frac	\frac	PROPN
bracis-19053	85	132	{	{	PUNCT
bracis-19053	85	133	{	{	PUNCT
bracis-19053	85	134	}	}	PUNCT
bracis-19053	85	135	\sum	\sum	NOUN
bracis-19053	85	136	_	_	NOUN
bracis-19053	85	137	{	{	PUNCT
bracis-19053	85	138	t=1}^{\tau	t=1}^{\tau	PROPN
bracis-19053	85	139	}	}	PUNCT
bracis-19053	85	140	(	(	PUNCT
bracis-19053	85	141	r_{t	r_{t	PROPN
bracis-19053	85	142	,	,	PUNCT
bracis-19053	85	143	i	i	PRON
bracis-19053	85	144	}	}	PUNCT
bracis-19053	85	145	\mu	\mu	PROPN
bracis-19053	85	146	_	_	PROPN
bracis-19053	85	147	i)(r_{t	i)(r_{t	NOUN
bracis-19053	85	148	,	,	PUNCT
bracis-19053	85	149	j	j	NOUN
bracis-19053	85	150	}	}	PUNCT
bracis-19053	85	151	\mu	\mu	PROPN
bracis-19053	85	152	_	_	PUNCT
bracis-19053	85	153	j)}{\sqrt	j)}{\sqrt	NOUN
bracis-19053	85	154	{	{	PUNCT
bracis-19053	85	155	\sum	\sum	NOUN
bracis-19053	85	156	_	_	PROPN
bracis-19053	85	157	{	{	PUNCT
bracis-19053	85	158	t=1}^{\tau	t=1}^{\tau	PROPN
bracis-19053	85	159	}	}	PUNCT
bracis-19053	85	160	(	(	PUNCT
bracis-19053	85	161	r_{t	r_{t	PROPN
bracis-19053	85	162	,	,	PUNCT
bracis-19053	85	163	i	i	PRON
bracis-19053	85	164	}	}	PUNCT
bracis-19053	85	165	\mu	\mu	NOUN
bracis-19053	85	166	_	_	NOUN
bracis-19053	86	1	i)^2	i)^2	ADJ
bracis-19053	86	2	\sum	\sum	NOUN
bracis-19053	86	3	_	_	PUNCT
bracis-19053	86	4	{	{	PUNCT
bracis-19053	86	5	t=1}^{\tau	t=1}^{\tau	PROPN
bracis-19053	86	6	}	}	PUNCT
bracis-19053	86	7	(	(	PUNCT
bracis-19053	86	8	r_{t	r_{t	PROPN
bracis-19053	86	9	,	,	PUNCT
bracis-19053	86	10	j	j	NOUN
bracis-19053	86	11	}	}	PUNCT
bracis-19053	86	12	\mu	\mu	PROPN
bracis-19053	86	13	_	_	PUNCT
bracis-19053	86	14	j)^2	j)^2	PROPN
bracis-19053	86	15	}	}	PUNCT
bracis-19053	86	16	}	}	PUNCT
bracis-19053	86	17	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	86	18	(	(	PUNCT
bracis-19053	86	19	6	6	NUM
bracis-19053	86	20	)	)	PUNCT
bracis-19053	86	21	to	to	PART
bracis-19053	86	22	suggest	suggest	VERB
bracis-19053	86	23	a	a	DET
bracis-19053	86	24	portfolio	portfolio	NOUN
bracis-19053	86	25	for	for	ADP
bracis-19053	86	26	the	the	DET
bracis-19053	86	27	following	follow	VERB
bracis-19053	86	28	month	month	NOUN
bracis-19053	86	29	,	,	PUNCT
bracis-19053	86	30	the	the	DET
bracis-19053	86	31	algorithm	algorithm	NOUN
bracis-19053	86	32	represents	represent	VERB
bracis-19053	86	33	the	the	DET
bracis-19053	86	34	set	set	NOUN
bracis-19053	86	35	of	of	ADP
bracis-19053	86	36	assets	asset	NOUN
bracis-19053	86	37	as	as	ADP
bracis-19053	86	38	an	an	DET
bracis-19053	86	39	undirected	undirected	ADJ
bracis-19053	86	40	complex	complex	ADJ
bracis-19053	86	41	network	network	NOUN
bracis-19053	86	42	.	.	PUNCT
bracis-19053	87	1	the	the	DET
bracis-19053	87	2	most	most	ADV
bracis-19053	87	3	visited	visit	VERB
bracis-19053	87	4	assets	asset	NOUN
bracis-19053	87	5	compose	compose	VERB
bracis-19053	87	6	the	the	DET
bracis-19053	87	7	portfolio	portfolio	NOUN
bracis-19053	87	8	after	after	SCONJ
bracis-19053	87	9	a	a	DET
bracis-19053	87	10	random	random	ADJ
bracis-19053	87	11	walk	walk	NOUN
bracis-19053	87	12	takes	take	VERB
bracis-19053	87	13	place	place	NOUN
bracis-19053	87	14	.	.	PUNCT
bracis-19053	88	1	therefore	therefore	ADV
bracis-19053	88	2	,	,	PUNCT
bracis-19053	88	3	the	the	DET
bracis-19053	88	4	proposed	propose	VERB
bracis-19053	88	5	approach	approach	NOUN
bracis-19053	88	6	can	can	AUX
bracis-19053	88	7	be	be	AUX
bracis-19053	88	8	addressed	address	VERB
bracis-19053	88	9	into	into	ADP
bracis-19053	88	10	two	two	NUM
bracis-19053	88	11	parts	part	NOUN
bracis-19053	88	12	,	,	PUNCT
bracis-19053	88	13	building	build	VERB
bracis-19053	88	14	the	the	DET
bracis-19053	88	15	network	network	NOUN
bracis-19053	88	16	from	from	ADP
bracis-19053	88	17	a	a	DET
bracis-19053	88	18	set	set	NOUN
bracis-19053	88	19	of	of	ADP
bracis-19053	88	20	assets	asset	NOUN
bracis-19053	88	21	and	and	CCONJ
bracis-19053	88	22	traversing	traverse	VERB
bracis-19053	88	23	the	the	DET
bracis-19053	88	24	network	network	NOUN
bracis-19053	88	25	to	to	PART
bracis-19053	88	26	find	find	VERB
bracis-19053	88	27	out	out	ADP
bracis-19053	88	28	the	the	DET
bracis-19053	88	29	portfolio	portfolio	NOUN
bracis-19053	88	30	.	.	PUNCT
bracis-19053	89	1	given	give	VERB
bracis-19053	89	2	a	a	DET
bracis-19053	89	3	set	set	NOUN
bracis-19053	89	4	of	of	ADP
bracis-19053	89	5	assets	asset	NOUN
bracis-19053	89	6	\(a	\(a	NOUN
bracis-19053	89	7	=	=	PUNCT
bracis-19053	89	8	\{1,\dots	\{1,\dot	NOUN
bracis-19053	89	9	,	,	PUNCT
bracis-19053	89	10	n\}\	n\}\	NOUN
bracis-19053	89	11	)	)	PUNCT
bracis-19053	89	12	,	,	PUNCT
bracis-19053	89	13	the	the	DET
bracis-19053	89	14	network	network	NOUN
bracis-19053	89	15	is	be	AUX
bracis-19053	89	16	built	build	VERB
bracis-19053	89	17	as	as	SCONJ
bracis-19053	89	18	follows	follow	VERB
bracis-19053	89	19	:	:	PUNCT
bracis-19053	90	1	1	1	X
bracis-19053	90	2	.	.	X
bracis-19053	90	3	each	each	DET
bracis-19053	90	4	asset	asset	NOUN
bracis-19053	90	5	\(i	\(i	PROPN
bracis-19053	90	6	\in	\in	PROPN
bracis-19053	90	7	a\	a\	PROPN
bracis-19053	90	8	)	)	PUNCT
bracis-19053	90	9	is	be	AUX
bracis-19053	90	10	abstracted	abstract	VERB
bracis-19053	90	11	to	to	ADP
bracis-19053	90	12	a	a	DET
bracis-19053	90	13	node	node	ADJ
bracis-19053	90	14	\(v_i\	\(v_i\	NOUN
bracis-19053	90	15	)	)	PUNCT
bracis-19053	90	16	.	.	PUNCT
bracis-19053	91	1	2	2	X
bracis-19053	91	2	.	.	PUNCT
bracis-19053	91	3	given	give	VERB
bracis-19053	91	4	the	the	DET
bracis-19053	91	5	correlation	correlation	NOUN
bracis-19053	91	6	between	between	ADP
bracis-19053	91	7	assets	asset	NOUN
bracis-19053	91	8	i	i	PROPN
bracis-19053	91	9	and	and	CCONJ
bracis-19053	91	10	j	j	PROPN
bracis-19053	91	11	,	,	PUNCT
bracis-19053	91	12	\(c_{i	\(c_{i	PROPN
bracis-19053	91	13	,	,	PUNCT
bracis-19053	91	14	j}\	j}\	PROPN
bracis-19053	91	15	)	)	PUNCT
bracis-19053	91	16	(	(	PUNCT
bracis-19053	91	17	eq	eq	NOUN
bracis-19053	91	18	.	.	PUNCT
bracis-19053	91	19	(	(	PUNCT
bracis-19053	91	20	6	6	NUM
bracis-19053	91	21	)	)	PUNCT
bracis-19053	91	22	)	)	PUNCT
bracis-19053	91	23	,	,	PUNCT
bracis-19053	91	24	each	each	DET
bracis-19053	91	25	pair	pair	NOUN
bracis-19053	91	26	of	of	ADP
bracis-19053	91	27	nodes	node	NOUN
bracis-19053	91	28	\(v_i\	\(v_i\	NOUN
bracis-19053	91	29	)	)	PUNCT
bracis-19053	91	30	and	and	CCONJ
bracis-19053	91	31	\(v_j\	\(v_j\	PROPN
bracis-19053	91	32	)	)	PUNCT
bracis-19053	91	33	is	be	AUX
bracis-19053	91	34	connected	connect	VERB
bracis-19053	91	35	if	if	SCONJ
bracis-19053	91	36	\(c_{ij	\(c_{ij	NOUN
bracis-19053	91	37	}	}	PUNCT
bracis-19053	91	38	<	<	X
bracis-19053	91	39	\lambda	\lambda	PROPN
bracis-19053	91	40	_	_	PUNCT
bracis-19053	91	41	n\	n\	X
bracis-19053	91	42	)	)	PUNCT
bracis-19053	91	43	or	or	CCONJ
bracis-19053	91	44	\(c_{ij	\(c_{ij	PROPN
bracis-19053	91	45	}	}	PUNCT
bracis-19053	91	46	>	>	X
bracis-19053	92	1	\lambda	\lambda	PROPN
bracis-19053	92	2	_	_	PUNCT
bracis-19053	93	1	p\	p\	NOUN
bracis-19053	93	2	)	)	PUNCT
bracis-19053	93	3	.	.	PUNCT
bracis-19053	94	1	in	in	ADP
bracis-19053	94	2	item	item	NOUN
bracis-19053	94	3	2	2	NUM
bracis-19053	94	4	,	,	PUNCT
bracis-19053	94	5	\(\lambda	\(\lambda	PRON
bracis-19053	94	6	_	_	PUNCT
bracis-19053	94	7	n\	n\	X
bracis-19053	94	8	)	)	PUNCT
bracis-19053	94	9	and	and	CCONJ
bracis-19053	94	10	\(\lambda	\(\lambda	NOUN
bracis-19053	94	11	_	_	PUNCT
bracis-19053	94	12	p\	p\	NOUN
bracis-19053	94	13	)	)	PUNCT
bracis-19053	94	14	are	be	AUX
bracis-19053	94	15	thresholds	threshold	NOUN
bracis-19053	94	16	on	on	ADP
bracis-19053	94	17	the	the	DET
bracis-19053	94	18	value	value	NOUN
bracis-19053	94	19	of	of	ADP
bracis-19053	94	20	the	the	DET
bracis-19053	94	21	correlation	correlation	NOUN
bracis-19053	94	22	of	of	ADP
bracis-19053	94	23	the	the	DET
bracis-19053	94	24	returns	return	NOUN
bracis-19053	94	25	.	.	PUNCT
bracis-19053	95	1	the	the	DET
bracis-19053	95	2	rationale	rationale	NOUN
bracis-19053	95	3	of	of	ADP
bracis-19053	95	4	those	those	DET
bracis-19053	95	5	parameters	parameter	NOUN
bracis-19053	95	6	is	be	AUX
bracis-19053	95	7	to	to	PART
bracis-19053	95	8	avoid	avoid	VERB
bracis-19053	95	9	values	value	NOUN
bracis-19053	95	10	of	of	ADP
bracis-19053	95	11	correlations	correlation	NOUN
bracis-19053	95	12	close	close	ADJ
bracis-19053	95	13	to	to	ADP
bracis-19053	95	14	zero	zero	NUM
bracis-19053	95	15	,	,	PUNCT
bracis-19053	95	16	keeping	keep	VERB
bracis-19053	95	17	only	only	ADV
bracis-19053	95	18	significant	significant	ADJ
bracis-19053	95	19	values	value	NOUN
bracis-19053	95	20	of	of	ADP
bracis-19053	95	21	correlation	correlation	NOUN
bracis-19053	95	22	between	between	ADP
bracis-19053	95	23	returns	return	NOUN
bracis-19053	95	24	.	.	PUNCT
bracis-19053	96	1	notice	notice	VERB
bracis-19053	96	2	that	that	SCONJ
bracis-19053	96	3	their	their	PRON
bracis-19053	96	4	values	value	NOUN
bracis-19053	96	5	directly	directly	ADV
bracis-19053	96	6	interfere	interfere	VERB
bracis-19053	96	7	with	with	ADP
bracis-19053	96	8	the	the	DET
bracis-19053	96	9	structure	structure	NOUN
bracis-19053	96	10	of	of	ADP
bracis-19053	96	11	the	the	DET
bracis-19053	96	12	network	network	NOUN
bracis-19053	96	13	,	,	PUNCT
bracis-19053	96	14	consequently	consequently	ADV
bracis-19053	96	15	,	,	PUNCT
bracis-19053	96	16	they	they	PRON
bracis-19053	96	17	need	need	VERB
bracis-19053	96	18	to	to	PART
bracis-19053	96	19	be	be	AUX
bracis-19053	96	20	chosen	choose	VERB
bracis-19053	96	21	considering	consider	VERB
bracis-19053	96	22	the	the	DET
bracis-19053	96	23	algorithm	algorithm	NOUN
bracis-19053	96	24	performance	performance	NOUN
bracis-19053	96	25	and	and	CCONJ
bracis-19053	96	26	restraining	restrain	VERB
bracis-19053	96	27	to	to	ADP
bracis-19053	96	28	values	value	NOUN
bracis-19053	96	29	that	that	PRON
bracis-19053	96	30	generate	generate	VERB
bracis-19053	96	31	connected	connected	ADJ
bracis-19053	96	32	networks	network	NOUN
bracis-19053	96	33	.	.	PUNCT
bracis-19053	97	1	snpa	snpa	PROPN
bracis-19053	97	2	uses	use	VERB
bracis-19053	97	3	the	the	DET
bracis-19053	97	4	asset	asset	NOUN
bracis-19053	97	5	cumulative	cumulative	ADJ
bracis-19053	97	6	wealth	wealth	NOUN
bracis-19053	97	7	,	,	PUNCT
bracis-19053	97	8	eq	eq	NOUN
bracis-19053	97	9	.	.	PUNCT
bracis-19053	98	1	(	(	PUNCT
bracis-19053	98	2	5	5	NUM
bracis-19053	98	3	)	)	PUNCT
bracis-19053	98	4	,	,	PUNCT
bracis-19053	98	5	of	of	ADP
bracis-19053	98	6	the	the	DET
bracis-19053	98	7	analyzed	analyze	VERB
bracis-19053	98	8	period	period	NOUN
bracis-19053	98	9	as	as	ADP
bracis-19053	98	10	a	a	DET
bracis-19053	98	11	node	node	ADJ
bracis-19053	98	12	weight	weight	NOUN
bracis-19053	98	13	.	.	PUNCT
bracis-19053	99	1	so	so	ADV
bracis-19053	99	2	node	node	ADJ
bracis-19053	99	3	\(v_i\	\(v_i\	NOUN
bracis-19053	99	4	)	)	PUNCT
bracis-19053	99	5	has	have	VERB
bracis-19053	99	6	as	as	ADP
bracis-19053	99	7	an	an	DET
bracis-19053	99	8	associated	associated	ADJ
bracis-19053	99	9	weight	weight	NOUN
bracis-19053	99	10	,	,	PUNCT
bracis-19053	99	11	\(z_i\	\(z_i\	NOUN
bracis-19053	99	12	)	)	PUNCT
bracis-19053	99	13	,	,	PUNCT
bracis-19053	99	14	its	its	PRON
bracis-19053	99	15	cumulative	cumulative	ADJ
bracis-19053	99	16	wealth	wealth	NOUN
bracis-19053	99	17	\(cw_{t	\(cw_{t	NOUN
bracis-19053	99	18	,	,	PUNCT
bracis-19053	99	19	i}\	i}\	NUM
bracis-19053	99	20	)	)	PUNCT
bracis-19053	99	21	.	.	PUNCT
bracis-19053	100	1	in	in	ADP
bracis-19053	100	2	this	this	DET
bracis-19053	100	3	work	work	NOUN
bracis-19053	100	4	,	,	PUNCT
bracis-19053	100	5	the	the	DET
bracis-19053	100	6	historical	historical	ADJ
bracis-19053	100	7	series	series	NOUN
bracis-19053	100	8	of	of	ADP
bracis-19053	100	9	the	the	DET
bracis-19053	100	10	last	last	ADJ
bracis-19053	100	11	five	five	NUM
bracis-19053	100	12	years	year	NOUN
bracis-19053	100	13	prior	prior	ADV
bracis-19053	100	14	to	to	ADP
bracis-19053	100	15	the	the	DET
bracis-19053	100	16	date	date	NOUN
bracis-19053	100	17	on	on	ADP
bracis-19053	100	18	which	which	PRON
bracis-19053	100	19	the	the	DET
bracis-19053	100	20	portfolio	portfolio	NOUN
bracis-19053	100	21	is	be	AUX
bracis-19053	100	22	to	to	PART
bracis-19053	100	23	be	be	AUX
bracis-19053	100	24	generated	generate	VERB
bracis-19053	100	25	is	be	AUX
bracis-19053	100	26	used	use	VERB
bracis-19053	100	27	.	.	PUNCT
bracis-19053	101	1	let	let	VERB
bracis-19053	101	2	\(\vargamma	\(\vargamma	PROPN
bracis-19053	101	3	_	_	PUNCT
bracis-19053	101	4	i\	i\	NOUN
bracis-19053	101	5	)	)	PUNCT
bracis-19053	101	6	be	be	VERB
bracis-19053	101	7	the	the	DET
bracis-19053	101	8	set	set	NOUN
bracis-19053	101	9	of	of	ADP
bracis-19053	101	10	neighbors	neighbor	NOUN
bracis-19053	101	11	of	of	ADP
bracis-19053	101	12	vertex	vertex	NOUN
bracis-19053	101	13	\(v_i\	\(v_i\	NOUN
bracis-19053	101	14	)	)	PUNCT
bracis-19053	101	15	.	.	PUNCT
bracis-19053	102	1	the	the	DET
bracis-19053	102	2	way	way	NOUN
bracis-19053	102	3	the	the	DET
bracis-19053	102	4	network	network	NOUN
bracis-19053	102	5	is	be	AUX
bracis-19053	102	6	built	build	VERB
bracis-19053	102	7	,	,	PUNCT
bracis-19053	102	8	for	for	ADP
bracis-19053	102	9	each	each	DET
bracis-19053	102	10	node	node	NOUN
bracis-19053	102	11	\(v_{i}\	\(v_{i}\	NOUN
bracis-19053	102	12	)	)	PUNCT
bracis-19053	102	13	,	,	PUNCT
bracis-19053	102	14	\(\vargamma	\(\vargamma	X
bracis-19053	102	15	_	_	PUNCT
bracis-19053	102	16	i\	i\	NOUN
bracis-19053	102	17	)	)	PUNCT
bracis-19053	102	18	may	may	AUX
bracis-19053	102	19	have	have	VERB
bracis-19053	102	20	nodes	node	NOUN
bracis-19053	102	21	whose	whose	DET
bracis-19053	102	22	correlation	correlation	NOUN
bracis-19053	102	23	to	to	ADP
bracis-19053	102	24	\(v_i\	\(v_i\	NOUN
bracis-19053	102	25	)	)	PUNCT
bracis-19053	102	26	is	be	AUX
bracis-19053	102	27	positive	positive	ADJ
bracis-19053	102	28	or	or	CCONJ
bracis-19053	102	29	negative	negative	ADJ
bracis-19053	102	30	.	.	PUNCT
bracis-19053	103	1	supposing	suppose	VERB
bracis-19053	103	2	\(v_j	\(v_j	X
bracis-19053	103	3	\in	\in	PROPN
bracis-19053	103	4	\vargamma	\vargamma	PROPN
bracis-19053	103	5	_	_	PUNCT
bracis-19053	103	6	i\	i\	NOUN
bracis-19053	103	7	)	)	PUNCT
bracis-19053	103	8	,	,	PUNCT
bracis-19053	103	9	the	the	DET
bracis-19053	103	10	probability	probability	NOUN
bracis-19053	103	11	of	of	ADP
bracis-19053	103	12	the	the	DET
bracis-19053	103	13	particle	particle	NOUN
bracis-19053	103	14	to	to	PART
bracis-19053	103	15	visit	visit	VERB
bracis-19053	103	16	\(v_j\	\(v_j\	PROPN
bracis-19053	103	17	)	)	PUNCT
bracis-19053	103	18	,	,	PUNCT
bracis-19053	103	19	noted	note	VERB
bracis-19053	103	20	by	by	ADP
bracis-19053	103	21	\(p_{ij}\	\(p_{ij}\	NOUN
bracis-19053	103	22	)	)	PUNCT
bracis-19053	103	23	,	,	PUNCT
bracis-19053	103	24	can	can	AUX
bracis-19053	103	25	be	be	AUX
bracis-19053	103	26	calculated	calculate	VERB
bracis-19053	103	27	by	by	ADP
bracis-19053	103	28	the	the	DET
bracis-19053	103	29	softmax	softmax	NOUN
bracis-19053	103	30	function	function	NOUN
bracis-19053	103	31	as	as	ADP
bracis-19053	103	32	in	in	ADP
bracis-19053	103	33	eq	eq	NOUN
bracis-19053	103	34	.	.	PUNCT
bracis-19053	104	1	(	(	PUNCT
bracis-19053	104	2	7	7	NUM
bracis-19053	104	3	)	)	PUNCT
bracis-19053	104	4	.	.	PUNCT
bracis-19053	105	1	the	the	DET
bracis-19053	105	2	reason	reason	NOUN
bracis-19053	105	3	to	to	PART
bracis-19053	105	4	consider	consider	VERB
bracis-19053	105	5	the	the	DET
bracis-19053	105	6	softmax	softmax	NOUN
bracis-19053	105	7	function	function	NOUN
bracis-19053	105	8	is	be	AUX
bracis-19053	105	9	that	that	SCONJ
bracis-19053	105	10	\(cw_{t	\(cw_{t	NOUN
bracis-19053	105	11	,	,	PUNCT
bracis-19053	105	12	j}\	j}\	PROPN
bracis-19053	105	13	)	)	PUNCT
bracis-19053	105	14	may	may	AUX
bracis-19053	105	15	be	be	AUX
bracis-19053	105	16	negative	negative	ADJ
bracis-19053	105	17	.	.	PUNCT
bracis-19053	106	1	$	$	SYM
bracis-19053	106	2	$	$	SYM
bracis-19053	106	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	106	4	}	}	PUNCT
bracis-19053	106	5	p_{ij	p_{ij	NOUN
bracis-19053	106	6	}	}	PUNCT
bracis-19053	106	7	=	=	SYM
bracis-19053	106	8	\frac{e^{cw_{t	\frac{e^{cw_{t	ADV
bracis-19053	106	9	,	,	PUNCT
bracis-19053	106	10	i}}}{{\sum	i}}}{{\sum	PROPN
bracis-19053	106	11	_	_	PUNCT
bracis-19053	106	12	{	{	PUNCT
bracis-19053	106	13	v_j	v_j	SYM
bracis-19053	106	14	\in	\in	PROPN
bracis-19053	106	15	\vargamma	\vargamma	PROPN
bracis-19053	106	16	_	_	PROPN
bracis-19053	106	17	i	i	PRON
bracis-19053	106	18	}	}	PUNCT
bracis-19053	106	19	e^{cw_{t	e^{cw_{t	PROPN
bracis-19053	106	20	,	,	PUNCT
bracis-19053	106	21	j	j	NOUN
bracis-19053	106	22	}	}	PUNCT
bracis-19053	106	23	}	}	PUNCT
bracis-19053	106	24	}	}	PUNCT
bracis-19053	106	25	}	}	PUNCT
bracis-19053	106	26	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	106	27	(	(	PUNCT
bracis-19053	106	28	7	7	NUM
bracis-19053	106	29	)	)	PUNCT
bracis-19053	106	30	figure	figure	NOUN
bracis-19053	106	31	 	 	SPACE
bracis-19053	106	32	1(a	1(a	NUM
bracis-19053	106	33	)	)	PUNCT
bracis-19053	106	34	shows	show	VERB
bracis-19053	106	35	the	the	DET
bracis-19053	106	36	paths	path	NOUN
bracis-19053	106	37	that	that	PRON
bracis-19053	106	38	can	can	AUX
bracis-19053	106	39	be	be	AUX
bracis-19053	106	40	taken	take	VERB
bracis-19053	106	41	by	by	ADP
bracis-19053	106	42	the	the	DET
bracis-19053	106	43	particle	particle	NOUN
bracis-19053	106	44	starting	start	VERB
bracis-19053	106	45	from	from	ADP
bracis-19053	106	46	node	node	ADJ
bracis-19053	106	47	\(v_1\	\(v_1\	NOUN
bracis-19053	106	48	)	)	PUNCT
bracis-19053	106	49	and	and	CCONJ
bracis-19053	106	50	the	the	DET
bracis-19053	106	51	cumulative	cumulative	ADJ
bracis-19053	106	52	wealth	wealth	NOUN
bracis-19053	106	53	\(cw_{i	\(cw_{i	NOUN
bracis-19053	106	54	,	,	PUNCT
bracis-19053	106	55	j}\	j}\	PROPN
bracis-19053	106	56	)	)	PUNCT
bracis-19053	106	57	for	for	ADP
bracis-19053	106	58	each	each	DET
bracis-19053	106	59	asset	asset	NOUN
bracis-19053	106	60	represented	represent	VERB
bracis-19053	106	61	in	in	ADP
bracis-19053	106	62	node	node	PROPN
bracis-19053	106	63	\(v_j\	\(v_j\	PROPN
bracis-19053	106	64	)	)	PUNCT
bracis-19053	106	65	.	.	PUNCT
bracis-19053	107	1	figure	figure	NOUN
bracis-19053	107	2	 	 	SPACE
bracis-19053	107	3	1(b	1(b	NUM
bracis-19053	107	4	)	)	PUNCT
bracis-19053	107	5	shows	show	VERB
bracis-19053	107	6	the	the	DET
bracis-19053	107	7	transition	transition	NOUN
bracis-19053	107	8	probabilities	probability	NOUN
bracis-19053	107	9	from	from	ADP
bracis-19053	107	10	node	node	ADJ
bracis-19053	107	11	\(v_1\	\(v_1\	NOUN
bracis-19053	107	12	)	)	PUNCT
bracis-19053	107	13	to	to	ADP
bracis-19053	107	14	each	each	PRON
bracis-19053	107	15	of	of	ADP
bracis-19053	107	16	its	its	PRON
bracis-19053	107	17	neighbors	neighbor	NOUN
bracis-19053	107	18	\(v_2\	\(v_2\	PROPN
bracis-19053	107	19	)	)	PUNCT
bracis-19053	107	20	,	,	PUNCT
bracis-19053	107	21	\(v_3\	\(v_3\	PROPN
bracis-19053	107	22	)	)	PUNCT
bracis-19053	107	23	and	and	CCONJ
bracis-19053	107	24	\(v_4\	\(v_4\	NOUN
bracis-19053	107	25	)	)	PUNCT
bracis-19053	107	26	as	as	SCONJ
bracis-19053	107	27	given	give	VERB
bracis-19053	107	28	by	by	ADP
bracis-19053	107	29	eq	eq	PROPN
bracis-19053	107	30	.	.	PUNCT
bracis-19053	108	1	(	(	PUNCT
bracis-19053	108	2	7	7	NUM
bracis-19053	108	3	)	)	PUNCT
bracis-19053	108	4	.	.	PUNCT
bracis-19053	109	1	fig	fig	NOUN
bracis-19053	109	2	.	.	PUNCT
bracis-19053	110	1	1	1	NUM
bracis-19053	110	2	.	.	X
bracis-19053	110	3	example	example	NOUN
bracis-19053	110	4	of	of	ADP
bracis-19053	110	5	selecting	select	VERB
bracis-19053	110	6	a	a	DET
bracis-19053	110	7	neighbor	neighbor	NOUN
bracis-19053	110	8	using	use	VERB
bracis-19053	110	9	cumulative	cumulative	ADJ
bracis-19053	110	10	wealth	wealth	NOUN
bracis-19053	110	11	probability	probability	NOUN
bracis-19053	110	12	full	full	ADJ
bracis-19053	110	13	size	size	NOUN
bracis-19053	110	14	image	image	NOUN
bracis-19053	110	15	algorithm	algorithm	NOUN
bracis-19053	110	16	1	1	NUM
bracis-19053	110	17	presents	present	VERB
bracis-19053	110	18	the	the	DET
bracis-19053	110	19	details	detail	NOUN
bracis-19053	110	20	of	of	ADP
bracis-19053	110	21	the	the	DET
bracis-19053	110	22	proposed	propose	VERB
bracis-19053	110	23	method	method	NOUN
bracis-19053	110	24	.	.	PUNCT
bracis-19053	111	1	the	the	DET
bracis-19053	111	2	algorithm	algorithm	NOUN
bracis-19053	111	3	has	have	VERB
bracis-19053	111	4	as	as	ADP
bracis-19053	111	5	inputs	input	NOUN
bracis-19053	111	6	:	:	PUNCT
bracis-19053	111	7	the	the	DET
bracis-19053	111	8	set	set	NOUN
bracis-19053	111	9	of	of	ADP
bracis-19053	111	10	stocks	stock	NOUN
bracis-19053	111	11	a	a	PRON
bracis-19053	111	12	,	,	PUNCT
bracis-19053	111	13	the	the	DET
bracis-19053	111	14	number	number	NOUN
bracis-19053	111	15	of	of	ADP
bracis-19053	111	16	iterations	iteration	NOUN
bracis-19053	111	17	k	k	PROPN
bracis-19053	111	18	,	,	PUNCT
bracis-19053	111	19	the	the	DET
bracis-19053	111	20	thresholds	threshold	NOUN
bracis-19053	111	21	on	on	ADP
bracis-19053	111	22	the	the	DET
bracis-19053	111	23	correlation	correlation	NOUN
bracis-19053	111	24	values	value	NOUN
bracis-19053	111	25	\(\lambda	\(\lambda	NOUN
bracis-19053	111	26	_	_	PUNCT
bracis-19053	111	27	p\	p\	NOUN
bracis-19053	111	28	)	)	PUNCT
bracis-19053	111	29	,	,	PUNCT
bracis-19053	111	30	and	and	CCONJ
bracis-19053	111	31	\(\lambda	\(\lambda	PRON
bracis-19053	111	32	_	_	PUNCT
bracis-19053	111	33	n\	n\	NOUN
bracis-19053	111	34	)	)	PUNCT
bracis-19053	111	35	.	.	PUNCT
bracis-19053	112	1	the	the	DET
bracis-19053	112	2	number	number	NOUN
bracis-19053	112	3	of	of	ADP
bracis-19053	112	4	stocks	stock	NOUN
bracis-19053	112	5	in	in	ADP
bracis-19053	112	6	the	the	DET
bracis-19053	112	7	portfolio	portfolio	NOUN
bracis-19053	112	8	,	,	PUNCT
bracis-19053	112	9	q	q	X
bracis-19053	112	10	,	,	PUNCT
bracis-19053	112	11	can	can	AUX
bracis-19053	112	12	be	be	AUX
bracis-19053	112	13	either	either	CCONJ
bracis-19053	112	14	given	give	VERB
bracis-19053	112	15	as	as	ADP
bracis-19053	112	16	an	an	DET
bracis-19053	112	17	input	input	NOUN
bracis-19053	112	18	and	and	CCONJ
bracis-19053	112	19	in	in	ADP
bracis-19053	112	20	this	this	DET
bracis-19053	112	21	way	way	NOUN
bracis-19053	112	22	,	,	PUNCT
bracis-19053	112	23	the	the	DET
bracis-19053	112	24	algorithm	algorithm	NOUN
bracis-19053	112	25	will	will	AUX
bracis-19053	112	26	search	search	VERB
bracis-19053	112	27	for	for	ADP
bracis-19053	112	28	a	a	DET
bracis-19053	112	29	portfolio	portfolio	NOUN
bracis-19053	112	30	with	with	ADP
bracis-19053	112	31	q	q	NOUN
bracis-19053	112	32	stocks	stock	NOUN
bracis-19053	112	33	.	.	PUNCT
bracis-19053	113	1	or	or	CCONJ
bracis-19053	113	2	,	,	PUNCT
bracis-19053	113	3	if	if	SCONJ
bracis-19053	113	4	it	it	PRON
bracis-19053	113	5	is	be	AUX
bracis-19053	113	6	not	not	PART
bracis-19053	113	7	given	give	VERB
bracis-19053	113	8	,	,	PUNCT
bracis-19053	113	9	the	the	DET
bracis-19053	113	10	algorithm	algorithm	NOUN
bracis-19053	113	11	outputs	output	VERB
bracis-19053	113	12	the	the	DET
bracis-19053	113	13	portfolio	portfolio	NOUN
bracis-19053	113	14	with	with	ADP
bracis-19053	113	15	the	the	DET
bracis-19053	113	16	highest	high	ADJ
bracis-19053	113	17	return	return	NOUN
bracis-19053	113	18	considering	consider	VERB
bracis-19053	113	19	any	any	DET
bracis-19053	113	20	possible	possible	ADJ
bracis-19053	113	21	value	value	NOUN
bracis-19053	113	22	of	of	ADP
bracis-19053	113	23	q.	q.	PROPN
bracis-19053	113	24	the	the	DET
bracis-19053	113	25	most	most	ADV
bracis-19053	113	26	costly	costly	ADJ
bracis-19053	113	27	part	part	NOUN
bracis-19053	113	28	of	of	ADP
bracis-19053	113	29	the	the	DET
bracis-19053	113	30	algorithm	algorithm	NOUN
bracis-19053	113	31	is	be	AUX
bracis-19053	113	32	to	to	PART
bracis-19053	113	33	calculate	calculate	VERB
bracis-19053	113	34	the	the	DET
bracis-19053	113	35	transition	transition	NOUN
bracis-19053	113	36	probabilities	probability	NOUN
bracis-19053	113	37	,	,	PUNCT
bracis-19053	113	38	which	which	PRON
bracis-19053	113	39	requires	require	VERB
bracis-19053	113	40	to	to	PART
bracis-19053	113	41	access	access	VERB
bracis-19053	113	42	every	every	DET
bracis-19053	113	43	edge	edge	NOUN
bracis-19053	113	44	of	of	ADP
bracis-19053	113	45	the	the	DET
bracis-19053	113	46	graph	graph	NOUN
bracis-19053	113	47	.	.	PUNCT
bracis-19053	114	1	once	once	ADV
bracis-19053	114	2	all	all	DET
bracis-19053	114	3	the	the	DET
bracis-19053	114	4	probabilities	probability	NOUN
bracis-19053	114	5	have	have	AUX
bracis-19053	114	6	been	be	AUX
bracis-19053	114	7	defined	define	VERB
bracis-19053	114	8	,	,	PUNCT
bracis-19053	114	9	a	a	DET
bracis-19053	114	10	random	random	ADJ
bracis-19053	114	11	walk	walk	NOUN
bracis-19053	114	12	takes	take	VERB
bracis-19053	114	13	place	place	NOUN
bracis-19053	114	14	.	.	PUNCT
bracis-19053	115	1	the	the	DET
bracis-19053	115	2	walk	walk	NOUN
bracis-19053	115	3	proceeds	proceed	NOUN
bracis-19053	115	4	in	in	ADP
bracis-19053	115	5	the	the	DET
bracis-19053	115	6	network	network	NOUN
bracis-19053	115	7	by	by	ADP
bracis-19053	115	8	following	follow	VERB
bracis-19053	115	9	the	the	DET
bracis-19053	115	10	nodes	node	NOUN
bracis-19053	115	11	according	accord	VERB
bracis-19053	115	12	to	to	ADP
bracis-19053	115	13	the	the	DET
bracis-19053	115	14	transition	transition	NOUN
bracis-19053	115	15	probabilities	probability	NOUN
bracis-19053	115	16	,	,	PUNCT
bracis-19053	115	17	while	while	SCONJ
bracis-19053	115	18	the	the	DET
bracis-19053	115	19	algorithm	algorithm	NOUN
bracis-19053	115	20	keeps	keep	VERB
bracis-19053	115	21	track	track	NOUN
bracis-19053	115	22	of	of	ADP
bracis-19053	115	23	the	the	DET
bracis-19053	115	24	number	number	NOUN
bracis-19053	115	25	of	of	ADP
bracis-19053	115	26	visits	visit	NOUN
bracis-19053	115	27	each	each	DET
bracis-19053	115	28	node	node	NOUN
bracis-19053	115	29	had	have	VERB
bracis-19053	115	30	.	.	PUNCT
bracis-19053	116	1	in	in	ADP
bracis-19053	116	2	the	the	DET
bracis-19053	116	3	end	end	NOUN
bracis-19053	116	4	,	,	PUNCT
bracis-19053	116	5	the	the	DET
bracis-19053	116	6	stocks	stock	NOUN
bracis-19053	116	7	represented	represent	VERB
bracis-19053	116	8	by	by	ADP
bracis-19053	116	9	the	the	DET
bracis-19053	116	10	most	most	ADV
bracis-19053	116	11	visited	visit	VERB
bracis-19053	116	12	nodes	node	NOUN
bracis-19053	116	13	are	be	AUX
bracis-19053	116	14	chosen	choose	VERB
bracis-19053	116	15	to	to	PART
bracis-19053	116	16	compose	compose	VERB
bracis-19053	116	17	the	the	DET
bracis-19053	116	18	portfolio	portfolio	NOUN
bracis-19053	116	19	,	,	PUNCT
bracis-19053	116	20	and	and	CCONJ
bracis-19053	116	21	the	the	DET
bracis-19053	116	22	weight	weight	NOUN
bracis-19053	116	23	of	of	ADP
bracis-19053	116	24	each	each	DET
bracis-19053	116	25	asset	asset	NOUN
bracis-19053	116	26	corresponds	correspond	VERB
bracis-19053	116	27	to	to	ADP
bracis-19053	116	28	the	the	DET
bracis-19053	116	29	proportion	proportion	NOUN
bracis-19053	116	30	of	of	ADP
bracis-19053	116	31	the	the	DET
bracis-19053	116	32	total	total	ADJ
bracis-19053	116	33	number	number	NOUN
bracis-19053	116	34	of	of	ADP
bracis-19053	116	35	visits	visit	NOUN
bracis-19053	116	36	.	.	PUNCT
bracis-19053	117	1	the	the	DET
bracis-19053	117	2	selected	select	VERB
bracis-19053	117	3	stocks	stock	NOUN
bracis-19053	117	4	tend	tend	VERB
bracis-19053	117	5	to	to	PART
bracis-19053	117	6	have	have	VERB
bracis-19053	117	7	a	a	DET
bracis-19053	117	8	high	high	ADJ
bracis-19053	117	9	return	return	NOUN
bracis-19053	117	10	and	and	CCONJ
bracis-19053	117	11	be	be	AUX
bracis-19053	117	12	highly	highly	ADV
bracis-19053	117	13	correlated	correlate	VERB
bracis-19053	117	14	to	to	ADP
bracis-19053	117	15	each	each	DET
bracis-19053	117	16	other	other	ADJ
bracis-19053	117	17	(	(	PUNCT
bracis-19053	117	18	positively	positively	ADV
bracis-19053	117	19	and	and	CCONJ
bracis-19053	117	20	negatively	negatively	ADV
bracis-19053	117	21	)	)	PUNCT
bracis-19053	117	22	.	.	PUNCT
bracis-19053	118	1	at	at	ADP
bracis-19053	118	2	the	the	DET
bracis-19053	118	3	same	same	ADJ
bracis-19053	118	4	time	time	NOUN
bracis-19053	118	5	,	,	PUNCT
bracis-19053	118	6	the	the	DET
bracis-19053	118	7	randomness	randomness	NOUN
bracis-19053	118	8	of	of	ADP
bracis-19053	118	9	the	the	DET
bracis-19053	118	10	algorithm	algorithm	NOUN
bracis-19053	118	11	allows	allow	VERB
bracis-19053	118	12	us	we	PRON
bracis-19053	118	13	to	to	PART
bracis-19053	118	14	consider	consider	VERB
bracis-19053	118	15	different	different	ADJ
bracis-19053	118	16	but	but	CCONJ
bracis-19053	118	17	also	also	ADV
bracis-19053	118	18	profitable	profitable	ADJ
bracis-19053	118	19	portfolios	portfolio	NOUN
bracis-19053	118	20	.	.	PUNCT
bracis-19053	119	1	4	4	NUM
bracis-19053	119	2	hyperparameter	hyperparameter	NOUN
bracis-19053	119	3	analysis	analysis	NOUN
bracis-19053	119	4	to	to	PART
bracis-19053	119	5	define	define	VERB
bracis-19053	119	6	the	the	DET
bracis-19053	119	7	hyperparameters	hyperparameter	NOUN
bracis-19053	119	8	values	value	NOUN
bracis-19053	119	9	of	of	ADP
bracis-19053	119	10	the	the	DET
bracis-19053	119	11	algorithm	algorithm	NOUN
bracis-19053	119	12	,	,	PUNCT
bracis-19053	119	13	experiments	experiment	NOUN
bracis-19053	119	14	were	be	AUX
bracis-19053	119	15	carried	carry	VERB
bracis-19053	119	16	out	out	ADP
bracis-19053	119	17	with	with	ADP
bracis-19053	119	18	available	available	ADJ
bracis-19053	119	19	stocks	stock	NOUN
bracis-19053	119	20	from	from	ADP
bracis-19053	119	21	ibrx100	ibrx100	PROPN
bracis-19053	119	22	index	index	NOUN
bracis-19053	119	23	(	(	PUNCT
bracis-19053	119	24	approximately	approximately	ADV
bracis-19053	119	25	100	100	NUM
bracis-19053	119	26	stocks	stock	NOUN
bracis-19053	119	27	)	)	PUNCT
bracis-19053	119	28	.	.	PUNCT
bracis-19053	120	1	ten	ten	NUM
bracis-19053	120	2	experiments	experiment	NOUN
bracis-19053	120	3	were	be	AUX
bracis-19053	120	4	performed	perform	VERB
bracis-19053	120	5	to	to	PART
bracis-19053	120	6	mitigate	mitigate	VERB
bracis-19053	120	7	the	the	DET
bracis-19053	120	8	effect	effect	NOUN
bracis-19053	120	9	of	of	ADP
bracis-19053	120	10	randomization	randomization	NOUN
bracis-19053	120	11	.	.	PUNCT
bracis-19053	121	1	the	the	DET
bracis-19053	121	2	experiments	experiment	NOUN
bracis-19053	121	3	consider	consider	VERB
bracis-19053	121	4	build	build	VERB
bracis-19053	121	5	a	a	DET
bracis-19053	121	6	portfolio	portfolio	NOUN
bracis-19053	121	7	for	for	ADP
bracis-19053	121	8	jan	jan	PROPN
bracis-19053	121	9	.	.	PROPN
bracis-19053	121	10	2020	2020	NUM
bracis-19053	121	11	using	use	VERB
bracis-19053	121	12	stock	stock	NOUN
bracis-19053	121	13	data	datum	NOUN
bracis-19053	121	14	of	of	ADP
bracis-19053	121	15	the	the	DET
bracis-19053	121	16	period	period	NOUN
bracis-19053	121	17	from	from	ADP
bracis-19053	121	18	jan	jan	PROPN
bracis-19053	121	19	.	.	PROPN
bracis-19053	121	20	2019	2019	NUM
bracis-19053	121	21	to	to	ADP
bracis-19053	121	22	dec	dec	PROPN
bracis-19053	121	23	.	.	PROPN
bracis-19053	121	24	2019	2019	NUM
bracis-19053	121	25	.	.	PUNCT
bracis-19053	122	1	the	the	DET
bracis-19053	122	2	datasets	dataset	NOUN
bracis-19053	122	3	used	use	VERB
bracis-19053	122	4	in	in	ADP
bracis-19053	122	5	this	this	DET
bracis-19053	122	6	work	work	NOUN
bracis-19053	122	7	were	be	AUX
bracis-19053	122	8	built	build	VERB
bracis-19053	122	9	with	with	ADP
bracis-19053	122	10	information	information	NOUN
bracis-19053	122	11	from	from	ADP
bracis-19053	122	12	the	the	DET
bracis-19053	122	13	yahoo	yahoo	PROPN
bracis-19053	122	14	finance	finance	NOUN
bracis-19053	122	15	[	[	X
bracis-19053	122	16	https://finance.yahoo.com/lookup	https://finance.yahoo.com/lookup	PROPN
bracis-19053	122	17	]	]	PUNCT
bracis-19053	122	18	.	.	PUNCT
bracis-19053	123	1	first	first	ADV
bracis-19053	123	2	,	,	PUNCT
bracis-19053	123	3	consider	consider	VERB
bracis-19053	123	4	analysing	analyse	VERB
bracis-19053	123	5	how	how	SCONJ
bracis-19053	123	6	each	each	DET
bracis-19053	123	7	parameter	parameter	NOUN
bracis-19053	123	8	relates	relate	VERB
bracis-19053	123	9	to	to	ADP
bracis-19053	123	10	each	each	DET
bracis-19053	123	11	other	other	ADJ
bracis-19053	123	12	and	and	CCONJ
bracis-19053	123	13	to	to	ADP
bracis-19053	123	14	portfolio	portfolio	NOUN
bracis-19053	123	15	return	return	NOUN
bracis-19053	123	16	.	.	PUNCT
bracis-19053	124	1	for	for	ADP
bracis-19053	124	2	this	this	DET
bracis-19053	124	3	analysis	analysis	NOUN
bracis-19053	124	4	,	,	PUNCT
bracis-19053	124	5	experiments	experiment	NOUN
bracis-19053	124	6	to	to	PART
bracis-19053	124	7	find	find	VERB
bracis-19053	124	8	a	a	DET
bracis-19053	124	9	portfolio	portfolio	NOUN
bracis-19053	124	10	have	have	AUX
bracis-19053	124	11	been	be	AUX
bracis-19053	124	12	conducted	conduct	VERB
bracis-19053	124	13	considering	consider	VERB
bracis-19053	124	14	several	several	ADJ
bracis-19053	124	15	parameters	parameter	NOUN
bracis-19053	124	16	settings	setting	NOUN
bracis-19053	124	17	.	.	PUNCT
bracis-19053	125	1	the	the	DET
bracis-19053	125	2	number	number	NOUN
bracis-19053	125	3	of	of	ADP
bracis-19053	125	4	iterations	iteration	NOUN
bracis-19053	125	5	k	k	NOUN
bracis-19053	125	6	varied	varied	ADJ
bracis-19053	125	7	in	in	ADP
bracis-19053	125	8	the	the	DET
bracis-19053	125	9	range	range	NOUN
bracis-19053	125	10	\(\{50	\(\{50	PROPN
bracis-19053	125	11	,	,	PUNCT
bracis-19053	125	12	100	100	NUM
bracis-19053	125	13	,	,	PUNCT
bracis-19053	125	14	\dots	\dot	NOUN
bracis-19053	125	15	,	,	PUNCT
bracis-19053	125	16	1000\}\	1000\}\	NUM
bracis-19053	125	17	)	)	PUNCT
bracis-19053	125	18	,	,	PUNCT
bracis-19053	125	19	threshold	threshold	NOUN
bracis-19053	125	20	values	value	NOUN
bracis-19053	125	21	\(\lambda	\(\lambda	NOUN
bracis-19053	125	22	_	_	PUNCT
bracis-19053	125	23	p\	p\	NOUN
bracis-19053	125	24	)	)	PUNCT
bracis-19053	125	25	and	and	CCONJ
bracis-19053	125	26	\(\lambda	\(\lambda	PRON
bracis-19053	125	27	_	_	PUNCT
bracis-19053	125	28	n\	n\	X
bracis-19053	125	29	)	)	PUNCT
bracis-19053	125	30	were	be	AUX
bracis-19053	125	31	evaluated	evaluate	VERB
bracis-19053	125	32	in	in	ADP
bracis-19053	125	33	\(\{0.1	\(\{0.1	PROPN
bracis-19053	125	34	,	,	PUNCT
bracis-19053	125	35	0.2	0.2	NUM
bracis-19053	125	36	,	,	PUNCT
bracis-19053	125	37	\dots	\dot	NOUN
bracis-19053	125	38	,	,	PUNCT
bracis-19053	125	39	1\}\	1\}\	NUM
bracis-19053	125	40	)	)	PUNCT
bracis-19053	125	41	.	.	PUNCT
bracis-19053	126	1	the	the	DET
bracis-19053	126	2	number	number	NOUN
bracis-19053	126	3	of	of	ADP
bracis-19053	126	4	assets	asset	NOUN
bracis-19053	126	5	in	in	ADP
bracis-19053	126	6	the	the	DET
bracis-19053	126	7	portfolio	portfolio	NOUN
bracis-19053	126	8	,	,	PUNCT
bracis-19053	126	9	q	q	X
bracis-19053	126	10	,	,	PUNCT
bracis-19053	126	11	was	be	AUX
bracis-19053	126	12	given	give	VERB
bracis-19053	126	13	by	by	ADP
bracis-19053	126	14	the	the	DET
bracis-19053	126	15	algorithm	algorithm	NOUN
bracis-19053	126	16	along	along	ADP
bracis-19053	126	17	with	with	ADP
bracis-19053	126	18	the	the	DET
bracis-19053	126	19	best	good	ADJ
bracis-19053	126	20	portfolio	portfolio	NOUN
bracis-19053	126	21	return	return	NOUN
bracis-19053	126	22	.	.	PUNCT
bracis-19053	127	1	to	to	ADP
bracis-19053	127	2	each	each	DET
bracis-19053	127	3	parameter	parameter	NOUN
bracis-19053	127	4	setting	setting	NOUN
bracis-19053	127	5	,	,	PUNCT
bracis-19053	127	6	risk	risk	NOUN
bracis-19053	127	7	has	have	AUX
bracis-19053	127	8	been	be	AUX
bracis-19053	127	9	calculated	calculate	VERB
bracis-19053	127	10	as	as	ADP
bracis-19053	127	11	the	the	DET
bracis-19053	127	12	standard	standard	ADJ
bracis-19053	127	13	deviation	deviation	NOUN
bracis-19053	127	14	of	of	ADP
bracis-19053	127	15	returns	return	NOUN
bracis-19053	127	16	among	among	ADP
bracis-19053	127	17	ten	ten	NUM
bracis-19053	127	18	runs	run	NOUN
bracis-19053	127	19	.	.	PUNCT
bracis-19053	128	1	node	node	ADJ
bracis-19053	128	2	average	average	ADJ
bracis-19053	128	3	degree	degree	NOUN
bracis-19053	128	4	in	in	ADP
bracis-19053	128	5	the	the	DET
bracis-19053	128	6	stock	stock	NOUN
bracis-19053	128	7	network	network	NOUN
bracis-19053	128	8	have	have	AUX
bracis-19053	128	9	also	also	ADV
bracis-19053	128	10	been	be	AUX
bracis-19053	128	11	considered	consider	VERB
bracis-19053	128	12	for	for	ADP
bracis-19053	128	13	analysis	analysis	NOUN
bracis-19053	128	14	.	.	PUNCT
bracis-19053	129	1	figure	figure	NOUN
bracis-19053	129	2	 	 	SPACE
bracis-19053	129	3	2	2	NUM
bracis-19053	129	4	shows	show	VERB
bracis-19053	129	5	some	some	DET
bracis-19053	129	6	pairwise	pairwise	NOUN
bracis-19053	129	7	correlations	correlation	NOUN
bracis-19053	129	8	,	,	PUNCT
bracis-19053	129	9	considering	consider	VERB
bracis-19053	129	10	hyperparameters	hyperparameter	NOUN
bracis-19053	129	11	,	,	PUNCT
bracis-19053	129	12	return	return	NOUN
bracis-19053	129	13	,	,	PUNCT
bracis-19053	129	14	risk	risk	NOUN
bracis-19053	129	15	and	and	CCONJ
bracis-19053	129	16	node	node	ADJ
bracis-19053	129	17	average	average	ADJ
bracis-19053	129	18	degree	degree	NOUN
bracis-19053	129	19	.	.	PUNCT
bracis-19053	130	1	it	it	PRON
bracis-19053	130	2	is	be	AUX
bracis-19053	130	3	possible	possible	ADJ
bracis-19053	130	4	to	to	PART
bracis-19053	130	5	observe	observe	VERB
bracis-19053	130	6	a	a	DET
bracis-19053	130	7	strong	strong	ADJ
bracis-19053	130	8	positive	positive	ADJ
bracis-19053	130	9	correlation	correlation	NOUN
bracis-19053	130	10	between	between	ADP
bracis-19053	130	11	risk	risk	NOUN
bracis-19053	130	12	and	and	CCONJ
bracis-19053	130	13	return	return	NOUN
bracis-19053	130	14	(	(	PUNCT
bracis-19053	130	15	0.63	0.63	NUM
bracis-19053	130	16	)	)	PUNCT
bracis-19053	130	17	,	,	PUNCT
bracis-19053	130	18	i.e.	i.e.	X
bracis-19053	130	19	,	,	PUNCT
bracis-19053	130	20	the	the	PRON
bracis-19053	130	21	higher	high	ADJ
bracis-19053	130	22	the	the	DET
bracis-19053	130	23	return	return	NOUN
bracis-19053	130	24	,	,	PUNCT
bracis-19053	130	25	the	the	PRON
bracis-19053	130	26	higher	high	ADJ
bracis-19053	130	27	the	the	DET
bracis-19053	130	28	risk	risk	NOUN
bracis-19053	130	29	.	.	PUNCT
bracis-19053	131	1	also	also	ADV
bracis-19053	131	2	,	,	PUNCT
bracis-19053	131	3	a	a	DET
bracis-19053	131	4	strong	strong	ADJ
bracis-19053	131	5	negative	negative	ADJ
bracis-19053	131	6	correlation	correlation	NOUN
bracis-19053	131	7	between	between	ADP
bracis-19053	131	8	\(\lambda	\(\lambda	NOUN
bracis-19053	131	9	_	_	PUNCT
bracis-19053	131	10	p\	p\	NOUN
bracis-19053	131	11	)	)	PUNCT
bracis-19053	131	12	and	and	CCONJ
bracis-19053	131	13	node	node	ADJ
bracis-19053	131	14	average	average	ADJ
bracis-19053	131	15	degree	degree	NOUN
bracis-19053	131	16	in	in	ADP
bracis-19053	131	17	the	the	DET
bracis-19053	131	18	network	network	NOUN
bracis-19053	131	19	,	,	PUNCT
bracis-19053	131	20	because	because	SCONJ
bracis-19053	131	21	as	as	ADP
bracis-19053	131	22	the	the	DET
bracis-19053	131	23	value	value	NOUN
bracis-19053	131	24	of	of	ADP
bracis-19053	131	25	\(\lambda	\(\lambda	NOUN
bracis-19053	131	26	_	_	PUNCT
bracis-19053	131	27	p\	p\	NOUN
bracis-19053	131	28	)	)	PUNCT
bracis-19053	131	29	as	as	ADP
bracis-19053	131	30	increases	increase	NOUN
bracis-19053	131	31	,	,	PUNCT
bracis-19053	131	32	less	less	ADJ
bracis-19053	131	33	nodes	node	NOUN
bracis-19053	131	34	are	be	AUX
bracis-19053	131	35	connected	connect	VERB
bracis-19053	131	36	.	.	PUNCT
bracis-19053	132	1	it	it	PRON
bracis-19053	132	2	is	be	AUX
bracis-19053	132	3	also	also	ADV
bracis-19053	132	4	interesting	interesting	ADJ
bracis-19053	132	5	to	to	PART
bracis-19053	132	6	note	note	VERB
bracis-19053	132	7	the	the	DET
bracis-19053	132	8	positive	positive	ADJ
bracis-19053	132	9	correlation	correlation	NOUN
bracis-19053	132	10	between	between	ADP
bracis-19053	132	11	\(\lambda	\(\lambda	NOUN
bracis-19053	132	12	_	_	PUNCT
bracis-19053	132	13	n\	n\	X
bracis-19053	132	14	)	)	PUNCT
bracis-19053	132	15	and	and	CCONJ
bracis-19053	132	16	risk	risk	NOUN
bracis-19053	132	17	and	and	CCONJ
bracis-19053	132	18	return	return	NOUN
bracis-19053	132	19	,	,	PUNCT
bracis-19053	132	20	the	the	PRON
bracis-19053	132	21	greater	great	ADJ
bracis-19053	132	22	the	the	DET
bracis-19053	132	23	value	value	NOUN
bracis-19053	132	24	of	of	ADP
bracis-19053	132	25	\(\lambda	\(\lambda	PRON
bracis-19053	132	26	_	_	PUNCT
bracis-19053	132	27	n\	n\	NOUN
bracis-19053	132	28	)	)	PUNCT
bracis-19053	132	29	the	the	PRON
bracis-19053	132	30	greater	great	ADJ
bracis-19053	132	31	the	the	DET
bracis-19053	132	32	value	value	NOUN
bracis-19053	132	33	of	of	ADP
bracis-19053	132	34	the	the	DET
bracis-19053	132	35	return	return	NOUN
bracis-19053	132	36	,	,	PUNCT
bracis-19053	132	37	although	although	SCONJ
bracis-19053	132	38	the	the	DET
bracis-19053	132	39	risk	risk	NOUN
bracis-19053	132	40	also	also	ADV
bracis-19053	132	41	increases	increase	VERB
bracis-19053	132	42	,	,	PUNCT
bracis-19053	132	43	the	the	DET
bracis-19053	132	44	increase	increase	NOUN
bracis-19053	132	45	in	in	ADP
bracis-19053	132	46	risk	risk	NOUN
bracis-19053	132	47	is	be	AUX
bracis-19053	132	48	less	less	ADJ
bracis-19053	132	49	than	than	ADP
bracis-19053	132	50	the	the	DET
bracis-19053	132	51	increase	increase	NOUN
bracis-19053	132	52	in	in	ADP
bracis-19053	132	53	return	return	NOUN
bracis-19053	132	54	.	.	PUNCT
bracis-19053	133	1	fig	fig	NOUN
bracis-19053	133	2	.	.	PUNCT
bracis-19053	134	1	2	2	X
bracis-19053	134	2	.	.	X
bracis-19053	134	3	hyperparameters	hyperparameter	NOUN
bracis-19053	134	4	correlations	correlation	VERB
bracis-19053	134	5	full	full	ADJ
bracis-19053	134	6	size	size	NOUN
bracis-19053	134	7	image	image	NOUN
bracis-19053	134	8	table	table	NOUN
bracis-19053	134	9	 	 	SPACE
bracis-19053	134	10	1	1	NUM
bracis-19053	134	11	displays	display	VERB
bracis-19053	134	12	a	a	DET
bracis-19053	134	13	summary	summary	NOUN
bracis-19053	134	14	of	of	ADP
bracis-19053	134	15	the	the	DET
bracis-19053	134	16	main	main	ADJ
bracis-19053	134	17	statistical	statistical	ADJ
bracis-19053	134	18	measures	measure	NOUN
bracis-19053	134	19	obtained	obtain	VERB
bracis-19053	134	20	through	through	ADP
bracis-19053	134	21	the	the	DET
bracis-19053	134	22	experiments	experiment	NOUN
bracis-19053	134	23	.	.	PUNCT
bracis-19053	135	1	the	the	DET
bracis-19053	135	2	most	most	ADV
bracis-19053	135	3	relevant	relevant	ADJ
bracis-19053	135	4	are	be	AUX
bracis-19053	135	5	the	the	DET
bracis-19053	135	6	average	average	ADJ
bracis-19053	135	7	return	return	NOUN
bracis-19053	135	8	and	and	CCONJ
bracis-19053	135	9	standard	standard	ADJ
bracis-19053	135	10	deviation	deviation	NOUN
bracis-19053	135	11	,	,	PUNCT
bracis-19053	135	12	0.164	0.164	NUM
bracis-19053	135	13	±	±	NUM
bracis-19053	135	14	0.106	0.106	NUM
bracis-19053	135	15	.	.	PUNCT
bracis-19053	136	1	another	another	DET
bracis-19053	136	2	relevant	relevant	ADJ
bracis-19053	136	3	information	information	NOUN
bracis-19053	136	4	is	be	AUX
bracis-19053	136	5	about	about	ADP
bracis-19053	136	6	the	the	DET
bracis-19053	136	7	hyperparameter	hyperparameter	NOUN
bracis-19053	136	8	q	q	INTJ
bracis-19053	136	9	,	,	PUNCT
bracis-19053	136	10	although	although	SCONJ
bracis-19053	136	11	the	the	DET
bracis-19053	136	12	range	range	NOUN
bracis-19053	136	13	was	be	AUX
bracis-19053	136	14	between	between	ADP
bracis-19053	136	15	2	2	NUM
bracis-19053	136	16	and	and	CCONJ
bracis-19053	136	17	29	29	NUM
bracis-19053	136	18	,	,	PUNCT
bracis-19053	136	19	most	most	ADJ
bracis-19053	136	20	portfolios	portfolio	NOUN
bracis-19053	136	21	were	be	AUX
bracis-19053	136	22	composed	compose	VERB
bracis-19053	136	23	of	of	ADP
bracis-19053	136	24	2	2	NUM
bracis-19053	136	25	assets	asset	NOUN
bracis-19053	136	26	,	,	PUNCT
bracis-19053	136	27	as	as	SCONJ
bracis-19053	136	28	can	can	AUX
bracis-19053	136	29	be	be	AUX
bracis-19053	136	30	seen	see	VERB
bracis-19053	136	31	in	in	ADP
bracis-19053	136	32	the	the	DET
bracis-19053	136	33	measurement	measurement	NOUN
bracis-19053	136	34	of	of	ADP
bracis-19053	136	35	the	the	DET
bracis-19053	136	36	median	median	PROPN
bracis-19053	136	37	.	.	PUNCT
bracis-19053	137	1	table	table	NOUN
bracis-19053	137	2	1	1	NUM
bracis-19053	137	3	.	.	PUNCT
bracis-19053	138	1	statistical	statistical	ADJ
bracis-19053	138	2	summaryfull	summaryfull	NOUN
bracis-19053	138	3	size	size	NOUN
bracis-19053	138	4	table	table	NOUN
bracis-19053	138	5	with	with	ADP
bracis-19053	138	6	the	the	DET
bracis-19053	138	7	data	datum	NOUN
bracis-19053	138	8	from	from	ADP
bracis-19053	138	9	the	the	DET
bracis-19053	138	10	experiments	experiment	NOUN
bracis-19053	138	11	it	it	PRON
bracis-19053	138	12	is	be	AUX
bracis-19053	138	13	possible	possible	ADJ
bracis-19053	138	14	to	to	PART
bracis-19053	138	15	identify	identify	VERB
bracis-19053	138	16	the	the	DET
bracis-19053	138	17	best	good	ADJ
bracis-19053	138	18	values	value	NOUN
bracis-19053	138	19	for	for	ADP
bracis-19053	138	20	hyperparameters	hyperparameter	NOUN
bracis-19053	138	21	.	.	PUNCT
bracis-19053	139	1	figure	figure	NOUN
bracis-19053	139	2	 	 	SPACE
bracis-19053	139	3	3	3	NUM
bracis-19053	139	4	presents	present	VERB
bracis-19053	139	5	the	the	DET
bracis-19053	139	6	mean	mean	ADJ
bracis-19053	139	7	return	return	NOUN
bracis-19053	139	8	against	against	ADP
bracis-19053	139	9	the	the	DET
bracis-19053	139	10	standard	standard	ADJ
bracis-19053	139	11	deviation	deviation	NOUN
bracis-19053	139	12	of	of	ADP
bracis-19053	139	13	the	the	DET
bracis-19053	139	14	returns	return	NOUN
bracis-19053	139	15	for	for	ADP
bracis-19053	139	16	each	each	DET
bracis-19053	139	17	value	value	NOUN
bracis-19053	139	18	of	of	ADP
bracis-19053	139	19	k	k	PROPN
bracis-19053	139	20	and	and	CCONJ
bracis-19053	139	21	varying	vary	VERB
bracis-19053	139	22	\(\lambda	\(\lambda	NOUN
bracis-19053	139	23	_	_	PUNCT
bracis-19053	139	24	p\	p\	NOUN
bracis-19053	139	25	)	)	PUNCT
bracis-19053	139	26	and	and	CCONJ
bracis-19053	139	27	\(\lambda	\(\lambda	PRON
bracis-19053	139	28	_	_	PUNCT
bracis-19053	139	29	n\	n\	NOUN
bracis-19053	139	30	)	)	PUNCT
bracis-19053	139	31	in	in	ADP
bracis-19053	139	32	the	the	DET
bracis-19053	139	33	set	set	NOUN
bracis-19053	139	34	\(\{0.1	\(\{0.1	NOUN
bracis-19053	139	35	,	,	PUNCT
bracis-19053	139	36	0.2	0.2	NUM
bracis-19053	139	37	,	,	PUNCT
bracis-19053	139	38	\dots	\dot	NOUN
bracis-19053	139	39	,	,	PUNCT
bracis-19053	139	40	1\}\	1\}\	NUM
bracis-19053	139	41	)	)	PUNCT
bracis-19053	139	42	.	.	PUNCT
bracis-19053	140	1	each	each	DET
bracis-19053	140	2	result	result	NOUN
bracis-19053	140	3	is	be	AUX
bracis-19053	140	4	the	the	DET
bracis-19053	140	5	average	average	NOUN
bracis-19053	140	6	of	of	ADP
bracis-19053	140	7	10	10	NUM
bracis-19053	140	8	realizations	realization	NOUN
bracis-19053	140	9	.	.	PUNCT
bracis-19053	141	1	for	for	ADP
bracis-19053	141	2	k	k	PROPN
bracis-19053	141	3	=	=	SYM
bracis-19053	141	4	950	950	NUM
bracis-19053	141	5	we	we	PRON
bracis-19053	141	6	have	have	VERB
bracis-19053	141	7	a	a	DET
bracis-19053	141	8	value	value	NOUN
bracis-19053	141	9	with	with	ADP
bracis-19053	141	10	less	less	ADJ
bracis-19053	141	11	risk	risk	NOUN
bracis-19053	141	12	and	and	CCONJ
bracis-19053	141	13	for	for	ADP
bracis-19053	141	14	k	k	PROPN
bracis-19053	141	15	=	=	SYM
bracis-19053	141	16	350	350	NUM
bracis-19053	141	17	portfolios	portfolio	NOUN
bracis-19053	141	18	with	with	ADP
bracis-19053	141	19	higher	high	ADJ
bracis-19053	141	20	mean	mean	ADJ
bracis-19053	141	21	return	return	NOUN
bracis-19053	141	22	.	.	PUNCT
bracis-19053	142	1	it	it	PRON
bracis-19053	142	2	is	be	AUX
bracis-19053	142	3	a	a	DET
bracis-19053	142	4	trade	trade	NOUN
bracis-19053	142	5	-	-	PUNCT
bracis-19053	142	6	off	off	ADP
bracis-19053	142	7	matter	matter	NOUN
bracis-19053	142	8	between	between	ADP
bracis-19053	142	9	risk	risk	NOUN
bracis-19053	142	10	and	and	CCONJ
bracis-19053	142	11	return	return	NOUN
bracis-19053	142	12	.	.	PUNCT
bracis-19053	143	1	whereas	whereas	SCONJ
bracis-19053	143	2	we	we	PRON
bracis-19053	143	3	aim	aim	VERB
bracis-19053	143	4	to	to	PART
bracis-19053	143	5	maximize	maximize	VERB
bracis-19053	143	6	the	the	DET
bracis-19053	143	7	return	return	NOUN
bracis-19053	143	8	and	and	CCONJ
bracis-19053	143	9	the	the	DET
bracis-19053	143	10	difference	difference	NOUN
bracis-19053	143	11	in	in	ADP
bracis-19053	143	12	risk	risk	NOUN
bracis-19053	143	13	is	be	AUX
bracis-19053	143	14	small	small	ADJ
bracis-19053	143	15	between	between	ADP
bracis-19053	143	16	the	the	DET
bracis-19053	143	17	two	two	NUM
bracis-19053	143	18	values	value	NOUN
bracis-19053	143	19	,	,	PUNCT
bracis-19053	143	20	the	the	DET
bracis-19053	143	21	value	value	NOUN
bracis-19053	143	22	of	of	ADP
bracis-19053	143	23	350	350	NUM
bracis-19053	143	24	was	be	AUX
bracis-19053	143	25	chosen	choose	VERB
bracis-19053	143	26	for	for	ADP
bracis-19053	143	27	the	the	DET
bracis-19053	143	28	hyperparameter	hyperparameter	NOUN
bracis-19053	143	29	k.	k.	PROPN
bracis-19053	144	1	having	having	AUX
bracis-19053	144	2	defined	define	VERB
bracis-19053	144	3	the	the	DET
bracis-19053	144	4	value	value	NOUN
bracis-19053	144	5	of	of	ADP
bracis-19053	144	6	k	k	PROPN
bracis-19053	144	7	,	,	PUNCT
bracis-19053	144	8	we	we	PRON
bracis-19053	144	9	can	can	AUX
bracis-19053	144	10	obtain	obtain	VERB
bracis-19053	144	11	the	the	DET
bracis-19053	144	12	values	value	NOUN
bracis-19053	144	13	of	of	ADP
bracis-19053	144	14	\(\lambda	\(\lambda	NOUN
bracis-19053	144	15	_	_	PUNCT
bracis-19053	144	16	p\	p\	NOUN
bracis-19053	144	17	)	)	PUNCT
bracis-19053	144	18	and	and	CCONJ
bracis-19053	144	19	\(\lambda	\(\lambda	PRON
bracis-19053	144	20	_	_	PUNCT
bracis-19053	144	21	n\	n\	NOUN
bracis-19053	144	22	)	)	PUNCT
bracis-19053	144	23	.	.	PUNCT
bracis-19053	145	1	figure	figure	NOUN
bracis-19053	145	2	 	 	SPACE
bracis-19053	145	3	4	4	NUM
bracis-19053	145	4	shows	show	VERB
bracis-19053	145	5	the	the	DET
bracis-19053	145	6	portfolio	portfolio	NOUN
bracis-19053	145	7	average	average	ADJ
bracis-19053	145	8	returns	return	NOUN
bracis-19053	145	9	for	for	ADP
bracis-19053	145	10	\(k	\(k	NOUN
bracis-19053	145	11	=	=	SYM
bracis-19053	145	12	350\	350\	NUM
bracis-19053	145	13	)	)	PUNCT
bracis-19053	145	14	,	,	PUNCT
bracis-19053	145	15	considering	consider	VERB
bracis-19053	145	16	different	different	ADJ
bracis-19053	145	17	combination	combination	NOUN
bracis-19053	145	18	of	of	ADP
bracis-19053	145	19	\(\lambda	\(\lambda	NOUN
bracis-19053	145	20	_	_	PUNCT
bracis-19053	145	21	p\	p\	NOUN
bracis-19053	145	22	)	)	PUNCT
bracis-19053	145	23	and	and	CCONJ
bracis-19053	145	24	\(\lambda	\(\lambda	PRON
bracis-19053	145	25	_	_	PUNCT
bracis-19053	145	26	n\	n\	NOUN
bracis-19053	145	27	)	)	PUNCT
bracis-19053	145	28	.	.	PUNCT
bracis-19053	146	1	in	in	ADP
bracis-19053	146	2	the	the	DET
bracis-19053	146	3	figure	figure	NOUN
bracis-19053	146	4	,	,	PUNCT
bracis-19053	146	5	only	only	ADV
bracis-19053	146	6	those	those	DET
bracis-19053	146	7	return	return	NOUN
bracis-19053	146	8	values	value	NOUN
bracis-19053	146	9	that	that	PRON
bracis-19053	146	10	are	be	AUX
bracis-19053	146	11	within	within	ADP
bracis-19053	146	12	the	the	DET
bracis-19053	146	13	range	range	NOUN
bracis-19053	146	14	\(0.164\,\pm	\(0.164\,\pm	NOUN
bracis-19053	146	15	\,0.106\	\,0.106\	PROPN
bracis-19053	146	16	)	)	PUNCT
bracis-19053	146	17	are	be	AUX
bracis-19053	146	18	shown	show	VERB
bracis-19053	146	19	,	,	PUNCT
bracis-19053	146	20	in	in	ADP
bracis-19053	146	21	order	order	NOUN
bracis-19053	146	22	to	to	PART
bracis-19053	146	23	stay	stay	VERB
bracis-19053	146	24	close	close	ADV
bracis-19053	146	25	to	to	ADP
bracis-19053	146	26	average	average	ADJ
bracis-19053	146	27	returns	return	NOUN
bracis-19053	146	28	and	and	CCONJ
bracis-19053	146	29	avoid	avoid	VERB
bracis-19053	146	30	outliers	outlier	NOUN
bracis-19053	146	31	.	.	PUNCT
bracis-19053	147	1	fig	fig	NOUN
bracis-19053	147	2	.	.	PUNCT
bracis-19053	148	1	3	3	X
bracis-19053	148	2	.	.	X
bracis-19053	148	3	estimated	estimate	VERB
bracis-19053	148	4	mean	mean	ADJ
bracis-19053	148	5	return	return	NOUN
bracis-19053	148	6	and	and	CCONJ
bracis-19053	148	7	standard	standard	ADJ
bracis-19053	148	8	deviation	deviation	NOUN
bracis-19053	148	9	for	for	ADP
bracis-19053	148	10	different	different	ADJ
bracis-19053	148	11	values	value	NOUN
bracis-19053	148	12	of	of	ADP
bracis-19053	148	13	k.	k.	PROPN
bracis-19053	148	14	full	full	ADJ
bracis-19053	148	15	size	size	NOUN
bracis-19053	148	16	image	image	NOUN
bracis-19053	148	17	fig	fig	NOUN
bracis-19053	148	18	.	.	PUNCT
bracis-19053	149	1	4	4	X
bracis-19053	149	2	.	.	X
bracis-19053	149	3	estimated	estimate	VERB
bracis-19053	149	4	portfolio	portfolio	NOUN
bracis-19053	149	5	return	return	NOUN
bracis-19053	149	6	for	for	ADP
bracis-19053	149	7	when	when	SCONJ
bracis-19053	149	8	varying	vary	VERB
bracis-19053	149	9	\(\lambda	\(\lambda	NOUN
bracis-19053	149	10	_	_	PUNCT
bracis-19053	149	11	p\	p\	NOUN
bracis-19053	149	12	)	)	PUNCT
bracis-19053	149	13	and	and	CCONJ
bracis-19053	149	14	\(\lambda	\(\lambda	PRON
bracis-19053	149	15	_	_	PUNCT
bracis-19053	149	16	n\	n\	X
bracis-19053	149	17	)	)	PUNCT
bracis-19053	149	18	and	and	CCONJ
bracis-19053	149	19	\(k	\(k	NOUN
bracis-19053	149	20	=	=	SYM
bracis-19053	149	21	350\	350\	NUM
bracis-19053	149	22	)	)	PUNCT
bracis-19053	149	23	.	.	PUNCT
bracis-19053	150	1	full	full	ADJ
bracis-19053	150	2	size	size	NOUN
bracis-19053	150	3	image	image	NOUN
bracis-19053	150	4	as	as	SCONJ
bracis-19053	150	5	can	can	AUX
bracis-19053	150	6	be	be	AUX
bracis-19053	150	7	seen	see	VERB
bracis-19053	150	8	in	in	ADP
bracis-19053	150	9	fig	fig	NOUN
bracis-19053	150	10	.	.	PUNCT
bracis-19053	150	11	 	 	SPACE
bracis-19053	151	1	4	4	NUM
bracis-19053	151	2	,	,	PUNCT
bracis-19053	151	3	the	the	DET
bracis-19053	151	4	best	good	ADJ
bracis-19053	151	5	result	result	NOUN
bracis-19053	151	6	obtained	obtain	VERB
bracis-19053	151	7	with	with	ADP
bracis-19053	151	8	the	the	DET
bracis-19053	151	9	experiment	experiment	NOUN
bracis-19053	151	10	is	be	AUX
bracis-19053	151	11	the	the	DET
bracis-19053	151	12	mean	mean	ADJ
bracis-19053	151	13	return	return	NOUN
bracis-19053	151	14	for	for	ADP
bracis-19053	151	15	\	\	NOUN
bracis-19053	151	16	(	(	PUNCT
bracis-19053	151	17	\lambda	\lambda	PROPN
bracis-19053	151	18	_	_	PUNCT
bracis-19053	151	19	p\	p\	X
bracis-19053	151	20	)	)	PUNCT
bracis-19053	151	21	=	=	SYM
bracis-19053	151	22	0.9	0.9	NUM
bracis-19053	151	23	and	and	CCONJ
bracis-19053	151	24	\	\	PROPN
bracis-19053	151	25	(	(	PUNCT
bracis-19053	151	26	\lambda	\lambda	PROPN
bracis-19053	151	27	_	_	PUNCT
bracis-19053	151	28	n\	n\	X
bracis-19053	151	29	)	)	PUNCT
bracis-19053	151	30	=	=	SYM
bracis-19053	151	31	−0.3	−0.3	PROPN
bracis-19053	151	32	.	.	PUNCT
bracis-19053	152	1	these	these	PRON
bracis-19053	152	2	are	be	AUX
bracis-19053	152	3	the	the	DET
bracis-19053	152	4	values	value	NOUN
bracis-19053	152	5	of	of	ADP
bracis-19053	152	6	the	the	DET
bracis-19053	152	7	hyperparameters	hyperparameter	NOUN
bracis-19053	152	8	that	that	PRON
bracis-19053	152	9	will	will	AUX
bracis-19053	152	10	be	be	AUX
bracis-19053	152	11	used	use	VERB
bracis-19053	152	12	in	in	ADP
bracis-19053	152	13	sect	sect	NOUN
bracis-19053	152	14	.	.	PUNCT
bracis-19053	152	15	 	 	SPACE
bracis-19053	152	16	6	6	NUM
bracis-19053	152	17	about	about	ADP
bracis-19053	152	18	experimental	experimental	ADJ
bracis-19053	152	19	result	result	NOUN
bracis-19053	152	20	.	.	PUNCT
bracis-19053	153	1	hyperparameters	hyperparameter	VERB
bracis-19053	153	2	\(\lambda	\(\lambda	NOUN
bracis-19053	153	3	_	_	PUNCT
bracis-19053	153	4	p	p	X
bracis-19053	153	5	\	\	NOUN
bracis-19053	153	6	)	)	PUNCT
bracis-19053	153	7	and	and	CCONJ
bracis-19053	153	8	\(\lambda	\(\lambda	PRON
bracis-19053	153	9	_	_	PUNCT
bracis-19053	153	10	n\	n\	X
bracis-19053	153	11	)	)	PUNCT
bracis-19053	153	12	are	be	AUX
bracis-19053	153	13	very	very	ADV
bracis-19053	153	14	relevant	relevant	ADJ
bracis-19053	153	15	in	in	ADP
bracis-19053	153	16	the	the	DET
bracis-19053	153	17	decision	decision	NOUN
bracis-19053	153	18	process	process	NOUN
bracis-19053	153	19	of	of	ADP
bracis-19053	153	20	the	the	DET
bracis-19053	153	21	algorithm	algorithm	NOUN
bracis-19053	153	22	,	,	PUNCT
bracis-19053	153	23	by	by	ADP
bracis-19053	153	24	defining	define	VERB
bracis-19053	153	25	these	these	DET
bracis-19053	153	26	hyperparameters	hyperparameter	NOUN
bracis-19053	153	27	,	,	PUNCT
bracis-19053	153	28	the	the	DET
bracis-19053	153	29	number	number	NOUN
bracis-19053	153	30	of	of	ADP
bracis-19053	153	31	paths	path	NOUN
bracis-19053	153	32	in	in	ADP
bracis-19053	153	33	the	the	DET
bracis-19053	153	34	network	network	NOUN
bracis-19053	153	35	and	and	CCONJ
bracis-19053	153	36	the	the	DET
bracis-19053	153	37	interconnection	interconnection	NOUN
bracis-19053	153	38	between	between	ADP
bracis-19053	153	39	nodes	node	NOUN
bracis-19053	153	40	are	be	AUX
bracis-19053	153	41	defined	define	VERB
bracis-19053	153	42	.	.	PUNCT
bracis-19053	154	1	setting	set	VERB
bracis-19053	154	2	hyperparameters	hyperparameter	NOUN
bracis-19053	154	3	at	at	ADP
bracis-19053	154	4	random	random	ADJ
bracis-19053	154	5	can	can	AUX
bracis-19053	154	6	result	result	VERB
bracis-19053	154	7	in	in	ADP
bracis-19053	154	8	an	an	DET
bracis-19053	154	9	ineffective	ineffective	ADJ
bracis-19053	154	10	portfolio	portfolio	NOUN
bracis-19053	154	11	at	at	ADP
bracis-19053	154	12	the	the	DET
bracis-19053	154	13	end	end	NOUN
bracis-19053	154	14	process	process	NOUN
bracis-19053	154	15	.	.	PUNCT
bracis-19053	155	1	5	5	NUM
bracis-19053	155	2	methodology	methodology	NOUN
bracis-19053	155	3	in	in	ADP
bracis-19053	155	4	this	this	DET
bracis-19053	155	5	section	section	NOUN
bracis-19053	155	6	,	,	PUNCT
bracis-19053	155	7	we	we	PRON
bracis-19053	155	8	describe	describe	VERB
bracis-19053	155	9	the	the	DET
bracis-19053	155	10	main	main	ADJ
bracis-19053	155	11	characteristics	characteristic	NOUN
bracis-19053	155	12	of	of	ADP
bracis-19053	155	13	the	the	DET
bracis-19053	155	14	benchmarks	benchmark	NOUN
bracis-19053	155	15	used	use	VERB
bracis-19053	155	16	in	in	ADP
bracis-19053	155	17	the	the	DET
bracis-19053	155	18	present	present	ADJ
bracis-19053	155	19	work	work	NOUN
bracis-19053	155	20	,	,	PUNCT
bracis-19053	155	21	which	which	PRON
bracis-19053	155	22	will	will	AUX
bracis-19053	155	23	be	be	AUX
bracis-19053	155	24	compared	compare	VERB
bracis-19053	155	25	with	with	ADP
bracis-19053	155	26	the	the	DET
bracis-19053	155	27	proposed	propose	VERB
bracis-19053	155	28	algorithm	algorithm	NOUN
bracis-19053	155	29	:	:	PUNCT
bracis-19053	155	30	markowitz	markowitz	PROPN
bracis-19053	155	31	’s	’s	PART
bracis-19053	155	32	classic	classic	ADJ
bracis-19053	155	33	mean	mean	ADJ
bracis-19053	155	34	-	-	PUNCT
bracis-19053	155	35	variance	variance	NOUN
bracis-19053	155	36	(	(	PUNCT
bracis-19053	155	37	mv	mv	PROPN
bracis-19053	155	38	)	)	PUNCT
bracis-19053	156	1	[	[	X
bracis-19053	156	2	14	14	NUM
bracis-19053	156	3	]	]	X
bracis-19053	156	4	portfolio	portfolio	NOUN
bracis-19053	156	5	;	;	PUNCT
bracis-19053	156	6	mad	mad	ADJ
bracis-19053	156	7	portfolio	portfolio	NOUN
bracis-19053	156	8	(	(	PUNCT
bracis-19053	156	9	mean	mean	VERB
bracis-19053	156	10	absolute	absolute	ADJ
bracis-19053	156	11	deviation	deviation	NOUN
bracis-19053	156	12	)	)	PUNCT
bracis-19053	157	1	[	[	X
bracis-19053	157	2	9	9	NUM
bracis-19053	157	3	]	]	PUNCT
bracis-19053	157	4	;	;	PUNCT
bracis-19053	157	5	cvar	cvar	NOUN
bracis-19053	157	6	portfolio	portfolio	NOUN
bracis-19053	157	7	(	(	PUNCT
bracis-19053	157	8	conditional	conditional	ADJ
bracis-19053	157	9	value	value	NOUN
bracis-19053	157	10	-	-	PUNCT
bracis-19053	157	11	at	at	ADP
bracis-19053	157	12	-	-	PUNCT
bracis-19053	157	13	risk	risk	NOUN
bracis-19053	157	14	)	)	PUNCT
bracis-19053	158	1	[	[	X
bracis-19053	158	2	19	19	NUM
bracis-19053	158	3	]	]	PUNCT
bracis-19053	158	4	and	and	CCONJ
bracis-19053	158	5	hierarchical	hierarchical	ADJ
bracis-19053	158	6	risk	risk	NOUN
bracis-19053	158	7	parity	parity	NOUN
bracis-19053	158	8	(	(	PUNCT
bracis-19053	158	9	hrp	hrp	PROPN
bracis-19053	158	10	)	)	PUNCT
bracis-19053	158	11	portfolio	portfolio	NOUN
bracis-19053	159	1	[	[	X
bracis-19053	159	2	17	17	NUM
bracis-19053	159	3	]	]	PUNCT
bracis-19053	159	4	.	.	PUNCT
bracis-19053	160	1	the	the	DET
bracis-19053	160	2	performance	performance	NOUN
bracis-19053	160	3	metrics	metric	NOUN
bracis-19053	160	4	methodologies	methodology	NOUN
bracis-19053	160	5	that	that	PRON
bracis-19053	160	6	are	be	AUX
bracis-19053	160	7	used	use	VERB
bracis-19053	160	8	to	to	PART
bracis-19053	160	9	compare	compare	VERB
bracis-19053	160	10	these	these	DET
bracis-19053	160	11	portfolio	portfolio	NOUN
bracis-19053	160	12	strategies	strategy	NOUN
bracis-19053	160	13	with	with	ADP
bracis-19053	160	14	the	the	DET
bracis-19053	160	15	proposed	propose	VERB
bracis-19053	160	16	algorithm	algorithm	NOUN
bracis-19053	160	17	are	be	AUX
bracis-19053	160	18	also	also	ADV
bracis-19053	160	19	presented	present	VERB
bracis-19053	160	20	.	.	PUNCT
bracis-19053	161	1	5.1	5.1	NUM
bracis-19053	161	2	portfolio	portfolio	NOUN
bracis-19053	161	3	allocation	allocation	NOUN
bracis-19053	161	4	methods	method	NOUN
bracis-19053	161	5	markowitz	markowitz	PROPN
bracis-19053	161	6	’s	’s	PART
bracis-19053	161	7	classic	classic	ADJ
bracis-19053	161	8	mean	mean	ADJ
bracis-19053	161	9	-	-	PUNCT
bracis-19053	161	10	variance	variance	NOUN
bracis-19053	161	11	(	(	PUNCT
bracis-19053	161	12	mv	mv	PROPN
bracis-19053	161	13	):	):	PUNCT
bracis-19053	161	14	markowitz	markowitz	PROPN
bracis-19053	161	15	has	have	AUX
bracis-19053	161	16	developed	develop	VERB
bracis-19053	161	17	a	a	DET
bracis-19053	161	18	mathematical	mathematical	ADJ
bracis-19053	161	19	model	model	NOUN
bracis-19053	161	20	showing	show	VERB
bracis-19053	161	21	a	a	DET
bracis-19053	161	22	reduction	reduction	NOUN
bracis-19053	161	23	in	in	ADP
bracis-19053	161	24	the	the	DET
bracis-19053	161	25	volatility	volatility	NOUN
bracis-19053	161	26	of	of	ADP
bracis-19053	161	27	a	a	DET
bracis-19053	161	28	portfolio	portfolio	NOUN
bracis-19053	161	29	through	through	ADP
bracis-19053	161	30	the	the	DET
bracis-19053	161	31	combination	combination	NOUN
bracis-19053	161	32	of	of	ADP
bracis-19053	161	33	investments	investment	NOUN
bracis-19053	161	34	[	[	X
bracis-19053	161	35	13	13	NUM
bracis-19053	161	36	,	,	PUNCT
bracis-19053	161	37	14	14	NUM
bracis-19053	161	38	]	]	PUNCT
bracis-19053	161	39	.	.	PUNCT
bracis-19053	162	1	he	he	PRON
bracis-19053	162	2	assumed	assume	VERB
bracis-19053	162	3	that	that	SCONJ
bracis-19053	162	4	portfolios	portfolio	NOUN
bracis-19053	162	5	could	could	AUX
bracis-19053	162	6	be	be	AUX
bracis-19053	162	7	entirely	entirely	ADV
bracis-19053	162	8	characterized	characterize	VERB
bracis-19053	162	9	by	by	ADP
bracis-19053	162	10	their	their	PRON
bracis-19053	162	11	mean	mean	ADJ
bracis-19053	162	12	return	return	NOUN
bracis-19053	162	13	and	and	CCONJ
bracis-19053	162	14	variance	variance	NOUN
bracis-19053	162	15	(	(	PUNCT
bracis-19053	162	16	or	or	CCONJ
bracis-19053	162	17	risk	risk	NOUN
bracis-19053	162	18	)	)	PUNCT
bracis-19053	162	19	.	.	PUNCT
bracis-19053	163	1	mean	mean	VERB
bracis-19053	163	2	absolute	absolute	ADJ
bracis-19053	163	3	deviation	deviation	NOUN
bracis-19053	163	4	(	(	PUNCT
bracis-19053	163	5	mad	mad	ADJ
bracis-19053	163	6	):	):	PUNCT
bracis-19053	163	7	in	in	ADP
bracis-19053	163	8	1991	1991	NUM
bracis-19053	163	9	,	,	PUNCT
bracis-19053	163	10	konno	konno	PROPN
bracis-19053	163	11	&	&	CCONJ
bracis-19053	163	12	yamazaki	yamazaki	PROPN
bracis-19053	164	1	[	[	X
bracis-19053	164	2	9	9	NUM
bracis-19053	164	3	]	]	PUNCT
bracis-19053	164	4	suggested	suggest	VERB
bracis-19053	164	5	a	a	DET
bracis-19053	164	6	linear	linear	ADJ
bracis-19053	164	7	programming	programming	NOUN
bracis-19053	164	8	model	model	NOUN
bracis-19053	164	9	in	in	ADP
bracis-19053	164	10	which	which	PRON
bracis-19053	164	11	portfolio	portfolio	NOUN
bracis-19053	164	12	risk	risk	NOUN
bracis-19053	164	13	is	be	AUX
bracis-19053	164	14	measured	measure	VERB
bracis-19053	164	15	with	with	ADP
bracis-19053	164	16	the	the	DET
bracis-19053	164	17	mean	mean	ADJ
bracis-19053	164	18	absolute	absolute	ADJ
bracis-19053	164	19	deviation	deviation	NOUN
bracis-19053	164	20	(	(	PUNCT
bracis-19053	164	21	mad	mad	ADJ
bracis-19053	164	22	)	)	PUNCT
bracis-19053	164	23	instead	instead	ADV
bracis-19053	164	24	of	of	ADP
bracis-19053	164	25	markowitz	markowitz	PROPN
bracis-19053	164	26	’s	’s	PART
bracis-19053	164	27	variance	variance	NOUN
bracis-19053	164	28	-	-	PUNCT
bracis-19053	164	29	based	base	VERB
bracis-19053	164	30	portfolio	portfolio	NOUN
bracis-19053	164	31	.	.	PUNCT
bracis-19053	165	1	the	the	DET
bracis-19053	165	2	purpose	purpose	NOUN
bracis-19053	165	3	of	of	ADP
bracis-19053	165	4	the	the	DET
bracis-19053	165	5	proposal	proposal	NOUN
bracis-19053	165	6	was	be	AUX
bracis-19053	165	7	to	to	PART
bracis-19053	165	8	remove	remove	VERB
bracis-19053	165	9	most	most	ADJ
bracis-19053	165	10	of	of	ADP
bracis-19053	165	11	the	the	DET
bracis-19053	165	12	difficulties	difficulty	NOUN
bracis-19053	165	13	associated	associate	VERB
bracis-19053	165	14	with	with	ADP
bracis-19053	165	15	the	the	DET
bracis-19053	165	16	classical	classical	ADJ
bracis-19053	165	17	markowitz	markowitz	PROPN
bracis-19053	165	18	’s	’s	PART
bracis-19053	165	19	model	model	NOUN
bracis-19053	165	20	.	.	PUNCT
bracis-19053	166	1	conditional	conditional	ADJ
bracis-19053	166	2	value	value	NOUN
bracis-19053	166	3	-	-	PUNCT
bracis-19053	166	4	at	at	ADP
bracis-19053	166	5	-	-	PUNCT
bracis-19053	166	6	risk	risk	NOUN
bracis-19053	166	7	(	(	PUNCT
bracis-19053	166	8	cvar	cvar	NOUN
bracis-19053	166	9	):	):	PUNCT
bracis-19053	166	10	in	in	ADP
bracis-19053	166	11	2000	2000	NUM
bracis-19053	166	12	,	,	PUNCT
bracis-19053	166	13	rockafellar	rockafellar	ADJ
bracis-19053	166	14	&	&	CCONJ
bracis-19053	166	15	uryasev	uryasev	PROPN
bracis-19053	166	16	[	[	X
bracis-19053	166	17	19	19	NUM
bracis-19053	166	18	]	]	PUNCT
bracis-19053	166	19	introduced	introduce	VERB
bracis-19053	166	20	a	a	DET
bracis-19053	166	21	new	new	ADJ
bracis-19053	166	22	approach	approach	NOUN
bracis-19053	166	23	to	to	ADP
bracis-19053	166	24	optimizing	optimize	VERB
bracis-19053	166	25	a	a	DET
bracis-19053	166	26	portfolio	portfolio	NOUN
bracis-19053	166	27	to	to	PART
bracis-19053	166	28	reduce	reduce	VERB
bracis-19053	166	29	the	the	DET
bracis-19053	166	30	risk	risk	NOUN
bracis-19053	166	31	of	of	ADP
bracis-19053	166	32	high	high	ADJ
bracis-19053	166	33	losses	loss	NOUN
bracis-19053	166	34	.	.	PUNCT
bracis-19053	167	1	value	value	NOUN
bracis-19053	167	2	-	-	PUNCT
bracis-19053	167	3	at	at	ADP
bracis-19053	167	4	-	-	PUNCT
bracis-19053	167	5	risk	risk	NOUN
bracis-19053	167	6	(	(	PUNCT
bracis-19053	167	7	var	var	NOUN
bracis-19053	167	8	)	)	PUNCT
bracis-19053	167	9	played	play	VERB
bracis-19053	167	10	a	a	DET
bracis-19053	167	11	relevant	relevant	ADJ
bracis-19053	167	12	role	role	NOUN
bracis-19053	167	13	in	in	ADP
bracis-19053	167	14	their	their	PRON
bracis-19053	167	15	approach	approach	NOUN
bracis-19053	167	16	,	,	PUNCT
bracis-19053	167	17	but	but	CCONJ
bracis-19053	167	18	the	the	DET
bracis-19053	167	19	emphasis	emphasis	NOUN
bracis-19053	167	20	was	be	AUX
bracis-19053	167	21	on	on	ADP
bracis-19053	167	22	conditional	conditional	ADJ
bracis-19053	167	23	value	value	NOUN
bracis-19053	167	24	-	-	PUNCT
bracis-19053	167	25	at	at	ADP
bracis-19053	167	26	-	-	PUNCT
bracis-19053	167	27	risk	risk	NOUN
bracis-19053	167	28	(	(	PUNCT
bracis-19053	167	29	cvar	cvar	NOUN
bracis-19053	167	30	)	)	PUNCT
bracis-19053	168	1	[	[	X
bracis-19053	168	2	19	19	NUM
bracis-19053	168	3	,	,	PUNCT
bracis-19053	168	4	25	25	NUM
bracis-19053	168	5	]	]	PUNCT
bracis-19053	168	6	.	.	PUNCT
bracis-19053	169	1	hierarchical	hierarchical	ADJ
bracis-19053	169	2	risk	risk	NOUN
bracis-19053	169	3	parity	parity	NOUN
bracis-19053	169	4	(	(	PUNCT
bracis-19053	169	5	hrp	hrp	PROPN
bracis-19053	169	6	):	):	PUNCT
bracis-19053	169	7	portfolio	portfolio	NOUN
bracis-19053	169	8	optimization	optimization	NOUN
bracis-19053	169	9	method	method	NOUN
bracis-19053	169	10	suggested	suggest	VERB
bracis-19053	169	11	by	by	ADP
bracis-19053	169	12	lopez	lopez	PROPN
bracis-19053	169	13	de	de	PROPN
bracis-19053	169	14	prado	prado	PROPN
bracis-19053	169	15	[	[	X
bracis-19053	169	16	17	17	NUM
bracis-19053	169	17	]	]	PUNCT
bracis-19053	169	18	in	in	ADP
bracis-19053	169	19	2016	2016	NUM
bracis-19053	169	20	.	.	PUNCT
bracis-19053	170	1	hrp	hrp	PROPN
bracis-19053	170	2	applies	apply	VERB
bracis-19053	170	3	modern	modern	ADJ
bracis-19053	170	4	concepts	concept	NOUN
bracis-19053	170	5	on	on	ADP
bracis-19053	170	6	graph	graph	NOUN
bracis-19053	170	7	theory	theory	NOUN
bracis-19053	170	8	and	and	CCONJ
bracis-19053	170	9	machine	machine	NOUN
bracis-19053	170	10	learning	learn	VERB
bracis-19053	170	11	techniques	technique	NOUN
bracis-19053	170	12	to	to	PART
bracis-19053	170	13	build	build	VERB
bracis-19053	170	14	a	a	DET
bracis-19053	170	15	diversified	diversified	ADJ
bracis-19053	170	16	portfolio	portfolio	NOUN
bracis-19053	170	17	based	base	VERB
bracis-19053	170	18	on	on	ADP
bracis-19053	170	19	the	the	DET
bracis-19053	170	20	information	information	NOUN
bracis-19053	170	21	contained	contain	VERB
bracis-19053	170	22	in	in	ADP
bracis-19053	170	23	the	the	DET
bracis-19053	170	24	asset	asset	NOUN
bracis-19053	170	25	return	return	NOUN
bracis-19053	170	26	matrix	matrix	NOUN
bracis-19053	170	27	.	.	PUNCT
bracis-19053	171	1	5.2	5.2	NUM
bracis-19053	171	2	portfolio	portfolio	NOUN
bracis-19053	171	3	performance	performance	NOUN
bracis-19053	171	4	metrics	metric	NOUN
bracis-19053	171	5	to	to	PART
bracis-19053	171	6	measure	measure	VERB
bracis-19053	171	7	the	the	DET
bracis-19053	171	8	performance	performance	NOUN
bracis-19053	171	9	of	of	ADP
bracis-19053	171	10	stock	stock	NOUN
bracis-19053	171	11	portfolios	portfolio	NOUN
bracis-19053	171	12	,	,	PUNCT
bracis-19053	171	13	some	some	DET
bracis-19053	171	14	methods	method	NOUN
bracis-19053	171	15	can	can	AUX
bracis-19053	171	16	be	be	AUX
bracis-19053	171	17	used	use	VERB
bracis-19053	171	18	,	,	PUNCT
bracis-19053	171	19	such	such	ADJ
bracis-19053	171	20	as	as	ADP
bracis-19053	171	21	:	:	PUNCT
bracis-19053	171	22	the	the	DET
bracis-19053	171	23	sharpe	sharpe	PROPN
bracis-19053	171	24	ratio	ratio	PROPN
bracis-19053	171	25	,	,	PUNCT
bracis-19053	171	26	the	the	DET
bracis-19053	171	27	maximum	maximum	ADJ
bracis-19053	171	28	drawdown	drawdown	NOUN
bracis-19053	171	29	(	(	PUNCT
bracis-19053	171	30	difference	difference	NOUN
bracis-19053	171	31	between	between	ADP
bracis-19053	171	32	the	the	DET
bracis-19053	171	33	highest	high	ADJ
bracis-19053	171	34	and	and	CCONJ
bracis-19053	171	35	lowest	low	ADJ
bracis-19053	171	36	value	value	NOUN
bracis-19053	171	37	in	in	ADP
bracis-19053	171	38	a	a	DET
bracis-19053	171	39	given	give	VERB
bracis-19053	171	40	period	period	NOUN
bracis-19053	171	41	)	)	PUNCT
bracis-19053	171	42	and	and	CCONJ
bracis-19053	171	43	the	the	DET
bracis-19053	171	44	cumulative	cumulative	ADJ
bracis-19053	171	45	wealth	wealth	NOUN
bracis-19053	171	46	.	.	PUNCT
bracis-19053	172	1	these	these	DET
bracis-19053	172	2	indicators	indicator	NOUN
bracis-19053	172	3	are	be	AUX
bracis-19053	172	4	widely	widely	ADV
bracis-19053	172	5	used	use	VERB
bracis-19053	172	6	in	in	ADP
bracis-19053	172	7	works	work	NOUN
bracis-19053	172	8	involving	involve	VERB
bracis-19053	172	9	asset	asset	NOUN
bracis-19053	172	10	portfolio	portfolio	NOUN
bracis-19053	172	11	performance	performance	NOUN
bracis-19053	172	12	analysis	analysis	NOUN
bracis-19053	172	13	and	and	CCONJ
bracis-19053	172	14	can	can	AUX
bracis-19053	172	15	be	be	AUX
bracis-19053	172	16	found	find	VERB
bracis-19053	172	17	in	in	ADP
bracis-19053	172	18	[	[	X
bracis-19053	172	19	3	3	NUM
bracis-19053	172	20	,	,	PUNCT
bracis-19053	172	21	6	6	NUM
bracis-19053	172	22	,	,	PUNCT
bracis-19053	172	23	22	22	NUM
bracis-19053	172	24	,	,	PUNCT
bracis-19053	172	25	24	24	NUM
bracis-19053	172	26	]	]	PUNCT
bracis-19053	172	27	.	.	PUNCT
bracis-19053	173	1	sharpe	sharpe	PROPN
bracis-19053	173	2	ratio	ratio	PROPN
bracis-19053	173	3	(	(	PUNCT
bracis-19053	173	4	sr	sr	PROPN
bracis-19053	173	5	):	):	PUNCT
bracis-19053	173	6	was	be	AUX
bracis-19053	173	7	created	create	VERB
bracis-19053	173	8	by	by	ADP
bracis-19053	173	9	the	the	DET
bracis-19053	173	10	nobel	nobel	PROPN
bracis-19053	173	11	william	william	PROPN
bracis-19053	173	12	forsyth	forsyth	PROPN
bracis-19053	173	13	sharpe	sharpe	PROPN
bracis-19053	174	1	[	[	X
bracis-19053	174	2	21	21	NUM
bracis-19053	174	3	]	]	PUNCT
bracis-19053	174	4	,	,	PUNCT
bracis-19053	174	5	it	it	PRON
bracis-19053	174	6	is	be	AUX
bracis-19053	174	7	the	the	DET
bracis-19053	174	8	most	most	ADV
bracis-19053	174	9	widely	widely	ADV
bracis-19053	174	10	adopted	adopt	VERB
bracis-19053	174	11	index	index	NOUN
bracis-19053	174	12	for	for	ADP
bracis-19053	174	13	measuring	measure	VERB
bracis-19053	174	14	the	the	DET
bracis-19053	174	15	risk	risk	NOUN
bracis-19053	174	16	and	and	CCONJ
bracis-19053	174	17	return	return	VERB
bracis-19053	174	18	ratio	ratio	NOUN
bracis-19053	174	19	of	of	ADP
bracis-19053	174	20	a	a	DET
bracis-19053	174	21	portfolio	portfolio	NOUN
bracis-19053	174	22	.	.	PUNCT
bracis-19053	175	1	the	the	DET
bracis-19053	175	2	sr	sr	PROPN
bracis-19053	175	3	provides	provide	VERB
bracis-19053	175	4	a	a	DET
bracis-19053	175	5	measure	measure	NOUN
bracis-19053	175	6	of	of	ADP
bracis-19053	175	7	risk	risk	NOUN
bracis-19053	175	8	-	-	PUNCT
bracis-19053	175	9	adjusted	adjust	VERB
bracis-19053	175	10	return	return	NOUN
bracis-19053	175	11	for	for	ADP
bracis-19053	175	12	a	a	DET
bracis-19053	175	13	portfolio	portfolio	NOUN
bracis-19053	175	14	strategy	strategy	NOUN
bracis-19053	175	15	[	[	X
bracis-19053	175	16	23	23	NUM
bracis-19053	175	17	]	]	PUNCT
bracis-19053	175	18	.	.	PUNCT
bracis-19053	176	1	the	the	PRON
bracis-19053	176	2	higher	high	ADJ
bracis-19053	176	3	the	the	DET
bracis-19053	176	4	sr	sr	PROPN
bracis-19053	176	5	index	index	NOUN
bracis-19053	176	6	the	the	DET
bracis-19053	176	7	better	well	ADV
bracis-19053	176	8	.	.	PUNCT
bracis-19053	177	1	the	the	DET
bracis-19053	177	2	sr	sr	PROPN
bracis-19053	177	3	can	can	AUX
bracis-19053	177	4	be	be	AUX
bracis-19053	177	5	obtained	obtain	VERB
bracis-19053	177	6	using	use	VERB
bracis-19053	177	7	eq	eq	ADP
bracis-19053	177	8	.	.	PUNCT
bracis-19053	178	1	(	(	PUNCT
bracis-19053	178	2	8)	8)	NUM
bracis-19053	178	3	,	,	PUNCT
bracis-19053	178	4	where	where	SCONJ
bracis-19053	178	5	\	\	PROPN
bracis-19053	178	6	(	(	PUNCT
bracis-19053	178	7	\overline{r}_\tau	\overline{r}_\tau	PROPN
bracis-19053	178	8	\	\	PROPN
bracis-19053	178	9	)	)	PUNCT
bracis-19053	178	10	is	be	AUX
bracis-19053	178	11	the	the	DET
bracis-19053	178	12	average	average	NOUN
bracis-19053	178	13	of	of	ADP
bracis-19053	178	14	\	\	NOUN
bracis-19053	178	15	(	(	PUNCT
bracis-19053	178	16	r_t	r_t	SYM
bracis-19053	178	17	\	\	NOUN
bracis-19053	178	18	)	)	PUNCT
bracis-19053	178	19	returns	return	NOUN
bracis-19053	178	20	from	from	ADP
bracis-19053	178	21	portfolios	portfolio	NOUN
bracis-19053	178	22	for	for	ADP
bracis-19053	178	23	the	the	DET
bracis-19053	178	24	time	time	NOUN
bracis-19053	178	25	horizon	horizon	PROPN
bracis-19053	178	26	\	\	PROPN
bracis-19053	178	27	(	(	PUNCT
bracis-19053	178	28	\tau	\tau	PROPN
bracis-19053	178	29	\	\	PROPN
bracis-19053	178	30	)	)	PUNCT
bracis-19053	178	31	(	(	PUNCT
bracis-19053	178	32	eq	eq	NOUN
bracis-19053	178	33	.	.	PUNCT
bracis-19053	179	1	(	(	PUNCT
bracis-19053	179	2	9	9	NUM
bracis-19053	179	3	)	)	PUNCT
bracis-19053	179	4	)	)	PUNCT
bracis-19053	179	5	,	,	PUNCT
bracis-19053	179	6	and	and	CCONJ
bracis-19053	179	7	\	\	PROPN
bracis-19053	179	8	(	(	PUNCT
bracis-19053	179	9	\sigma	\sigma	PROPN
bracis-19053	179	10	_	_	PROPN
bracis-19053	179	11	{	{	PUNCT
bracis-19053	179	12	\tau	\tau	PROPN
bracis-19053	179	13	}	}	PUNCT
bracis-19053	179	14	\	\	PROPN
bracis-19053	179	15	)	)	PUNCT
bracis-19053	179	16	is	be	AUX
bracis-19053	179	17	the	the	DET
bracis-19053	179	18	standard	standard	ADJ
bracis-19053	179	19	deviation	deviation	NOUN
bracis-19053	179	20	of	of	ADP
bracis-19053	179	21	portfolio	portfolio	NOUN
bracis-19053	179	22	returns	return	NOUN
bracis-19053	179	23	(	(	PUNCT
bracis-19053	179	24	eq	eq	NOUN
bracis-19053	179	25	.	.	PUNCT
bracis-19053	180	1	(	(	PUNCT
bracis-19053	180	2	10	10	NUM
bracis-19053	180	3	)	)	PUNCT
bracis-19053	180	4	)	)	PUNCT
bracis-19053	180	5	.	.	PUNCT
bracis-19053	181	1	$	$	SYM
bracis-19053	181	2	$	$	SYM
bracis-19053	181	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	181	4	}	}	PUNCT
bracis-19053	181	5	sr=\frac{\overline{r}_\tau	sr=\frac{\overline{r}_\tau	PROPN
bracis-19053	181	6	}	}	PUNCT
bracis-19053	181	7	{	{	PUNCT
bracis-19053	181	8	\sigma	\sigma	PROPN
bracis-19053	181	9	_	_	PROPN
bracis-19053	181	10	{	{	PUNCT
bracis-19053	181	11	\tau	\tau	PROPN
bracis-19053	181	12	}	}	PUNCT
bracis-19053	181	13	}	}	PUNCT
bracis-19053	181	14	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	181	15	(	(	PUNCT
bracis-19053	181	16	8)	8)	NUM
bracis-19053	181	17	$	$	SYM
bracis-19053	181	18	$	$	SYM
bracis-19053	181	19	\begin{aligned	\begin{aligne	VERB
bracis-19053	181	20	}	}	PUNCT
bracis-19053	181	21	\overline{r}_\tau	\overline{r}_\tau	ADP
bracis-19053	181	22	=	=	SYM
bracis-19053	181	23	\frac{1}{\tau	\frac{1}{\tau	ADV
bracis-19053	181	24	}	}	PUNCT
bracis-19053	181	25	\sum	\sum	VERB
bracis-19053	182	1	_	_	PUNCT
bracis-19053	182	2	{	{	PUNCT
bracis-19053	182	3	t	t	NOUN
bracis-19053	182	4	=	=	SYM
bracis-19053	182	5	1	1	NUM
bracis-19053	182	6	}	}	PUNCT
bracis-19053	182	7	^	^	PUNCT
bracis-19053	182	8	{	{	PUNCT
bracis-19053	182	9	\tau	\tau	PROPN
bracis-19053	182	10	}	}	PUNCT
bracis-19053	182	11	r_{t	r_{t	PROPN
bracis-19053	182	12	}	}	PUNCT
bracis-19053	182	13	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	182	14	(	(	PUNCT
bracis-19053	182	15	9	9	NUM
bracis-19053	182	16	)	)	PUNCT
bracis-19053	182	17	$	$	SYM
bracis-19053	182	18	$	$	SYM
bracis-19053	182	19	\begin{aligned	\begin{aligne	VERB
bracis-19053	182	20	}	}	PUNCT
bracis-19053	182	21	\sigma	\sigma	PROPN
bracis-19053	182	22	_	_	PROPN
bracis-19053	182	23	{	{	PUNCT
bracis-19053	182	24	\tau	\tau	PROPN
bracis-19053	182	25	}	}	PUNCT
bracis-19053	182	26	=	=	PUNCT
bracis-19053	182	27	\sqrt{\sigma	\sqrt{\sigma	NUM
bracis-19053	182	28	_	_	PRON
bracis-19053	182	29	{	{	PUNCT
bracis-19053	182	30	\tau	\tau	PROPN
bracis-19053	182	31	}	}	PUNCT
bracis-19053	182	32	^	^	SYM
bracis-19053	182	33	2	2	X
bracis-19053	182	34	}	}	PUNCT
bracis-19053	182	35	,	,	PUNCT
bracis-19053	182	36	\sigma	\sigma	PROPN
bracis-19053	182	37	_	_	PUNCT
bracis-19053	182	38	{	{	PUNCT
bracis-19053	182	39	\tau	\tau	PROPN
bracis-19053	182	40	}	}	PUNCT
bracis-19053	182	41	^	^	SYM
bracis-19053	182	42	2	2	NUM
bracis-19053	182	43	=	=	SYM
bracis-19053	182	44	\frac{1}{\tau	\frac{1}{\tau	ADV
bracis-19053	182	45	}	}	PUNCT
bracis-19053	182	46	\sum	\sum	VERB
bracis-19053	183	1	_	_	PUNCT
bracis-19053	183	2	{	{	PUNCT
bracis-19053	183	3	t	t	NOUN
bracis-19053	183	4	=	=	SYM
bracis-19053	183	5	1	1	NUM
bracis-19053	183	6	}	}	PUNCT
bracis-19053	183	7	^	^	PUNCT
bracis-19053	183	8	{	{	PUNCT
bracis-19053	183	9	\tau	\tau	PROPN
bracis-19053	183	10	}	}	PUNCT
bracis-19053	183	11	(	(	PUNCT
bracis-19053	183	12	r_t	r_t	PUNCT
bracis-19053	183	13	\overline{r}_\tau	\overline{r}_\tau	ADV
bracis-19053	183	14	)	)	PUNCT
bracis-19053	183	15	^2	^2	PUNCT
bracis-19053	183	16	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	183	17	(	(	PUNCT
bracis-19053	183	18	10	10	NUM
bracis-19053	183	19	)	)	PUNCT
bracis-19053	183	20	maximum	maximum	ADJ
bracis-19053	183	21	drawdown	drawdown	NOUN
bracis-19053	183	22	(	(	PUNCT
bracis-19053	183	23	mdd	mdd	PROPN
bracis-19053	183	24	)	)	PUNCT
bracis-19053	183	25	the	the	DET
bracis-19053	183	26	maximum	maximum	ADJ
bracis-19053	183	27	drawdown	drawdown	NOUN
bracis-19053	183	28	is	be	AUX
bracis-19053	183	29	a	a	DET
bracis-19053	183	30	risk	risk	NOUN
bracis-19053	183	31	measure	measure	NOUN
bracis-19053	183	32	widely	widely	ADV
bracis-19053	183	33	used	use	VERB
bracis-19053	183	34	by	by	ADP
bracis-19053	183	35	fund	fund	NOUN
bracis-19053	183	36	managers	manager	NOUN
bracis-19053	183	37	,	,	PUNCT
bracis-19053	183	38	as	as	SCONJ
bracis-19053	183	39	a	a	DET
bracis-19053	183	40	very	very	ADV
bracis-19053	183	41	high	high	ADJ
bracis-19053	183	42	drawdown	drawdown	NOUN
bracis-19053	183	43	usually	usually	ADV
bracis-19053	183	44	triggers	trigger	VERB
bracis-19053	183	45	fund	fund	NOUN
bracis-19053	183	46	redemptions	redemption	NOUN
bracis-19053	183	47	by	by	ADP
bracis-19053	183	48	investors	investor	NOUN
bracis-19053	183	49	[	[	X
bracis-19053	183	50	12	12	NUM
bracis-19053	183	51	]	]	PUNCT
bracis-19053	183	52	.	.	PUNCT
bracis-19053	184	1	to	to	PART
bracis-19053	184	2	obtain	obtain	VERB
bracis-19053	184	3	the	the	DET
bracis-19053	184	4	value	value	NOUN
bracis-19053	184	5	of	of	ADP
bracis-19053	184	6	the	the	DET
bracis-19053	184	7	mdd	mdd	PROPN
bracis-19053	184	8	,	,	PUNCT
bracis-19053	184	9	the	the	DET
bracis-19053	184	10	eq	eq	NOUN
bracis-19053	184	11	.	.	PUNCT
bracis-19053	185	1	(	(	PUNCT
bracis-19053	185	2	11	11	NUM
bracis-19053	185	3	)	)	PUNCT
bracis-19053	185	4	can	can	AUX
bracis-19053	185	5	be	be	AUX
bracis-19053	185	6	used	use	VERB
bracis-19053	185	7	,	,	PUNCT
bracis-19053	185	8	where	where	SCONJ
bracis-19053	185	9	\	\	PROPN
bracis-19053	185	10	(	(	PUNCT
bracis-19053	185	11	min	min	X
bracis-19053	185	12	(	(	PUNCT
bracis-19053	185	13	r_{t	r_{t	PROPN
bracis-19053	185	14	}	}	PUNCT
bracis-19053	185	15	)	)	PUNCT
bracis-19053	185	16	\	\	NOUN
bracis-19053	185	17	)	)	PUNCT
bracis-19053	185	18	is	be	AUX
bracis-19053	185	19	the	the	DET
bracis-19053	185	20	lowest	low	ADJ
bracis-19053	185	21	value	value	NOUN
bracis-19053	185	22	observed	observe	VERB
bracis-19053	185	23	in	in	ADP
bracis-19053	185	24	the	the	DET
bracis-19053	185	25	portfolio	portfolio	NOUN
bracis-19053	185	26	returns	return	NOUN
bracis-19053	185	27	and	and	CCONJ
bracis-19053	185	28	\	\	PROPN
bracis-19053	185	29	(	(	PUNCT
bracis-19053	185	30	max	max	PROPN
bracis-19053	185	31	(	(	PUNCT
bracis-19053	185	32	r_{t	r_{t	PROPN
bracis-19053	185	33	}	}	PUNCT
bracis-19053	185	34	)	)	PUNCT
bracis-19053	186	1	\	\	NOUN
bracis-19053	186	2	)	)	PUNCT
bracis-19053	186	3	the	the	DET
bracis-19053	186	4	highest	high	ADJ
bracis-19053	186	5	value	value	NOUN
bracis-19053	186	6	found	find	VERB
bracis-19053	186	7	.	.	PUNCT
bracis-19053	187	1	the	the	PRON
bracis-19053	187	2	lower	low	ADJ
bracis-19053	187	3	the	the	DET
bracis-19053	187	4	mdd	mdd	PROPN
bracis-19053	187	5	index	index	NOUN
bracis-19053	187	6	the	the	DET
bracis-19053	187	7	better	well	ADJ
bracis-19053	187	8	.	.	PUNCT
bracis-19053	188	1	$	$	SYM
bracis-19053	188	2	$	$	SYM
bracis-19053	188	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	188	4	}	}	PUNCT
bracis-19053	188	5	mdd	mdd	PROPN
bracis-19053	188	6	=	=	SYM
bracis-19053	188	7	\frac	\frac	PROPN
bracis-19053	188	8	{	{	PUNCT
bracis-19053	188	9	{	{	PUNCT
bracis-19053	188	10	max(r_{t	max(r_{t	PROPN
bracis-19053	188	11	}	}	PUNCT
bracis-19053	188	12	)	)	PUNCT
bracis-19053	188	13	min(r_{t	min(r_{t	PROPN
bracis-19053	188	14	}	}	PUNCT
bracis-19053	188	15	)	)	PUNCT
bracis-19053	188	16	}	}	PUNCT
bracis-19053	188	17	}	}	PUNCT
bracis-19053	188	18	{	{	PUNCT
bracis-19053	188	19	max(r_{t	max(r_{t	PROPN
bracis-19053	188	20	}	}	PUNCT
bracis-19053	188	21	)	)	PUNCT
bracis-19053	188	22	}	}	PUNCT
bracis-19053	188	23	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	188	24	(	(	PUNCT
bracis-19053	188	25	11	11	NUM
bracis-19053	188	26	)	)	PUNCT
bracis-19053	188	27	cumulative	cumulative	ADJ
bracis-19053	188	28	wealth	wealth	NOUN
bracis-19053	188	29	(	(	PUNCT
bracis-19053	188	30	cw	cw	NOUN
bracis-19053	188	31	):	):	PUNCT
bracis-19053	188	32	is	be	AUX
bracis-19053	188	33	the	the	DET
bracis-19053	188	34	cumulative	cumulative	ADJ
bracis-19053	188	35	wealth	wealth	NOUN
bracis-19053	188	36	of	of	ADP
bracis-19053	188	37	stock	stock	NOUN
bracis-19053	188	38	portfolio	portfolio	NOUN
bracis-19053	188	39	over	over	ADP
bracis-19053	188	40	the	the	DET
bracis-19053	188	41	period	period	NOUN
bracis-19053	188	42	\	\	PROPN
bracis-19053	188	43	(	(	PUNCT
bracis-19053	188	44	\tau	\tau	PROPN
bracis-19053	188	45	\	\	PROPN
bracis-19053	188	46	)	)	PUNCT
bracis-19053	188	47	.	.	PUNCT
bracis-19053	189	1	measures	measure	VERB
bracis-19053	189	2	the	the	DET
bracis-19053	189	3	aggregate	aggregate	ADJ
bracis-19053	189	4	amount	amount	NOUN
bracis-19053	189	5	that	that	PRON
bracis-19053	189	6	the	the	DET
bracis-19053	189	7	investment	investment	NOUN
bracis-19053	189	8	has	have	AUX
bracis-19053	189	9	gained	gain	VERB
bracis-19053	189	10	or	or	CCONJ
bracis-19053	189	11	lost	lose	VERB
bracis-19053	189	12	over	over	ADP
bracis-19053	189	13	time	time	NOUN
bracis-19053	189	14	.	.	PUNCT
bracis-19053	190	1	cw	cw	NOUN
bracis-19053	190	2	can	can	AUX
bracis-19053	190	3	be	be	AUX
bracis-19053	190	4	calculated	calculate	VERB
bracis-19053	190	5	by	by	ADP
bracis-19053	190	6	eq	eq	PROPN
bracis-19053	190	7	.	.	PUNCT
bracis-19053	191	1	(	(	PUNCT
bracis-19053	191	2	12	12	NUM
bracis-19053	191	3	)	)	PUNCT
bracis-19053	191	4	.	.	PUNCT
bracis-19053	192	1	the	the	PRON
bracis-19053	192	2	higher	high	ADJ
bracis-19053	192	3	the	the	DET
bracis-19053	192	4	cw	cw	NOUN
bracis-19053	192	5	index	index	NOUN
bracis-19053	192	6	the	the	DET
bracis-19053	192	7	better	well	ADJ
bracis-19053	192	8	.	.	PUNCT
bracis-19053	193	1	$	$	SYM
bracis-19053	193	2	$	$	SYM
bracis-19053	193	3	\begin{aligned	\begin{aligne	VERB
bracis-19053	193	4	}	}	PUNCT
bracis-19053	193	5	cw	cw	NOUN
bracis-19053	193	6	=	=	SYM
bracis-19053	193	7	\prod	\prod	PROPN
bracis-19053	193	8	^\tau	^\tau	ADP
bracis-19053	193	9	_	_	PUNCT
bracis-19053	193	10	{	{	PUNCT
bracis-19053	193	11	t=1	t=1	ADV
bracis-19053	193	12	}	}	PUNCT
bracis-19053	193	13	{	{	PUNCT
bracis-19053	193	14	(	(	PUNCT
bracis-19053	193	15	1	1	NUM
bracis-19053	193	16	+	+	NUM
bracis-19053	193	17	r_t	r_t	NOUN
bracis-19053	193	18	)	)	PUNCT
bracis-19053	193	19	1	1	NUM
bracis-19053	193	20	}	}	PUNCT
bracis-19053	193	21	\end{aligned}$$	\end{aligned}$$	X
bracis-19053	193	22	(	(	PUNCT
bracis-19053	193	23	12	12	NUM
bracis-19053	193	24	)	)	PUNCT
bracis-19053	193	25	6	6	NUM
bracis-19053	193	26	experimental	experimental	ADJ
bracis-19053	193	27	result	result	NOUN
bracis-19053	193	28	the	the	DET
bracis-19053	193	29	experiments	experiment	NOUN
bracis-19053	193	30	were	be	AUX
bracis-19053	193	31	performed	perform	VERB
bracis-19053	193	32	using	use	VERB
bracis-19053	193	33	the	the	DET
bracis-19053	193	34	hyperparameters	hyperparameter	NOUN
bracis-19053	193	35	values	value	NOUN
bracis-19053	193	36	presented	present	VERB
bracis-19053	193	37	in	in	ADP
bracis-19053	193	38	table	table	NOUN
bracis-19053	193	39	 	 	SPACE
bracis-19053	193	40	2	2	NUM
bracis-19053	193	41	,	,	PUNCT
bracis-19053	193	42	and	and	CCONJ
bracis-19053	193	43	found	find	VERB
bracis-19053	193	44	as	as	SCONJ
bracis-19053	193	45	described	describe	VERB
bracis-19053	193	46	in	in	ADP
bracis-19053	193	47	sect	sect	NOUN
bracis-19053	193	48	.	.	PUNCT
bracis-19053	193	49	 	 	SPACE
bracis-19053	194	1	4	4	NUM
bracis-19053	194	2	.	.	PUNCT
bracis-19053	194	3	table	table	NOUN
bracis-19053	194	4	2	2	NUM
bracis-19053	194	5	.	.	PUNCT
bracis-19053	195	1	hyperparameters	hyperparameter	NOUN
bracis-19053	195	2	summary	summary	VERB
bracis-19053	195	3	for	for	ADP
bracis-19053	195	4	experimentsfull	experimentsfull	ADJ
bracis-19053	195	5	size	size	NOUN
bracis-19053	195	6	table	table	NOUN
bracis-19053	195	7	the	the	DET
bracis-19053	195	8	hyperparameter	hyperparameter	NOUN
bracis-19053	195	9	k	k	PROPN
bracis-19053	195	10	is	be	AUX
bracis-19053	195	11	the	the	DET
bracis-19053	195	12	number	number	NOUN
bracis-19053	195	13	of	of	ADP
bracis-19053	195	14	iterations	iteration	NOUN
bracis-19053	195	15	that	that	PRON
bracis-19053	195	16	will	will	AUX
bracis-19053	195	17	be	be	AUX
bracis-19053	195	18	performed	perform	VERB
bracis-19053	195	19	on	on	ADP
bracis-19053	195	20	the	the	DET
bracis-19053	195	21	network	network	NOUN
bracis-19053	195	22	.	.	PUNCT
bracis-19053	196	1	the	the	DET
bracis-19053	196	2	set	set	NOUN
bracis-19053	196	3	of	of	ADP
bracis-19053	196	4	stocks	stock	NOUN
bracis-19053	196	5	a	a	PRON
bracis-19053	196	6	is	be	AUX
bracis-19053	196	7	formed	form	VERB
bracis-19053	196	8	by	by	ADP
bracis-19053	196	9	the	the	DET
bracis-19053	196	10	stocks	stock	NOUN
bracis-19053	196	11	in	in	ADP
bracis-19053	196	12	the	the	DET
bracis-19053	196	13	ibrx100	ibrx100	PROPN
bracis-19053	196	14	index	index	NOUN
bracis-19053	196	15	.	.	PUNCT
bracis-19053	197	1	this	this	DET
bracis-19053	197	2	index	index	NOUN
bracis-19053	197	3	is	be	AUX
bracis-19053	197	4	composed	compose	VERB
bracis-19053	197	5	by	by	ADP
bracis-19053	197	6	the	the	DET
bracis-19053	197	7	100	100	NUM
bracis-19053	197	8	most	most	ADV
bracis-19053	197	9	traded	trade	VERB
bracis-19053	197	10	stocks	stock	NOUN
bracis-19053	197	11	on	on	ADP
bracis-19053	197	12	the	the	DET
bracis-19053	197	13	brazilian	brazilian	ADJ
bracis-19053	197	14	stock	stock	NOUN
bracis-19053	197	15	market	market	NOUN
bracis-19053	197	16	.	.	PUNCT
bracis-19053	198	1	for	for	ADP
bracis-19053	198	2	the	the	DET
bracis-19053	198	3	purpose	purpose	NOUN
bracis-19053	198	4	of	of	ADP
bracis-19053	198	5	this	this	DET
bracis-19053	198	6	work	work	NOUN
bracis-19053	198	7	,	,	PUNCT
bracis-19053	198	8	however	however	ADV
bracis-19053	198	9	,	,	PUNCT
bracis-19053	198	10	the	the	DET
bracis-19053	198	11	number	number	NOUN
bracis-19053	198	12	of	of	ADP
bracis-19053	198	13	stocks	stock	NOUN
bracis-19053	198	14	used	use	VERB
bracis-19053	198	15	in	in	ADP
bracis-19053	198	16	the	the	DET
bracis-19053	198	17	experiment	experiment	NOUN
bracis-19053	198	18	was	be	AUX
bracis-19053	198	19	96	96	NUM
bracis-19053	198	20	stocks	stock	NOUN
bracis-19053	198	21	,	,	PUNCT
bracis-19053	198	22	due	due	ADP
bracis-19053	198	23	to	to	ADP
bracis-19053	198	24	data	datum	NOUN
bracis-19053	198	25	availability	availability	NOUN
bracis-19053	198	26	.	.	PUNCT
bracis-19053	199	1	the	the	DET
bracis-19053	199	2	experiments	experiment	NOUN
bracis-19053	199	3	consist	consist	VERB
bracis-19053	199	4	in	in	ADP
bracis-19053	199	5	finding	find	VERB
bracis-19053	199	6	a	a	DET
bracis-19053	199	7	portfolio	portfolio	NOUN
bracis-19053	199	8	for	for	ADP
bracis-19053	199	9	the	the	DET
bracis-19053	199	10	next	next	ADJ
bracis-19053	199	11	month	month	NOUN
bracis-19053	199	12	,	,	PUNCT
bracis-19053	199	13	\(t\,+\,1\	\(t\,+\,1\	PROPN
bracis-19053	199	14	)	)	PUNCT
bracis-19053	199	15	,	,	PUNCT
bracis-19053	199	16	giving	give	VERB
bracis-19053	199	17	the	the	DET
bracis-19053	199	18	stock	stock	NOUN
bracis-19053	199	19	information	information	NOUN
bracis-19053	199	20	(	(	PUNCT
bracis-19053	199	21	time	time	NOUN
bracis-19053	199	22	series	series	PROPN
bracis-19053	199	23	)	)	PUNCT
bracis-19053	199	24	from	from	ADP
bracis-19053	199	25	the	the	DET
bracis-19053	199	26	previous	previous	ADJ
bracis-19053	199	27	five	five	NUM
bracis-19053	199	28	years	year	NOUN
bracis-19053	199	29	.	.	PUNCT
bracis-19053	200	1	experiments	experiment	NOUN
bracis-19053	200	2	were	be	AUX
bracis-19053	200	3	analyzed	analyze	VERB
bracis-19053	200	4	with	with	ADP
bracis-19053	200	5	the	the	DET
bracis-19053	200	6	base	base	NOUN
bracis-19053	200	7	period	period	NOUN
bracis-19053	200	8	january	january	PROPN
bracis-19053	200	9	2018	2018	NUM
bracis-19053	200	10	to	to	ADP
bracis-19053	200	11	december	december	PROPN
bracis-19053	200	12	2019	2019	NUM
bracis-19053	200	13	.	.	PUNCT
bracis-19053	201	1	when	when	SCONJ
bracis-19053	201	2	analyzing	analyze	VERB
bracis-19053	201	3	a	a	DET
bracis-19053	201	4	period	period	NOUN
bracis-19053	201	5	with	with	ADP
bracis-19053	201	6	these	these	DET
bracis-19053	201	7	reference	reference	NOUN
bracis-19053	201	8	months	month	NOUN
bracis-19053	201	9	,	,	PUNCT
bracis-19053	201	10	for	for	ADP
bracis-19053	201	11	example	example	NOUN
bracis-19053	201	12	,	,	PUNCT
bracis-19053	201	13	october	october	PROPN
bracis-19053	201	14	2019	2019	NUM
bracis-19053	201	15	,	,	PUNCT
bracis-19053	201	16	the	the	DET
bracis-19053	201	17	time	time	NOUN
bracis-19053	201	18	series	series	PROPN
bracis-19053	201	19	analyzed	analyze	VERB
bracis-19053	201	20	was	be	AUX
bracis-19053	201	21	from	from	ADP
bracis-19053	201	22	september	september	PROPN
bracis-19053	201	23	2014	2014	NUM
bracis-19053	201	24	to	to	ADP
bracis-19053	201	25	september	september	PROPN
bracis-19053	201	26	2019	2019	NUM
bracis-19053	201	27	,	,	PUNCT
bracis-19053	201	28	and	and	CCONJ
bracis-19053	201	29	the	the	DET
bracis-19053	201	30	month	month	NOUN
bracis-19053	201	31	that	that	PRON
bracis-19053	201	32	wanted	want	VERB
bracis-19053	201	33	the	the	DET
bracis-19053	201	34	best	good	ADJ
bracis-19053	201	35	result	result	NOUN
bracis-19053	201	36	is	be	AUX
bracis-19053	201	37	october	october	PROPN
bracis-19053	201	38	2019	2019	NUM
bracis-19053	201	39	.	.	PUNCT
bracis-19053	202	1	the	the	DET
bracis-19053	202	2	results	result	NOUN
bracis-19053	202	3	is	be	AUX
bracis-19053	202	4	the	the	DET
bracis-19053	202	5	month	month	NOUN
bracis-19053	202	6	return	return	NOUN
bracis-19053	202	7	averaged	average	VERB
bracis-19053	202	8	for	for	ADP
bracis-19053	202	9	10	10	NUM
bracis-19053	202	10	times	time	NOUN
bracis-19053	202	11	.	.	PUNCT
bracis-19053	203	1	to	to	PART
bracis-19053	203	2	evaluate	evaluate	VERB
bracis-19053	203	3	the	the	DET
bracis-19053	203	4	proposed	propose	VERB
bracis-19053	203	5	approach	approach	NOUN
bracis-19053	203	6	,	,	PUNCT
bracis-19053	203	7	the	the	DET
bracis-19053	203	8	snpa	snpa	NOUN
bracis-19053	203	9	algorithm	algorithm	NOUN
bracis-19053	203	10	is	be	AUX
bracis-19053	203	11	compared	compare	VERB
bracis-19053	203	12	with	with	ADP
bracis-19053	203	13	the	the	DET
bracis-19053	203	14	following	follow	VERB
bracis-19053	203	15	benchmarks	benchmark	NOUN
bracis-19053	203	16	:	:	PUNCT
bracis-19053	203	17	the	the	DET
bracis-19053	203	18	ibovespa	ibovespa	ADJ
bracis-19053	203	19	index	index	NOUN
bracis-19053	203	20	(	(	PUNCT
bracis-19053	203	21	ibov	ibov	NUM
bracis-19053	203	22	)	)	PUNCT
bracis-19053	203	23	,	,	PUNCT
bracis-19053	203	24	classic	classic	ADJ
bracis-19053	203	25	markowitz	markowitz	PROPN
bracis-19053	203	26	’s	’s	PART
bracis-19053	203	27	mean	mean	ADJ
bracis-19053	203	28	-	-	PUNCT
bracis-19053	203	29	variance	variance	NOUN
bracis-19053	203	30	portfolio	portfolio	NOUN
bracis-19053	203	31	(	(	PUNCT
bracis-19053	203	32	mv	mv	PROPN
bracis-19053	203	33	)	)	PUNCT
bracis-19053	203	34	,	,	PUNCT
bracis-19053	203	35	mean	mean	VERB
bracis-19053	203	36	absolute	absolute	ADJ
bracis-19053	203	37	deviation	deviation	NOUN
bracis-19053	203	38	(	(	PUNCT
bracis-19053	203	39	mad	mad	ADJ
bracis-19053	203	40	)	)	PUNCT
bracis-19053	203	41	portfolio	portfolio	NOUN
bracis-19053	203	42	,	,	PUNCT
bracis-19053	203	43	conditional	conditional	ADJ
bracis-19053	203	44	value	value	NOUN
bracis-19053	203	45	at	at	ADP
bracis-19053	203	46	risk	risk	NOUN
bracis-19053	203	47	(	(	PUNCT
bracis-19053	203	48	cvar	cvar	NOUN
bracis-19053	203	49	)	)	PUNCT
bracis-19053	203	50	portfolio	portfolio	NOUN
bracis-19053	203	51	and	and	CCONJ
bracis-19053	203	52	hierarchical	hierarchical	ADJ
bracis-19053	203	53	risk	risk	NOUN
bracis-19053	203	54	parity	parity	NOUN
bracis-19053	203	55	(	(	PUNCT
bracis-19053	203	56	hrp	hrp	PROPN
bracis-19053	203	57	)	)	PUNCT
bracis-19053	203	58	.	.	PUNCT
bracis-19053	204	1	the	the	DET
bracis-19053	204	2	results	result	NOUN
bracis-19053	204	3	are	be	AUX
bracis-19053	204	4	separated	separate	VERB
bracis-19053	204	5	into	into	ADP
bracis-19053	204	6	two	two	NUM
bracis-19053	204	7	sections	section	NOUN
bracis-19053	204	8	;	;	PUNCT
bracis-19053	204	9	sect	sect	NOUN
bracis-19053	204	10	.	.	PUNCT
bracis-19053	204	11	 	 	SPACE
bracis-19053	205	1	6.1	6.1	NUM
bracis-19053	205	2	focuses	focus	VERB
bracis-19053	205	3	on	on	ADP
bracis-19053	205	4	returns	return	NOUN
bracis-19053	205	5	,	,	PUNCT
bracis-19053	205	6	while	while	SCONJ
bracis-19053	205	7	sect	sect	NOUN
bracis-19053	205	8	.	.	PUNCT
bracis-19053	205	9	 	 	SPACE
bracis-19053	206	1	6.2	6.2	NUM
bracis-19053	206	2	presents	present	VERB
bracis-19053	206	3	performance	performance	NOUN
bracis-19053	206	4	analysis	analysis	NOUN
bracis-19053	206	5	.	.	PUNCT
bracis-19053	207	1	6.1	6.1	NUM
bracis-19053	207	2	return	return	NOUN
bracis-19053	207	3	-	-	PUNCT
bracis-19053	207	4	based	base	VERB
bracis-19053	207	5	results	result	NOUN
bracis-19053	207	6	table	table	NOUN
bracis-19053	207	7	 	 	SPACE
bracis-19053	207	8	3	3	NUM
bracis-19053	207	9	shows	show	VERB
bracis-19053	207	10	the	the	DET
bracis-19053	207	11	summary	summary	NOUN
bracis-19053	207	12	results	result	VERB
bracis-19053	207	13	for	for	SCONJ
bracis-19053	207	14	each	each	DET
bracis-19053	207	15	portfolio	portfolio	NOUN
bracis-19053	207	16	analyzed	analyze	VERB
bracis-19053	207	17	.	.	PUNCT
bracis-19053	208	1	as	as	SCONJ
bracis-19053	208	2	can	can	AUX
bracis-19053	208	3	be	be	AUX
bracis-19053	208	4	seen	see	VERB
bracis-19053	208	5	,	,	PUNCT
bracis-19053	208	6	the	the	DET
bracis-19053	208	7	snpa	snpa	NOUN
bracis-19053	208	8	algorithm	algorithm	PROPN
bracis-19053	208	9	obtained	obtain	VERB
bracis-19053	208	10	the	the	DET
bracis-19053	208	11	highest	high	ADJ
bracis-19053	208	12	mean	mean	ADJ
bracis-19053	208	13	return	return	NOUN
bracis-19053	208	14	when	when	SCONJ
bracis-19053	208	15	compared	compare	VERB
bracis-19053	208	16	to	to	ADP
bracis-19053	208	17	the	the	DET
bracis-19053	208	18	benchmarks	benchmark	NOUN
bracis-19053	208	19	,	,	PUNCT
bracis-19053	208	20	it	it	PRON
bracis-19053	208	21	also	also	ADV
bracis-19053	208	22	presents	present	VERB
bracis-19053	208	23	a	a	DET
bracis-19053	208	24	balanced	balanced	ADJ
bracis-19053	208	25	risk	risk	NOUN
bracis-19053	208	26	value	value	NOUN
bracis-19053	208	27	(	(	PUNCT
bracis-19053	208	28	sd	sd	ADP
bracis-19053	208	29	standard	standard	ADJ
bracis-19053	208	30	deviation	deviation	NOUN
bracis-19053	208	31	)	)	PUNCT
bracis-19053	208	32	.	.	PUNCT
bracis-19053	209	1	the	the	DET
bracis-19053	209	2	value	value	NOUN
bracis-19053	209	3	\(\bar{q}\	\(\bar{q}\	PROPN
bracis-19053	209	4	)	)	PUNCT
bracis-19053	209	5	is	be	AUX
bracis-19053	209	6	the	the	DET
bracis-19053	209	7	average	average	ADJ
bracis-19053	209	8	number	number	NOUN
bracis-19053	209	9	of	of	ADP
bracis-19053	209	10	assets	asset	NOUN
bracis-19053	209	11	each	each	DET
bracis-19053	209	12	portfolio	portfolio	NOUN
bracis-19053	209	13	has	have	AUX
bracis-19053	209	14	suggested	suggest	VERB
bracis-19053	209	15	.	.	PUNCT
bracis-19053	210	1	table	table	NOUN
bracis-19053	210	2	3	3	NUM
bracis-19053	210	3	.	.	X
bracis-19053	210	4	summary	summary	NOUN
bracis-19053	210	5	resultsfull	resultsfull	NOUN
bracis-19053	210	6	size	size	NOUN
bracis-19053	210	7	table	table	NOUN
bracis-19053	210	8	table	table	NOUN
bracis-19053	210	9	 	 	SPACE
bracis-19053	210	10	4	4	NUM
bracis-19053	210	11	shows	show	VERB
bracis-19053	210	12	the	the	DET
bracis-19053	210	13	monthly	monthly	ADJ
bracis-19053	210	14	returns	return	NOUN
bracis-19053	210	15	obtained	obtain	VERB
bracis-19053	210	16	by	by	ADP
bracis-19053	210	17	the	the	DET
bracis-19053	210	18	algorithm	algorithm	NOUN
bracis-19053	210	19	under	under	ADP
bracis-19053	210	20	comparison	comparison	NOUN
bracis-19053	210	21	.	.	PUNCT
bracis-19053	211	1	as	as	SCONJ
bracis-19053	211	2	can	can	AUX
bracis-19053	211	3	be	be	AUX
bracis-19053	211	4	seen	see	VERB
bracis-19053	211	5	,	,	PUNCT
bracis-19053	211	6	snpa	snpa	PROPN
bracis-19053	211	7	presented	present	VERB
bracis-19053	211	8	higher	high	ADJ
bracis-19053	211	9	results	result	NOUN
bracis-19053	211	10	in	in	ADP
bracis-19053	211	11	11	11	NUM
bracis-19053	211	12	out	out	ADP
bracis-19053	211	13	of	of	ADP
bracis-19053	211	14	the	the	DET
bracis-19053	211	15	24	24	NUM
bracis-19053	211	16	analysed	analyse	VERB
bracis-19053	211	17	months	month	NOUN
bracis-19053	211	18	.	.	PUNCT
bracis-19053	212	1	conversely	conversely	ADV
bracis-19053	212	2	,	,	PUNCT
bracis-19053	212	3	snpa	snpa	NOUN
bracis-19053	212	4	have	have	AUX
bracis-19053	212	5	performed	perform	VERB
bracis-19053	212	6	worse	bad	ADJ
bracis-19053	212	7	than	than	ADP
bracis-19053	212	8	all	all	DET
bracis-19053	212	9	the	the	DET
bracis-19053	212	10	other	other	ADJ
bracis-19053	212	11	in	in	ADP
bracis-19053	212	12	2	2	NUM
bracis-19053	212	13	out	out	ADP
bracis-19053	212	14	of	of	ADP
bracis-19053	212	15	the	the	DET
bracis-19053	212	16	24	24	NUM
bracis-19053	212	17	analysed	analyse	VERB
bracis-19053	212	18	months	month	NOUN
bracis-19053	212	19	.	.	PUNCT
bracis-19053	213	1	it	it	PRON
bracis-19053	213	2	is	be	AUX
bracis-19053	213	3	important	important	ADJ
bracis-19053	213	4	to	to	PART
bracis-19053	213	5	note	note	VERB
bracis-19053	213	6	that	that	SCONJ
bracis-19053	213	7	in	in	ADP
bracis-19053	213	8	august	august	PROPN
bracis-19053	213	9	2018	2018	NUM
bracis-19053	213	10	the	the	DET
bracis-19053	213	11	algorithm	algorithm	NOUN
bracis-19053	213	12	obtained	obtain	VERB
bracis-19053	213	13	a	a	DET
bracis-19053	213	14	positive	positive	ADJ
bracis-19053	213	15	return	return	NOUN
bracis-19053	213	16	,	,	PUNCT
bracis-19053	213	17	while	while	SCONJ
bracis-19053	213	18	all	all	DET
bracis-19053	213	19	the	the	DET
bracis-19053	213	20	others	other	NOUN
bracis-19053	213	21	presented	present	VERB
bracis-19053	213	22	negative	negative	ADJ
bracis-19053	213	23	values	value	NOUN
bracis-19053	213	24	.	.	PUNCT
bracis-19053	214	1	at	at	ADP
bracis-19053	214	2	last	last	ADJ
bracis-19053	214	3	,	,	PUNCT
bracis-19053	214	4	the	the	DET
bracis-19053	214	5	snpa	snpa	NOUN
bracis-19053	214	6	algorithm	algorithm	PROPN
bracis-19053	214	7	obtained	obtain	VERB
bracis-19053	214	8	negative	negative	ADJ
bracis-19053	214	9	results	result	NOUN
bracis-19053	214	10	in	in	ADP
bracis-19053	214	11	5	5	NUM
bracis-19053	214	12	of	of	ADP
bracis-19053	214	13	the	the	DET
bracis-19053	214	14	24	24	NUM
bracis-19053	214	15	 	 	SPACE
bracis-19053	214	16	months	month	NOUN
bracis-19053	214	17	evaluated	evaluate	VERB
bracis-19053	214	18	,	,	PUNCT
bracis-19053	214	19	that	that	ADV
bracis-19053	214	20	is	is	ADV
bracis-19053	214	21	,	,	PUNCT
bracis-19053	214	22	in	in	ADP
bracis-19053	214	23	21	21	NUM
bracis-19053	214	24	%	%	NOUN
bracis-19053	214	25	of	of	ADP
bracis-19053	214	26	the	the	DET
bracis-19053	214	27	cases	case	NOUN
bracis-19053	214	28	.	.	PUNCT
bracis-19053	215	1	the	the	DET
bracis-19053	215	2	benchmarks	benchmark	NOUN
bracis-19053	215	3	were	be	AUX
bracis-19053	215	4	,	,	PUNCT
bracis-19053	215	5	on	on	ADP
bracis-19053	215	6	average	average	ADJ
bracis-19053	215	7	,	,	PUNCT
bracis-19053	215	8	negative	negative	ADJ
bracis-19053	215	9	9	9	NUM
bracis-19053	215	10	months	month	NOUN
bracis-19053	215	11	,	,	PUNCT
bracis-19053	215	12	that	that	ADV
bracis-19053	215	13	is	is	ADV
bracis-19053	215	14	,	,	PUNCT
bracis-19053	215	15	37.5	37.5	NUM
bracis-19053	215	16	%	%	NOUN
bracis-19053	215	17	.	.	PUNCT
bracis-19053	216	1	table	table	NOUN
bracis-19053	216	2	4	4	NUM
bracis-19053	216	3	.	.	PUNCT
bracis-19053	216	4	monthly	monthly	ADJ
bracis-19053	216	5	returns	return	NOUN
bracis-19053	216	6	for	for	ADP
bracis-19053	216	7	the	the	DET
bracis-19053	216	8	algorithms	algorithm	NOUN
bracis-19053	216	9	under	under	ADP
bracis-19053	216	10	comparison	comparison	NOUN
bracis-19053	216	11	.	.	PUNCT
bracis-19053	217	1	best	good	ADJ
bracis-19053	217	2	results	result	NOUN
bracis-19053	217	3	are	be	AUX
bracis-19053	217	4	bold	bold	ADJ
bracis-19053	217	5	faced	faced	ADJ
bracis-19053	217	6	and	and	CCONJ
bracis-19053	217	7	worse	bad	ADJ
bracis-19053	217	8	results	result	NOUN
bracis-19053	217	9	are	be	AUX
bracis-19053	217	10	highlighted	highlight	VERB
bracis-19053	217	11	in	in	ADP
bracis-19053	217	12	redfull	redfull	ADJ
bracis-19053	217	13	size	size	NOUN
bracis-19053	217	14	table	table	NOUN
bracis-19053	217	15	figure	figure	NOUN
bracis-19053	217	16	 	 	SPACE
bracis-19053	217	17	5	5	NUM
bracis-19053	217	18	shows	show	VERB
bracis-19053	217	19	the	the	DET
bracis-19053	217	20	cumulative	cumulative	ADJ
bracis-19053	217	21	portfolio	portfolio	NOUN
bracis-19053	217	22	’s	’s	PART
bracis-19053	217	23	return	return	NOUN
bracis-19053	217	24	to	to	ADP
bracis-19053	217	25	the	the	DET
bracis-19053	217	26	analyzed	analyze	VERB
bracis-19053	217	27	period	period	NOUN
bracis-19053	217	28	.	.	PUNCT
bracis-19053	218	1	in	in	ADP
bracis-19053	218	2	the	the	DET
bracis-19053	218	3	cumulative	cumulative	ADJ
bracis-19053	218	4	wealth	wealth	NOUN
bracis-19053	218	5	,	,	PUNCT
bracis-19053	218	6	the	the	DET
bracis-19053	218	7	algorithm	algorithm	NOUN
bracis-19053	218	8	snpa	snpa	NOUN
bracis-19053	218	9	demonstrated	demonstrate	VERB
bracis-19053	218	10	its	its	PRON
bracis-19053	218	11	effectiveness	effectiveness	NOUN
bracis-19053	218	12	,	,	PUNCT
bracis-19053	218	13	presenting	present	VERB
bracis-19053	218	14	a	a	DET
bracis-19053	218	15	total	total	ADJ
bracis-19053	218	16	return	return	NOUN
bracis-19053	218	17	of	of	ADP
bracis-19053	218	18	236.3	236.3	NUM
bracis-19053	218	19	%	%	NOUN
bracis-19053	218	20	,	,	PUNCT
bracis-19053	218	21	being	be	AUX
bracis-19053	218	22	203.5	203.5	NUM
bracis-19053	218	23	%	%	NOUN
bracis-19053	218	24	above	above	ADP
bracis-19053	218	25	mv	mv	PROPN
bracis-19053	218	26	portfolio	portfolio	NOUN
bracis-19053	218	27	;	;	PUNCT
bracis-19053	218	28	181.7	181.7	NUM
bracis-19053	218	29	%	%	NOUN
bracis-19053	218	30	above	above	ADP
bracis-19053	218	31	cvar	cvar	NOUN
bracis-19053	218	32	portfolio	portfolio	NOUN
bracis-19053	218	33	;	;	PUNCT
bracis-19053	218	34	175.6	175.6	NUM
bracis-19053	218	35	%	%	NOUN
bracis-19053	218	36	above	above	ADP
bracis-19053	218	37	mad	mad	ADJ
bracis-19053	218	38	portfolio	portfolio	NOUN
bracis-19053	218	39	,	,	PUNCT
bracis-19053	218	40	184.6	184.6	NUM
bracis-19053	218	41	%	%	NOUN
bracis-19053	218	42	above	above	ADP
bracis-19053	218	43	ibov	ibov	NUM
bracis-19053	218	44	index	index	NOUN
bracis-19053	218	45	and	and	CCONJ
bracis-19053	218	46	165.1	165.1	NUM
bracis-19053	218	47	%	%	NOUN
bracis-19053	218	48	above	above	ADP
bracis-19053	218	49	hrp	hrp	PROPN
bracis-19053	218	50	.	.	PUNCT
bracis-19053	219	1	fig	fig	PROPN
bracis-19053	219	2	.	.	PUNCT
bracis-19053	220	1	5	5	X
bracis-19053	220	2	.	.	X
bracis-19053	220	3	portfolio	portfolio	NOUN
bracis-19053	220	4	’s	’s	PART
bracis-19053	220	5	cumulative	cumulative	ADJ
bracis-19053	220	6	return	return	NOUN
bracis-19053	220	7	full	full	ADJ
bracis-19053	220	8	size	size	NOUN
bracis-19053	220	9	image	image	NOUN
bracis-19053	220	10	table	table	NOUN
bracis-19053	220	11	5	5	NUM
bracis-19053	220	12	.	.	PUNCT
bracis-19053	221	1	summary	summary	NOUN
bracis-19053	221	2	of	of	ADP
bracis-19053	221	3	portfolio	portfolio	NOUN
bracis-19053	221	4	performancefull	performancefull	ADJ
bracis-19053	221	5	size	size	NOUN
bracis-19053	221	6	table	table	NOUN
bracis-19053	221	7	6.2	6.2	NUM
bracis-19053	221	8	performance	performance	NOUN
bracis-19053	221	9	-	-	PUNCT
bracis-19053	221	10	based	base	VERB
bracis-19053	221	11	results	result	NOUN
bracis-19053	221	12	here	here	ADV
bracis-19053	221	13	are	be	AUX
bracis-19053	221	14	presented	present	VERB
bracis-19053	221	15	the	the	DET
bracis-19053	221	16	results	result	NOUN
bracis-19053	221	17	based	base	VERB
bracis-19053	221	18	on	on	ADP
bracis-19053	221	19	the	the	DET
bracis-19053	221	20	performance	performance	NOUN
bracis-19053	221	21	of	of	ADP
bracis-19053	221	22	each	each	DET
bracis-19053	221	23	portfolio	portfolio	NOUN
bracis-19053	221	24	strategy	strategy	NOUN
bracis-19053	221	25	and	and	CCONJ
bracis-19053	221	26	the	the	DET
bracis-19053	221	27	suggested	suggest	VERB
bracis-19053	221	28	algorithm	algorithm	NOUN
bracis-19053	221	29	.	.	PUNCT
bracis-19053	222	1	the	the	DET
bracis-19053	222	2	results	result	NOUN
bracis-19053	222	3	are	be	AUX
bracis-19053	222	4	compared	compare	VERB
bracis-19053	222	5	with	with	ADP
bracis-19053	222	6	the	the	DET
bracis-19053	222	7	benchmarks	benchmark	NOUN
bracis-19053	222	8	considering	consider	VERB
bracis-19053	222	9	the	the	DET
bracis-19053	222	10	performance	performance	NOUN
bracis-19053	222	11	metrics	metric	NOUN
bracis-19053	222	12	:	:	PUNCT
bracis-19053	222	13	shape	shape	NOUN
bracis-19053	222	14	ratio	ratio	NOUN
bracis-19053	222	15	(	(	PUNCT
bracis-19053	222	16	sr	sr	PROPN
bracis-19053	222	17	)	)	PUNCT
bracis-19053	222	18	,	,	PUNCT
bracis-19053	222	19	maximum	maximum	ADJ
bracis-19053	222	20	drawdown	drawdown	NOUN
bracis-19053	222	21	(	(	PUNCT
bracis-19053	222	22	mdd	mdd	PROPN
bracis-19053	222	23	)	)	PUNCT
bracis-19053	222	24	and	and	CCONJ
bracis-19053	222	25	cumulated	cumulate	VERB
bracis-19053	222	26	wealth	wealth	NOUN
bracis-19053	222	27	(	(	PUNCT
bracis-19053	222	28	cw	cw	NOUN
bracis-19053	222	29	)	)	PUNCT
bracis-19053	222	30	.	.	PUNCT
bracis-19053	223	1	table	table	NOUN
bracis-19053	223	2	 	 	SPACE
bracis-19053	223	3	5	5	NUM
bracis-19053	223	4	shows	show	VERB
bracis-19053	223	5	the	the	DET
bracis-19053	223	6	results	result	NOUN
bracis-19053	223	7	obtained	obtain	VERB
bracis-19053	223	8	by	by	ADP
bracis-19053	223	9	the	the	DET
bracis-19053	223	10	algorithm	algorithm	NOUN
bracis-19053	223	11	proposed	propose	VERB
bracis-19053	223	12	in	in	ADP
bracis-19053	223	13	the	the	DET
bracis-19053	223	14	present	present	ADJ
bracis-19053	223	15	work	work	NOUN
bracis-19053	223	16	comparing	compare	VERB
bracis-19053	223	17	with	with	ADP
bracis-19053	223	18	the	the	DET
bracis-19053	223	19	benchmarks	benchmark	NOUN
bracis-19053	223	20	.	.	PUNCT
bracis-19053	224	1	the	the	DET
bracis-19053	224	2	numbers	number	NOUN
bracis-19053	224	3	highlighted	highlight	VERB
bracis-19053	224	4	were	be	AUX
bracis-19053	224	5	the	the	DET
bracis-19053	224	6	best	well	ADV
bracis-19053	224	7	observed	observe	VERB
bracis-19053	224	8	values	value	NOUN
bracis-19053	224	9	.	.	PUNCT
bracis-19053	225	1	it	it	PRON
bracis-19053	225	2	is	be	AUX
bracis-19053	225	3	possible	possible	ADJ
bracis-19053	225	4	to	to	PART
bracis-19053	225	5	observe	observe	VERB
bracis-19053	225	6	in	in	ADP
bracis-19053	225	7	table	table	NOUN
bracis-19053	225	8	 	 	SPACE
bracis-19053	225	9	5	5	NUM
bracis-19053	225	10	that	that	SCONJ
bracis-19053	225	11	the	the	DET
bracis-19053	225	12	performance	performance	NOUN
bracis-19053	225	13	of	of	ADP
bracis-19053	225	14	the	the	DET
bracis-19053	225	15	algorithm	algorithm	NOUN
bracis-19053	225	16	proposed	propose	VERB
bracis-19053	225	17	is	be	AUX
bracis-19053	225	18	predominant	predominant	ADJ
bracis-19053	225	19	,	,	PUNCT
bracis-19053	225	20	obtaining	obtain	VERB
bracis-19053	225	21	the	the	DET
bracis-19053	225	22	best	good	ADJ
bracis-19053	225	23	values	value	NOUN
bracis-19053	225	24	considering	consider	VERB
bracis-19053	225	25	all	all	DET
bracis-19053	225	26	the	the	DET
bracis-19053	225	27	performance	performance	NOUN
bracis-19053	225	28	metrics	metric	NOUN
bracis-19053	225	29	evaluated	evaluate	VERB
bracis-19053	225	30	:	:	PUNCT
bracis-19053	225	31	sr	sr	PROPN
bracis-19053	225	32	,	,	PUNCT
bracis-19053	225	33	mdd	mdd	PROPN
bracis-19053	225	34	and	and	CCONJ
bracis-19053	225	35	cw	cw	PROPN
bracis-19053	225	36	with	with	ADP
bracis-19053	225	37	the	the	DET
bracis-19053	225	38	values	value	NOUN
bracis-19053	225	39	0.67	0.67	NUM
bracis-19053	225	40	,	,	PUNCT
bracis-19053	225	41	−1.37	−1.37	PROPN
bracis-19053	225	42	and	and	CCONJ
bracis-19053	225	43	236.3	236.3	NUM
bracis-19053	225	44	%	%	NOUN
bracis-19053	225	45	respectively	respectively	ADV
bracis-19053	225	46	.	.	PUNCT
bracis-19053	226	1	the	the	DET
bracis-19053	226	2	second	second	ADJ
bracis-19053	226	3	best	good	ADJ
bracis-19053	226	4	performance	performance	NOUN
bracis-19053	226	5	was	be	AUX
bracis-19053	226	6	obtained	obtain	VERB
bracis-19053	226	7	by	by	ADP
bracis-19053	226	8	the	the	DET
bracis-19053	226	9	hrp	hrp	PROPN
bracis-19053	226	10	strategy	strategy	NOUN
bracis-19053	226	11	,	,	PUNCT
bracis-19053	226	12	considering	consider	VERB
bracis-19053	226	13	the	the	DET
bracis-19053	226	14	performance	performance	NOUN
bracis-19053	226	15	metrics	metric	NOUN
bracis-19053	226	16	sr	sr	NOUN
bracis-19053	226	17	and	and	CCONJ
bracis-19053	226	18	cw	cw	NOUN
bracis-19053	226	19	,	,	PUNCT
bracis-19053	226	20	with	with	ADP
bracis-19053	226	21	the	the	DET
bracis-19053	226	22	values	value	NOUN
bracis-19053	226	23	0.48	0.48	NUM
bracis-19053	226	24	and	and	CCONJ
bracis-19053	226	25	71.2	71.2	NUM
bracis-19053	226	26	%	%	NOUN
bracis-19053	226	27	respectively	respectively	ADV
bracis-19053	226	28	.	.	PUNCT
bracis-19053	227	1	in	in	ADP
bracis-19053	227	2	the	the	DET
bracis-19053	227	3	case	case	NOUN
bracis-19053	227	4	of	of	ADP
bracis-19053	227	5	mdd	mdd	PROPN
bracis-19053	227	6	,	,	PUNCT
bracis-19053	227	7	the	the	DET
bracis-19053	227	8	second	second	ADJ
bracis-19053	227	9	best	good	ADJ
bracis-19053	227	10	performance	performance	NOUN
bracis-19053	227	11	was	be	AUX
bracis-19053	227	12	obtained	obtain	VERB
bracis-19053	227	13	by	by	ADP
bracis-19053	227	14	the	the	DET
bracis-19053	227	15	mv	mv	PROPN
bracis-19053	227	16	strategy	strategy	NOUN
bracis-19053	227	17	,	,	PUNCT
bracis-19053	227	18	with	with	ADP
bracis-19053	227	19	a	a	DET
bracis-19053	227	20	value	value	NOUN
bracis-19053	227	21	of	of	ADP
bracis-19053	227	22	−1.39	−1.39	NOUN
bracis-19053	227	23	.	.	NOUN
bracis-19053	227	24	7	7	NUM
bracis-19053	227	25	conclusion	conclusion	NOUN
bracis-19053	227	26	we	we	PRON
bracis-19053	227	27	propose	propose	VERB
bracis-19053	227	28	the	the	DET
bracis-19053	227	29	stock	stock	NOUN
bracis-19053	227	30	network	network	NOUN
bracis-19053	227	31	portfolio	portfolio	NOUN
bracis-19053	227	32	allocation	allocation	NOUN
bracis-19053	227	33	(	(	PUNCT
bracis-19053	227	34	snpa	snpa	NOUN
bracis-19053	227	35	)	)	PUNCT
bracis-19053	227	36	algorithm	algorithm	NOUN
bracis-19053	227	37	to	to	PART
bracis-19053	227	38	recommend	recommend	VERB
bracis-19053	227	39	a	a	DET
bracis-19053	227	40	profitable	profitable	ADJ
bracis-19053	227	41	stock	stock	NOUN
bracis-19053	227	42	portfolio	portfolio	NOUN
bracis-19053	227	43	.	.	PUNCT
bracis-19053	228	1	snpa	snpa	PROPN
bracis-19053	228	2	can	can	AUX
bracis-19053	228	3	efficiently	efficiently	ADV
bracis-19053	228	4	handle	handle	VERB
bracis-19053	228	5	a	a	DET
bracis-19053	228	6	large	large	ADJ
bracis-19053	228	7	set	set	NOUN
bracis-19053	228	8	of	of	ADP
bracis-19053	228	9	assets	asset	NOUN
bracis-19053	228	10	by	by	ADP
bracis-19053	228	11	representing	represent	VERB
bracis-19053	228	12	them	they	PRON
bracis-19053	228	13	as	as	ADP
bracis-19053	228	14	a	a	DET
bracis-19053	228	15	complex	complex	ADJ
bracis-19053	228	16	network	network	NOUN
bracis-19053	228	17	,	,	PUNCT
bracis-19053	228	18	where	where	SCONJ
bracis-19053	228	19	nodes	node	NOUN
bracis-19053	228	20	represent	represent	VERB
bracis-19053	228	21	assets	asset	NOUN
bracis-19053	228	22	and	and	CCONJ
bracis-19053	228	23	edges	edge	VERB
bracis-19053	228	24	how	how	SCONJ
bracis-19053	228	25	their	their	PRON
bracis-19053	228	26	returns	return	NOUN
bracis-19053	228	27	correlate	correlate	VERB
bracis-19053	228	28	.	.	PUNCT
bracis-19053	229	1	a	a	DET
bracis-19053	229	2	random	random	ADJ
bracis-19053	229	3	walk	walk	NOUN
bracis-19053	229	4	process	process	NOUN
bracis-19053	229	5	carried	carry	VERB
bracis-19053	229	6	in	in	ADP
bracis-19053	229	7	this	this	DET
bracis-19053	229	8	network	network	NOUN
bracis-19053	229	9	defines	define	VERB
bracis-19053	229	10	a	a	DET
bracis-19053	229	11	portfolio	portfolio	NOUN
bracis-19053	229	12	.	.	PUNCT
bracis-19053	230	1	simulated	simulate	VERB
bracis-19053	230	2	investment	investment	NOUN
bracis-19053	230	3	results	result	NOUN
bracis-19053	230	4	show	show	VERB
bracis-19053	230	5	the	the	DET
bracis-19053	230	6	proposed	propose	VERB
bracis-19053	230	7	algorithm	algorithm	NOUN
bracis-19053	230	8	presented	present	VERB
bracis-19053	230	9	superior	superior	ADJ
bracis-19053	230	10	performance	performance	NOUN
bracis-19053	230	11	when	when	SCONJ
bracis-19053	230	12	compared	compare	VERB
bracis-19053	230	13	to	to	ADP
bracis-19053	230	14	the	the	DET
bracis-19053	230	15	benchmarks	benchmark	NOUN
bracis-19053	230	16	:	:	PUNCT
bracis-19053	230	17	ibovespa	ibovespa	ADJ
bracis-19053	230	18	index	index	NOUN
bracis-19053	230	19	(	(	PUNCT
bracis-19053	230	20	ibov	ibov	NUM
bracis-19053	230	21	)	)	PUNCT
bracis-19053	230	22	,	,	PUNCT
bracis-19053	230	23	classic	classic	ADJ
bracis-19053	230	24	markowitz	markowitz	PROPN
bracis-19053	230	25	’s	’s	PART
bracis-19053	230	26	mean	mean	ADJ
bracis-19053	230	27	-	-	PUNCT
bracis-19053	230	28	variance	variance	NOUN
bracis-19053	230	29	portfolio	portfolio	NOUN
bracis-19053	230	30	(	(	PUNCT
bracis-19053	230	31	mv	mv	PROPN
bracis-19053	230	32	)	)	PUNCT
bracis-19053	230	33	,	,	PUNCT
bracis-19053	230	34	mean	mean	VERB
bracis-19053	230	35	absolute	absolute	ADJ
bracis-19053	230	36	deviation	deviation	NOUN
bracis-19053	230	37	(	(	PUNCT
bracis-19053	230	38	mad	mad	ADJ
bracis-19053	230	39	)	)	PUNCT
bracis-19053	230	40	portfolio	portfolio	NOUN
bracis-19053	230	41	,	,	PUNCT
bracis-19053	230	42	conditional	conditional	ADJ
bracis-19053	230	43	value	value	NOUN
bracis-19053	230	44	at	at	ADP
bracis-19053	230	45	risk	risk	NOUN
bracis-19053	230	46	(	(	PUNCT
bracis-19053	230	47	cvar	cvar	NOUN
bracis-19053	230	48	)	)	PUNCT
bracis-19053	230	49	and	and	CCONJ
bracis-19053	230	50	hierarchical	hierarchical	ADJ
bracis-19053	230	51	risk	risk	NOUN
bracis-19053	230	52	parity	parity	NOUN
bracis-19053	230	53	(	(	PUNCT
bracis-19053	230	54	hrp	hrp	PROPN
bracis-19053	230	55	)	)	PUNCT
bracis-19053	230	56	.	.	PUNCT
bracis-19053	231	1	the	the	DET
bracis-19053	231	2	results	result	NOUN
bracis-19053	231	3	were	be	AUX
bracis-19053	231	4	compared	compare	VERB
bracis-19053	231	5	with	with	ADP
bracis-19053	231	6	the	the	DET
bracis-19053	231	7	benchmarks	benchmark	NOUN
bracis-19053	231	8	considering	consider	VERB
bracis-19053	231	9	the	the	DET
bracis-19053	231	10	performance	performance	NOUN
bracis-19053	231	11	metrics	metric	NOUN
bracis-19053	231	12	:	:	PUNCT
bracis-19053	231	13	shape	shape	NOUN
bracis-19053	231	14	ratio	ratio	NOUN
bracis-19053	231	15	(	(	PUNCT
bracis-19053	231	16	sr	sr	PROPN
bracis-19053	231	17	)	)	PUNCT
bracis-19053	231	18	,	,	PUNCT
bracis-19053	231	19	maximum	maximum	ADJ
bracis-19053	231	20	drawdown	drawdown	NOUN
bracis-19053	231	21	(	(	PUNCT
bracis-19053	231	22	mdd	mdd	PROPN
bracis-19053	231	23	)	)	PUNCT
bracis-19053	231	24	,	,	PUNCT
bracis-19053	231	25	and	and	CCONJ
bracis-19053	231	26	cumulated	cumulate	VERB
bracis-19053	231	27	wealth	wealth	NOUN
bracis-19053	231	28	(	(	PUNCT
bracis-19053	231	29	cw	cw	NOUN
bracis-19053	231	30	)	)	PUNCT
bracis-19053	231	31	.	.	PUNCT
bracis-19053	232	1	the	the	DET
bracis-19053	232	2	performance	performance	NOUN
bracis-19053	232	3	of	of	ADP
bracis-19053	232	4	the	the	DET
bracis-19053	232	5	algorithm	algorithm	NOUN
bracis-19053	232	6	proposed	propose	VERB
bracis-19053	232	7	was	be	AUX
bracis-19053	232	8	predominant	predominant	ADJ
bracis-19053	232	9	,	,	PUNCT
bracis-19053	232	10	obtaining	obtain	VERB
bracis-19053	232	11	the	the	DET
bracis-19053	232	12	best	good	ADJ
bracis-19053	232	13	values	value	NOUN
bracis-19053	232	14	considering	consider	VERB
bracis-19053	232	15	all	all	DET
bracis-19053	232	16	the	the	DET
bracis-19053	232	17	performance	performance	NOUN
bracis-19053	232	18	metrics	metric	NOUN
bracis-19053	232	19	.	.	PUNCT
bracis-19053	233	1	snpa	snpa	PROPN
bracis-19053	233	2	demonstrated	demonstrate	VERB
bracis-19053	233	3	its	its	PRON
bracis-19053	233	4	effectiveness	effectiveness	NOUN
bracis-19053	233	5	,	,	PUNCT
bracis-19053	233	6	presenting	present	VERB
bracis-19053	233	7	a	a	DET
bracis-19053	233	8	cw	cw	NOUN
bracis-19053	233	9	of	of	ADP
bracis-19053	233	10	236.3	236.3	NUM
bracis-19053	233	11	%	%	NOUN
bracis-19053	233	12	,	,	PUNCT
bracis-19053	233	13	being	be	AUX
bracis-19053	233	14	203.5	203.5	NUM
bracis-19053	233	15	%	%	NOUN
bracis-19053	233	16	above	above	ADP
bracis-19053	233	17	mv	mv	PROPN
bracis-19053	233	18	portfolio	portfolio	NOUN
bracis-19053	233	19	;	;	PUNCT
bracis-19053	233	20	181.7	181.7	NUM
bracis-19053	233	21	%	%	NOUN
bracis-19053	233	22	above	above	ADP
bracis-19053	233	23	cvar	cvar	NOUN
bracis-19053	233	24	portfolio	portfolio	NOUN
bracis-19053	233	25	;	;	PUNCT
bracis-19053	233	26	175.6	175.6	NUM
bracis-19053	233	27	%	%	NOUN
bracis-19053	233	28	above	above	ADP
bracis-19053	233	29	mad	mad	ADJ
bracis-19053	233	30	portfolio	portfolio	NOUN
bracis-19053	233	31	,	,	PUNCT
bracis-19053	233	32	184.6	184.6	NUM
bracis-19053	233	33	%	%	NOUN
bracis-19053	233	34	above	above	ADP
bracis-19053	233	35	ibov	ibov	NUM
bracis-19053	233	36	index	index	NOUN
bracis-19053	233	37	and	and	CCONJ
bracis-19053	233	38	165.1	165.1	NUM
bracis-19053	233	39	%	%	NOUN
bracis-19053	233	40	above	above	ADP
bracis-19053	233	41	hrp	hrp	PROPN
bracis-19053	233	42	.	.	PUNCT
bracis-19053	234	1	the	the	DET
bracis-19053	234	2	proposed	propose	VERB
bracis-19053	234	3	algorithm	algorithm	NOUN
bracis-19053	234	4	also	also	ADV
bracis-19053	234	5	surpassed	surpass	VERB
bracis-19053	234	6	the	the	DET
bracis-19053	234	7	benchmarks	benchmark	NOUN
bracis-19053	234	8	considering	consider	VERB
bracis-19053	234	9	the	the	DET
bracis-19053	234	10	performance	performance	NOUN
bracis-19053	234	11	metrics	metric	NOUN
bracis-19053	234	12	sr	sr	PROPN
bracis-19053	234	13	and	and	CCONJ
bracis-19053	234	14	mdd	mdd	PROPN
bracis-19053	234	15	,	,	PUNCT
bracis-19053	234	16	with	with	ADP
bracis-19053	234	17	values	value	NOUN
bracis-19053	234	18	0.67	0.67	NUM
bracis-19053	234	19	and	and	CCONJ
bracis-19053	234	20	−1.37	−1.37	NOUN
bracis-19053	234	21	respectively	respectively	ADV
bracis-19053	234	22	,	,	PUNCT
bracis-19053	234	23	the	the	DET
bracis-19053	234	24	best	good	ADJ
bracis-19053	234	25	results	result	NOUN
bracis-19053	234	26	among	among	ADP
bracis-19053	234	27	the	the	DET
bracis-19053	234	28	benchmarks	benchmark	NOUN
bracis-19053	234	29	observed	observe	VERB
bracis-19053	234	30	by	by	ADP
bracis-19053	234	31	the	the	DET
bracis-19053	234	32	hrp	hrp	PROPN
bracis-19053	234	33	strategy	strategy	NOUN
bracis-19053	234	34	,	,	PUNCT
bracis-19053	234	35	with	with	ADP
bracis-19053	234	36	0.48	0.48	NUM
bracis-19053	234	37	and	and	CCONJ
bracis-19053	234	38	−1.73	−1.73	ADP
bracis-19053	234	39	respectively	respectively	ADV
bracis-19053	234	40	.	.	PUNCT
bracis-19053	235	1	the	the	DET
bracis-19053	235	2	downside	downside	NOUN
bracis-19053	235	3	of	of	ADP
bracis-19053	235	4	the	the	DET
bracis-19053	235	5	proposed	propose	VERB
bracis-19053	235	6	algorithm	algorithm	NOUN
bracis-19053	235	7	is	be	AUX
bracis-19053	235	8	its	its	PRON
bracis-19053	235	9	computational	computational	ADJ
bracis-19053	235	10	complexity	complexity	NOUN
bracis-19053	235	11	due	due	ADP
bracis-19053	235	12	to	to	ADP
bracis-19053	235	13	the	the	DET
bracis-19053	235	14	calculation	calculation	NOUN
bracis-19053	235	15	of	of	ADP
bracis-19053	235	16	the	the	DET
bracis-19053	235	17	return	return	NOUN
bracis-19053	235	18	matrix	matrix	NOUN
bracis-19053	235	19	and	and	CCONJ
bracis-19053	235	20	the	the	DET
bracis-19053	235	21	length	length	NOUN
bracis-19053	235	22	of	of	ADP
bracis-19053	235	23	the	the	DET
bracis-19053	235	24	random	random	ADJ
bracis-19053	235	25	walk	walk	NOUN
bracis-19053	235	26	.	.	PUNCT
bracis-19053	236	1	future	future	ADJ
bracis-19053	236	2	work	work	NOUN
bracis-19053	236	3	includes	include	VERB
bracis-19053	236	4	analyzing	analyze	VERB
bracis-19053	236	5	larger	large	ADJ
bracis-19053	236	6	periods	period	NOUN
bracis-19053	236	7	of	of	ADP
bracis-19053	236	8	time	time	NOUN
bracis-19053	236	9	considering	consider	VERB
bracis-19053	236	10	all	all	DET
bracis-19053	236	11	stocks	stock	NOUN
bracis-19053	236	12	from	from	ADP
bracis-19053	236	13	a	a	DET
bracis-19053	236	14	particular	particular	ADJ
bracis-19053	236	15	market	market	NOUN
bracis-19053	236	16	,	,	PUNCT
bracis-19053	236	17	for	for	ADP
bracis-19053	236	18	more	more	ADJ
bracis-19053	236	19	markets	market	NOUN
bracis-19053	236	20	.	.	PUNCT
bracis-19053	237	1	and	and	CCONJ
bracis-19053	237	2	,	,	PUNCT
bracis-19053	237	3	also	also	ADV
bracis-19053	237	4	consider	consider	VERB
bracis-19053	237	5	machine	machine	NOUN
bracis-19053	237	6	learning	learning	NOUN
bracis-19053	237	7	predictions	prediction	NOUN
bracis-19053	237	8	of	of	ADP
bracis-19053	237	9	the	the	DET
bracis-19053	237	10	return	return	NOUN
bracis-19053	237	11	in	in	ADP
bracis-19053	237	12	place	place	NOUN
bracis-19053	237	13	of	of	ADP
bracis-19053	237	14	historical	historical	ADJ
bracis-19053	237	15	data	datum	NOUN
bracis-19053	237	16	.	.	PUNCT
bracis-19053	238	1	references	reference	NOUN
bracis-19053	238	2	amenc	amenc	PROPN
bracis-19053	238	3	,	,	PUNCT
bracis-19053	238	4	n.	n.	PROPN
bracis-19053	238	5	,	,	PUNCT
bracis-19053	238	6	le	le	X
bracis-19053	238	7	sourd	sourd	PROPN
bracis-19053	238	8	,	,	PUNCT
bracis-19053	238	9	v.	v.	ADP
bracis-19053	238	10	:	:	PUNCT
bracis-19053	238	11	portfolio	portfolio	NOUN
bracis-19053	238	12	theory	theory	NOUN
bracis-19053	238	13	and	and	CCONJ
bracis-19053	238	14	performance	performance	NOUN
bracis-19053	238	15	analysis	analysis	NOUN
bracis-19053	238	16	.	.	PUNCT
bracis-19053	239	1	wiley	wiley	PROPN
bracis-19053	239	2	,	,	PUNCT
bracis-19053	239	3	chichester	chichester	PROPN
bracis-19053	239	4	(	(	PUNCT
bracis-19053	239	5	2003	2003	NUM
bracis-19053	239	6	)	)	PUNCT
bracis-19053	239	7	google	google	PROPN
bracis-19053	239	8	scholar	scholar	NOUN
bracis-19053	239	9	  	  	SPACE
bracis-19053	239	10	baser	baser	NOUN
bracis-19053	239	11	,	,	PUNCT
bracis-19053	239	12	p.	p.	PROPN
bracis-19053	239	13	,	,	PUNCT
bracis-19053	239	14	saini	saini	PROPN
bracis-19053	239	15	,	,	PUNCT
bracis-19053	239	16	j.r	j.r	PROPN
bracis-19053	239	17	.	.	PROPN
bracis-19053	239	18	:	:	PUNCT
bracis-19053	239	19	agent	agent	NOUN
bracis-19053	239	20	based	base	VERB
bracis-19053	239	21	stock	stock	NOUN
bracis-19053	239	22	clustering	cluster	VERB
bracis-19053	239	23	for	for	ADP
bracis-19053	239	24	efficient	efficient	ADJ
bracis-19053	239	25	portfolio	portfolio	NOUN
bracis-19053	239	26	management	management	NOUN
bracis-19053	239	27	.	.	PUNCT
bracis-19053	240	1	int	int	NOUN
bracis-19053	240	2	.	.	PUNCT
bracis-19053	241	1	j.	j.	PROPN
bracis-19053	241	2	comput	comput	PROPN
bracis-19053	241	3	.	.	PUNCT
bracis-19053	242	1	appl	appl	PROPN
bracis-19053	242	2	.	.	PROPN
bracis-19053	243	1	116	116	NUM
bracis-19053	243	2	,	,	PUNCT
bracis-19053	243	3	35–41	35–41	NUM
bracis-19053	243	4	(	(	PUNCT
bracis-19053	243	5	2015	2015	NUM
bracis-19053	243	6	)	)	PUNCT
bracis-19053	243	7	google	google	PROPN
bracis-19053	243	8	scholar	scholar	NOUN
bracis-19053	243	9	  	  	SPACE
bracis-19053	243	10	brandt	brandt	PROPN
bracis-19053	243	11	,	,	PUNCT
bracis-19053	243	12	m.	m.	NOUN
bracis-19053	243	13	:	:	PUNCT
bracis-19053	243	14	portfolio	portfolio	NOUN
bracis-19053	243	15	choice	choice	NOUN
bracis-19053	243	16	problems	problem	NOUN
bracis-19053	243	17	.	.	PUNCT
bracis-19053	244	1	in	in	ADP
bracis-19053	244	2	:	:	PUNCT
bracis-19053	244	3	handbook	handbook	NOUN
bracis-19053	244	4	of	of	ADP
bracis-19053	244	5	financial	financial	ADJ
bracis-19053	244	6	econometrics	econometrics	NOUN
bracis-19053	244	7	vol	vol	NOUN
bracis-19053	244	8	.	.	PROPN
bracis-19053	244	9	1	1	NUM
bracis-19053	244	10	(	(	PUNCT
bracis-19053	244	11	2010	2010	NUM
bracis-19053	244	12	)	)	PUNCT
bracis-19053	244	13	google	google	PROPN
bracis-19053	244	14	scholar	scholar	NOUN
bracis-19053	244	15	  	  	SPACE
bracis-19053	244	16	brugière	brugière	NOUN
bracis-19053	244	17	,	,	PUNCT
bracis-19053	244	18	p.	p.	NOUN
bracis-19053	244	19	:	:	PUNCT
bracis-19053	244	20	quantitative	quantitative	ADJ
bracis-19053	244	21	portfolio	portfolio	NOUN
bracis-19053	244	22	management	management	NOUN
bracis-19053	244	23	.	.	PUNCT
bracis-19053	245	1	stbe	stbe	NOUN
bracis-19053	245	2	,	,	PUNCT
bracis-19053	245	3	springer	springer	NOUN
bracis-19053	245	4	,	,	PUNCT
bracis-19053	245	5	cham	cham	PROPN
bracis-19053	245	6	(	(	PUNCT
bracis-19053	245	7	2020	2020	NUM
bracis-19053	245	8	)	)	PUNCT
bracis-19053	245	9	.	.	PUNCT
bracis-19053	246	1	https://doi.org/10.1007/978-3-030-37740-3	https://doi.org/10.1007/978-3-030-37740-3	PROPN
bracis-19053	246	2	book	book	NOUN
bracis-19053	246	3	  	  	SPACE
bracis-19053	246	4	math	math	NOUN
bracis-19053	246	5	  	  	SPACE
bracis-19053	246	6	google	google	PROPN
bracis-19053	246	7	scholar	scholar	NOUN
bracis-19053	246	8	  	  	SPACE
bracis-19053	246	9	chen	chen	PROPN
bracis-19053	246	10	,	,	PUNCT
bracis-19053	246	11	w.	w.	PROPN
bracis-19053	246	12	,	,	PUNCT
bracis-19053	246	13	jiang	jiang	PROPN
bracis-19053	246	14	,	,	PUNCT
bracis-19053	246	15	m.	m.	NOUN
bracis-19053	246	16	,	,	PUNCT
bracis-19053	246	17	jiang	jiang	PROPN
bracis-19053	246	18	,	,	PUNCT
bracis-19053	246	19	c.	c.	PROPN
bracis-19053	246	20	:	:	PUNCT
bracis-19053	246	21	constructing	construct	VERB
bracis-19053	246	22	a	a	DET
bracis-19053	246	23	multilayer	multilayer	ADJ
bracis-19053	246	24	network	network	NOUN
bracis-19053	246	25	for	for	ADP
bracis-19053	246	26	stock	stock	NOUN
bracis-19053	246	27	market	market	NOUN
bracis-19053	246	28	.	.	PUNCT
bracis-19053	247	1	soft	soft	ADJ
bracis-19053	247	2	comput	comput	NOUN
bracis-19053	247	3	.	.	PUNCT
bracis-19053	248	1	1–17	1–17	PROPN
bracis-19053	248	2	(	(	PUNCT
bracis-19053	248	3	2019	2019	NUM
bracis-19053	248	4	)	)	PUNCT
bracis-19053	248	5	.	.	PUNCT
bracis-19053	249	1	https://doi.org/10.1007/s00500-019-04026-y	https://doi.org/10.1007/s00500-019-04026-y	NOUN
bracis-19053	249	2	demiguel	demiguel	NOUN
bracis-19053	249	3	,	,	PUNCT
bracis-19053	249	4	v.	v.	ADV
bracis-19053	249	5	,	,	PUNCT
bracis-19053	249	6	garlappi	garlappi	NOUN
bracis-19053	249	7	,	,	PUNCT
bracis-19053	249	8	l.	l.	PROPN
bracis-19053	249	9	,	,	PUNCT
bracis-19053	249	10	uppal	uppal	PROPN
bracis-19053	249	11	,	,	PUNCT
bracis-19053	249	12	r.	r.	PROPN
bracis-19053	249	13	:	:	PUNCT
bracis-19053	249	14	optimal	optimal	ADJ
bracis-19053	249	15	versus	versus	ADP
bracis-19053	249	16	naive	naive	ADJ
bracis-19053	249	17	diversification	diversification	NOUN
bracis-19053	249	18	:	:	PUNCT
bracis-19053	249	19	how	how	SCONJ
bracis-19053	249	20	inefficient	inefficient	ADJ
bracis-19053	249	21	is	be	AUX
bracis-19053	249	22	the	the	DET
bracis-19053	249	23	1	1	NUM
bracis-19053	249	24	/	/	SYM
bracis-19053	249	25	n	n	CCONJ
bracis-19053	249	26	portfolio	portfolio	NOUN
bracis-19053	249	27	strategy	strategy	NOUN
bracis-19053	249	28	?	?	PUNCT
bracis-19053	250	1	rev	rev	PROPN
bracis-19053	250	2	.	.	PROPN
bracis-19053	250	3	financ	financ	PROPN
bracis-19053	250	4	.	.	PUNCT
bracis-19053	251	1	stud	stud	PROPN
bracis-19053	251	2	.	.	PUNCT
bracis-19053	252	1	22	22	NUM
bracis-19053	252	2	,	,	PUNCT
bracis-19053	252	3	1915–1953	1915–1953	NUM
bracis-19053	252	4	(	(	PUNCT
bracis-19053	252	5	2009	2009	NUM
bracis-19053	252	6	)	)	PUNCT
bracis-19053	252	7	article	article	NOUN
bracis-19053	252	8	  	  	SPACE
bracis-19053	252	9	google	google	PROPN
bracis-19053	252	10	scholar	scholar	NOUN
bracis-19053	252	11	  	  	SPACE
bracis-19053	252	12	george	george	PROPN
bracis-19053	252	13	,	,	PUNCT
bracis-19053	252	14	s.	s.	PROPN
bracis-19053	252	15	,	,	PUNCT
bracis-19053	252	16	changat	changat	PROPN
bracis-19053	252	17	,	,	PUNCT
bracis-19053	252	18	m.	m.	NOUN
bracis-19053	252	19	:	:	PUNCT
bracis-19053	252	20	network	network	NOUN
bracis-19053	252	21	approach	approach	NOUN
bracis-19053	252	22	for	for	ADP
bracis-19053	252	23	stock	stock	NOUN
bracis-19053	252	24	market	market	NOUN
bracis-19053	252	25	data	datum	NOUN
bracis-19053	252	26	mining	mining	NOUN
bracis-19053	252	27	and	and	CCONJ
bracis-19053	252	28	portfolio	portfolio	NOUN
bracis-19053	252	29	analysis	analysis	NOUN
bracis-19053	252	30	.	.	PUNCT
bracis-19053	253	1	in	in	ADP
bracis-19053	253	2	:	:	PUNCT
bracis-19053	253	3	2017	2017	NUM
bracis-19053	253	4	international	international	ADJ
bracis-19053	253	5	conference	conference	NOUN
bracis-19053	253	6	on	on	ADP
bracis-19053	253	7	networks	network	NOUN
bracis-19053	253	8	and	and	CCONJ
bracis-19053	253	9	advances	advance	NOUN
bracis-19053	253	10	in	in	ADP
bracis-19053	253	11	computational	computational	ADJ
bracis-19053	253	12	technologies	technology	NOUN
bracis-19053	253	13	(	(	PUNCT
bracis-19053	253	14	netact	netact	PROPN
bracis-19053	253	15	)	)	PUNCT
bracis-19053	253	16	,	,	PUNCT
bracis-19053	253	17	pp	pp	ADV
bracis-19053	253	18	.	.	PUNCT
bracis-19053	254	1	251–256	251–256	NUM
bracis-19053	254	2	(	(	PUNCT
bracis-19053	254	3	2017	2017	NUM
bracis-19053	254	4	)	)	PUNCT
bracis-19053	254	5	google	google	PROPN
bracis-19053	254	6	scholar	scholar	NOUN
bracis-19053	254	7	  	  	SPACE
bracis-19053	254	8	kim	kim	PROPN
bracis-19053	254	9	,	,	PUNCT
bracis-19053	254	10	d.h	d.h	PROPN
bracis-19053	254	11	.	.	PROPN
bracis-19053	254	12	,	,	PUNCT
bracis-19053	254	13	jeong	jeong	PROPN
bracis-19053	254	14	,	,	PUNCT
bracis-19053	254	15	h.	h.	PROPN
bracis-19053	254	16	:	:	PUNCT
bracis-19053	254	17	systematic	systematic	ADJ
bracis-19053	254	18	analysis	analysis	NOUN
bracis-19053	254	19	of	of	ADP
bracis-19053	254	20	group	group	NOUN
bracis-19053	254	21	identification	identification	NOUN
bracis-19053	254	22	in	in	ADP
bracis-19053	254	23	stock	stock	NOUN
bracis-19053	254	24	markets	market	NOUN
bracis-19053	254	25	.	.	PUNCT
bracis-19053	255	1	phys	phy	NOUN
bracis-19053	255	2	.	.	PUNCT
bracis-19053	256	1	rev	rev	PROPN
bracis-19053	256	2	.	.	PROPN
bracis-19053	256	3	e72	e72	PROPN
bracis-19053	256	4	,	,	PUNCT
bracis-19053	256	5	046133	046133	NUM
bracis-19053	256	6	(	(	PUNCT
bracis-19053	256	7	2005	2005	NUM
bracis-19053	256	8	)	)	PUNCT
bracis-19053	256	9	google	google	PROPN
bracis-19053	256	10	scholar	scholar	NOUN
bracis-19053	256	11	  	  	SPACE
bracis-19053	256	12	konno	konno	NOUN
bracis-19053	256	13	,	,	PUNCT
bracis-19053	256	14	h.	h.	PROPN
bracis-19053	256	15	,	,	PUNCT
bracis-19053	256	16	yamazaki	yamazaki	PROPN
bracis-19053	256	17	,	,	PUNCT
bracis-19053	256	18	h.	h.	PROPN
bracis-19053	256	19	:	:	PUNCT
bracis-19053	256	20	mean	mean	ADJ
bracis-19053	256	21	-	-	PUNCT
bracis-19053	256	22	absolute	absolute	ADJ
bracis-19053	256	23	deviation	deviation	NOUN
bracis-19053	256	24	portfolio	portfolio	NOUN
bracis-19053	256	25	optimization	optimization	NOUN
bracis-19053	256	26	and	and	CCONJ
bracis-19053	256	27	its	its	PRON
bracis-19053	256	28	applications	application	NOUN
bracis-19053	256	29	to	to	ADP
bracis-19053	256	30	tokyo	tokyo	PROPN
bracis-19053	256	31	stock	stock	NOUN
bracis-19053	256	32	market	market	NOUN
bracis-19053	256	33	.	.	PUNCT
bracis-19053	257	1	manag	manag	PROPN
bracis-19053	257	2	.	.	PUNCT
bracis-19053	258	1	sci	sci	PROPN
bracis-19053	258	2	.	.	PUNCT
bracis-19053	259	1	37(5	37(5	NUM
bracis-19053	259	2	)	)	PUNCT
bracis-19053	259	3	,	,	PUNCT
bracis-19053	259	4	519–531	519–531	NUM
bracis-19053	259	5	(	(	PUNCT
bracis-19053	259	6	1991	1991	NUM
bracis-19053	259	7	)	)	PUNCT
bracis-19053	259	8	article	article	NOUN
bracis-19053	259	9	  	  	SPACE
bracis-19053	259	10	google	google	PROPN
bracis-19053	259	11	scholar	scholar	NOUN
bracis-19053	259	12	  	  	SPACE
bracis-19053	259	13	lee	lee	PROPN
bracis-19053	259	14	,	,	PUNCT
bracis-19053	259	15	k.	k.	PROPN
bracis-19053	259	16	,	,	PUNCT
bracis-19053	259	17	lee	lee	PROPN
bracis-19053	259	18	,	,	PUNCT
bracis-19053	259	19	j.	j.	PROPN
bracis-19053	259	20	,	,	PUNCT
bracis-19053	259	21	hong	hong	PROPN
bracis-19053	259	22	,	,	PUNCT
bracis-19053	259	23	h.	h.	NOUN
bracis-19053	259	24	:	:	PUNCT
bracis-19053	259	25	complex	complex	ADJ
bracis-19053	259	26	networks	network	NOUN
bracis-19053	259	27	in	in	ADP
bracis-19053	259	28	a	a	DET
bracis-19053	259	29	stock	stock	NOUN
bracis-19053	259	30	market	market	NOUN
bracis-19053	259	31	.	.	PUNCT
bracis-19053	260	1	comput	comput	NOUN
bracis-19053	260	2	.	.	PUNCT
bracis-19053	261	1	phys	phy	NOUN
bracis-19053	261	2	.	.	PUNCT
bracis-19053	262	1	commun	commun	PROPN
bracis-19053	262	2	.	.	PUNCT
bracis-19053	263	1	177	177	NUM
bracis-19053	263	2	,	,	PUNCT
bracis-19053	263	3	186	186	NUM
bracis-19053	263	4	(	(	PUNCT
bracis-19053	263	5	2007	2007	NUM
bracis-19053	263	6	)	)	PUNCT
bracis-19053	263	7	article	article	NOUN
bracis-19053	263	8	  	  	SPACE
bracis-19053	263	9	google	google	PROPN
bracis-19053	263	10	scholar	scholar	NOUN
bracis-19053	263	11	  	  	SPACE
bracis-19053	263	12	lee	lee	PROPN
bracis-19053	263	13	,	,	PUNCT
bracis-19053	263	14	y.j	y.j	PROPN
bracis-19053	263	15	.	.	PROPN
bracis-19053	263	16	,	,	PUNCT
bracis-19053	263	17	cho	cho	PROPN
bracis-19053	263	18	,	,	PUNCT
bracis-19053	263	19	h.g	h.g	PROPN
bracis-19053	263	20	.	.	PROPN
bracis-19053	263	21	,	,	PUNCT
bracis-19053	263	22	woo	woo	PROPN
bracis-19053	263	23	,	,	PUNCT
bracis-19053	263	24	g.	g.	NOUN
bracis-19053	263	25	:	:	PUNCT
bracis-19053	263	26	analysis	analysis	NOUN
bracis-19053	263	27	on	on	ADP
bracis-19053	263	28	stock	stock	NOUN
bracis-19053	263	29	market	market	NOUN
bracis-19053	263	30	volatility	volatility	NOUN
bracis-19053	263	31	with	with	ADP
bracis-19053	263	32	collective	collective	ADJ
bracis-19053	263	33	human	human	ADJ
bracis-19053	263	34	behaviors	behavior	NOUN
bracis-19053	263	35	in	in	ADP
bracis-19053	263	36	online	online	ADJ
bracis-19053	263	37	message	message	NOUN
bracis-19053	263	38	board	board	NOUN
bracis-19053	263	39	.	.	PUNCT
bracis-19053	264	1	in	in	ADP
bracis-19053	264	2	:	:	PUNCT
bracis-19053	264	3	proceedings	proceeding	NOUN
bracis-19053	264	4	of	of	ADP
bracis-19053	264	5	the	the	DET
bracis-19053	264	6	ieee	ieee	NOUN
bracis-19053	264	7	international	international	PROPN
bracis-19053	264	8	conference	conference	NOUN
bracis-19053	264	9	on	on	ADP
bracis-19053	264	10	computer	computer	NOUN
bracis-19053	264	11	and	and	CCONJ
bracis-19053	264	12	information	information	NOUN
bracis-19053	264	13	technology	technology	NOUN
bracis-19053	264	14	,	,	PUNCT
bracis-19053	264	15	pp	pp	ADV
bracis-19053	264	16	.	.	PUNCT
bracis-19053	265	1	482–489	482–489	NUM
bracis-19053	265	2	(	(	PUNCT
bracis-19053	265	3	2014	2014	NUM
bracis-19053	265	4	)	)	PUNCT
bracis-19053	265	5	google	google	PROPN
bracis-19053	265	6	scholar	scholar	NOUN
bracis-19053	265	7	  	  	SPACE
bracis-19053	265	8	magdon	magdon	NOUN
bracis-19053	265	9	-	-	PUNCT
bracis-19053	265	10	ismail	ismail	NOUN
bracis-19053	265	11	,	,	PUNCT
bracis-19053	265	12	m.	m.	NOUN
bracis-19053	265	13	,	,	PUNCT
bracis-19053	265	14	atiya	atiya	PROPN
bracis-19053	265	15	,	,	PUNCT
bracis-19053	265	16	a.f	a.f	PROPN
bracis-19053	265	17	.	.	PROPN
bracis-19053	265	18	,	,	PUNCT
bracis-19053	265	19	pratap	pratap	PROPN
bracis-19053	265	20	,	,	PUNCT
bracis-19053	265	21	a.	a.	NOUN
bracis-19053	265	22	,	,	PUNCT
bracis-19053	265	23	abu	abu	PROPN
bracis-19053	265	24	-	-	PUNCT
bracis-19053	265	25	mostafa	mostafa	PROPN
bracis-19053	265	26	,	,	PUNCT
bracis-19053	265	27	y.s	y.s	PROPN
bracis-19053	265	28	.	.	PROPN
bracis-19053	265	29	:	:	PUNCT
bracis-19053	265	30	on	on	ADP
bracis-19053	265	31	the	the	DET
bracis-19053	265	32	maximum	maximum	ADJ
bracis-19053	265	33	drawdown	drawdown	NOUN
bracis-19053	265	34	of	of	ADP
bracis-19053	265	35	a	a	DET
bracis-19053	265	36	brownian	brownian	ADJ
bracis-19053	265	37	motion	motion	NOUN
bracis-19053	265	38	.	.	PUNCT
bracis-19053	266	1	j.	j.	PROPN
bracis-19053	266	2	appl	appl	PROPN
bracis-19053	266	3	.	.	PUNCT
bracis-19053	267	1	probab	probab	PROPN
bracis-19053	267	2	.	.	PUNCT
bracis-19053	268	1	41	41	NUM
bracis-19053	268	2	,	,	PUNCT
bracis-19053	268	3	147–161	147–161	NUM
bracis-19053	268	4	(	(	PUNCT
bracis-19053	268	5	2004	2004	NUM
bracis-19053	268	6	)	)	PUNCT
bracis-19053	268	7	article	article	NOUN
bracis-19053	268	8	  	  	SPACE
bracis-19053	268	9	mathscinet	mathscinet	NOUN
bracis-19053	268	10	  	  	SPACE
bracis-19053	268	11	google	google	PROPN
bracis-19053	268	12	scholar	scholar	NOUN
bracis-19053	268	13	  	  	SPACE
bracis-19053	268	14	makowitz	makowitz	NOUN
bracis-19053	268	15	,	,	PUNCT
bracis-19053	268	16	h.m	h.m	PROPN
bracis-19053	268	17	.	.	PROPN
bracis-19053	268	18	:	:	PUNCT
bracis-19053	269	1	portfolio	portfolio	NOUN
bracis-19053	269	2	selection	selection	NOUN
bracis-19053	269	3	:	:	PUNCT
bracis-19053	269	4	efficient	efficient	ADJ
bracis-19053	269	5	diversification	diversification	NOUN
bracis-19053	269	6	of	of	ADP
bracis-19053	269	7	investments	investment	NOUN
bracis-19053	269	8	.	.	PUNCT
bracis-19053	270	1	wiley	wiley	PROPN
bracis-19053	270	2	,	,	PUNCT
bracis-19053	270	3	new	new	PROPN
bracis-19053	270	4	york	york	PROPN
bracis-19053	270	5	(	(	PUNCT
bracis-19053	270	6	1951	1951	NUM
bracis-19053	270	7	)	)	PUNCT
bracis-19053	270	8	google	google	PROPN
bracis-19053	270	9	scholar	scholar	NOUN
bracis-19053	270	10	  	  	SPACE
bracis-19053	270	11	makowitz	makowitz	NOUN
bracis-19053	270	12	,	,	PUNCT
bracis-19053	270	13	h.m	h.m	PROPN
bracis-19053	270	14	.	.	PROPN
bracis-19053	270	15	:	:	PUNCT
bracis-19053	271	1	porfolio	porfolio	NOUN
bracis-19053	271	2	selection	selection	NOUN
bracis-19053	271	3	.	.	PUNCT
bracis-19053	272	1	j.	j.	PROPN
bracis-19053	272	2	finance	finance	PROPN
bracis-19053	272	3	7(1	7(1	PROPN
bracis-19053	272	4	)	)	PUNCT
bracis-19053	272	5	,	,	PUNCT
bracis-19053	272	6	77–91	77–91	NUM
bracis-19053	272	7	(	(	PUNCT
bracis-19053	272	8	1952	1952	NUM
bracis-19053	272	9	)	)	PUNCT
bracis-19053	272	10	google	google	PROPN
bracis-19053	272	11	scholar	scholar	NOUN
bracis-19053	272	12	  	  	SPACE
bracis-19053	272	13	mantegna	mantegna	PROPN
bracis-19053	272	14	,	,	PUNCT
bracis-19053	272	15	r.	r.	PROPN
bracis-19053	272	16	:	:	PUNCT
bracis-19053	272	17	hierarchical	hierarchical	ADJ
bracis-19053	272	18	structure	structure	NOUN
bracis-19053	272	19	in	in	ADP
bracis-19053	272	20	financial	financial	ADJ
bracis-19053	272	21	markets	market	NOUN
bracis-19053	272	22	.	.	PUNCT
bracis-19053	273	1	eur	eur	ADJ
bracis-19053	273	2	.	.	PUNCT
bracis-19053	273	3	phys	phy	NOUN
bracis-19053	273	4	.	.	PUNCT
bracis-19053	274	1	j.	j.	PROPN
bracis-19053	274	2	b	b	PROPN
bracis-19053	274	3	condens	condens	PROPN
bracis-19053	274	4	.	.	PUNCT
bracis-19053	275	1	matter	matter	PROPN
bracis-19053	275	2	complex	complex	ADJ
bracis-19053	275	3	syst	syst	NOUN
bracis-19053	275	4	.	.	PUNCT
bracis-19053	276	1	11	11	NUM
bracis-19053	276	2	,	,	PUNCT
bracis-19053	276	3	193–197	193–197	NUM
bracis-19053	276	4	(	(	PUNCT
bracis-19053	276	5	1999	1999	NUM
bracis-19053	276	6	)	)	PUNCT
bracis-19053	276	7	.	.	PUNCT
bracis-19053	277	1	https://doi.org/10.1007/s100510050929	https://doi.org/10.1007/s100510050929	NUM
bracis-19053	277	2	article	article	NOUN
bracis-19053	277	3	  	  	SPACE
bracis-19053	277	4	google	google	PROPN
bracis-19053	277	5	scholar	scholar	NOUN
bracis-19053	277	6	  	  	SPACE
bracis-19053	277	7	pareek	pareek	NOUN
bracis-19053	277	8	,	,	PUNCT
bracis-19053	277	9	m.k	m.k	PROPN
bracis-19053	277	10	.	.	PROPN
bracis-19053	277	11	,	,	PUNCT
bracis-19053	277	12	thakkar	thakkar	NOUN
bracis-19053	277	13	,	,	PUNCT
bracis-19053	277	14	p.	p.	NOUN
bracis-19053	277	15	:	:	PUNCT
bracis-19053	277	16	surveying	survey	VERB
bracis-19053	277	17	stock	stock	NOUN
bracis-19053	277	18	market	market	NOUN
bracis-19053	277	19	portfolio	portfolio	NOUN
bracis-19053	277	20	optimization	optimization	NOUN
bracis-19053	277	21	techniques	technique	NOUN
bracis-19053	277	22	.	.	PUNCT
bracis-19053	278	1	in	in	ADP
bracis-19053	278	2	:	:	PUNCT
bracis-19053	278	3	2015	2015	NUM
bracis-19053	278	4	5th	5th	ADJ
bracis-19053	278	5	nirma	nirma	VERB
bracis-19053	278	6	university	university	NOUN
bracis-19053	278	7	international	international	ADJ
bracis-19053	278	8	conference	conference	NOUN
bracis-19053	278	9	on	on	ADP
bracis-19053	278	10	engineering	engineering	NOUN
bracis-19053	278	11	(	(	PUNCT
bracis-19053	278	12	nuicone	nuicone	NOUN
bracis-19053	278	13	)	)	PUNCT
bracis-19053	278	14	,	,	PUNCT
bracis-19053	278	15	pp	pp	ADP
bracis-19053	278	16	.	.	PUNCT
bracis-19053	279	1	1–5	1–5	NUM
bracis-19053	279	2	(	(	PUNCT
bracis-19053	279	3	2015	2015	NUM
bracis-19053	279	4	)	)	PUNCT
bracis-19053	279	5	google	google	NOUN
bracis-19053	279	6	scholar	scholar	NOUN
bracis-19053	279	7	  	  	SPACE
bracis-19053	279	8	building	building	NOUN
bracis-19053	279	9	diversified	diversify	VERB
bracis-19053	279	10	portfolios	portfolio	NOUN
bracis-19053	279	11	that	that	PRON
bracis-19053	279	12	outperform	outperform	VERB
bracis-19053	279	13	out	out	ADP
bracis-19053	279	14	of	of	ADP
bracis-19053	279	15	sample	sample	NOUN
bracis-19053	279	16	:	:	PUNCT
bracis-19053	279	17	lopez	lopez	PROPN
bracis-19053	279	18	de	de	PROPN
bracis-19053	279	19	prado	prado	PROPN
bracis-19053	279	20	,	,	PUNCT
bracis-19053	279	21	m.	m.	NOUN
bracis-19053	279	22	j.	j.	PROPN
bracis-19053	279	23	portfolio	portfolio	PROPN
bracis-19053	279	24	manag	manag	PROPN
bracis-19053	279	25	.	.	PUNCT
bracis-19053	280	1	42	42	NUM
bracis-19053	280	2	,	,	PUNCT
bracis-19053	280	3	59–69	59–69	NUM
bracis-19053	280	4	(	(	PUNCT
bracis-19053	280	5	2016	2016	NUM
bracis-19053	280	6	)	)	PUNCT
bracis-19053	280	7	article	article	NOUN
bracis-19053	280	8	  	  	SPACE
bracis-19053	280	9	google	google	PROPN
bracis-19053	280	10	scholar	scholar	NOUN
bracis-19053	280	11	  	  	SPACE
bracis-19053	280	12	raudys	raudys	NOUN
bracis-19053	280	13	,	,	PUNCT
bracis-19053	280	14	s.	s.	PROPN
bracis-19053	280	15	:	:	PUNCT
bracis-19053	280	16	portfolio	portfolio	NOUN
bracis-19053	280	17	of	of	ADP
bracis-19053	280	18	automated	automate	VERB
bracis-19053	280	19	trading	trading	NOUN
bracis-19053	280	20	systems	system	NOUN
bracis-19053	280	21	:	:	PUNCT
bracis-19053	280	22	complexity	complexity	NOUN
bracis-19053	280	23	and	and	CCONJ
bracis-19053	280	24	learning	learn	VERB
bracis-19053	280	25	set	set	VERB
bracis-19053	280	26	size	size	NOUN
bracis-19053	280	27	issues	issue	NOUN
bracis-19053	280	28	.	.	PUNCT
bracis-19053	281	1	ieee	ieee	PROPN
bracis-19053	281	2	trans	trans	PROPN
bracis-19053	281	3	.	.	PUNCT
bracis-19053	281	4	neural	neural	ADJ
bracis-19053	281	5	netw	netw	NOUN
bracis-19053	281	6	.	.	PUNCT
bracis-19053	282	1	learn	learn	VERB
bracis-19053	282	2	.	.	PUNCT
bracis-19053	283	1	syst	syst	PROPN
bracis-19053	283	2	.	.	PUNCT
bracis-19053	284	1	24	24	NUM
bracis-19053	284	2	,	,	PUNCT
bracis-19053	284	3	448–459	448–459	NUM
bracis-19053	284	4	(	(	PUNCT
bracis-19053	284	5	2013	2013	NUM
bracis-19053	284	6	)	)	PUNCT
bracis-19053	284	7	article	article	NOUN
bracis-19053	284	8	  	  	SPACE
bracis-19053	284	9	google	google	PROPN
bracis-19053	284	10	scholar	scholar	NOUN
bracis-19053	284	11	  	  	SPACE
bracis-19053	284	12	rockafellar	rockafellar	ADJ
bracis-19053	284	13	,	,	PUNCT
bracis-19053	284	14	r.t	r.t	PROPN
bracis-19053	284	15	.	.	PROPN
bracis-19053	284	16	,	,	PUNCT
bracis-19053	284	17	uryasev	uryasev	PROPN
bracis-19053	284	18	,	,	PUNCT
bracis-19053	284	19	s.	s.	PROPN
bracis-19053	284	20	:	:	PUNCT
bracis-19053	284	21	optimization	optimization	NOUN
bracis-19053	284	22	of	of	ADP
bracis-19053	284	23	conditional	conditional	ADJ
bracis-19053	284	24	value	value	NOUN
bracis-19053	284	25	-	-	PUNCT
bracis-19053	284	26	at	at	ADP
bracis-19053	284	27	-	-	PUNCT
bracis-19053	284	28	risk	risk	NOUN
bracis-19053	284	29	.	.	PUNCT
bracis-19053	285	1	j.	j.	PROPN
bracis-19053	285	2	risk	risk	PROPN
bracis-19053	285	3	2	2	NUM
bracis-19053	285	4	,	,	PUNCT
bracis-19053	285	5	21–41	21–41	NUM
bracis-19053	285	6	(	(	PUNCT
bracis-19053	285	7	2000	2000	NUM
bracis-19053	285	8	)	)	PUNCT
bracis-19053	285	9	article	article	NOUN
bracis-19053	285	10	  	  	SPACE
bracis-19053	285	11	google	google	PROPN
bracis-19053	285	12	scholar	scholar	NOUN
bracis-19053	285	13	  	  	SPACE
bracis-19053	285	14	shapira	shapira	NOUN
bracis-19053	285	15	,	,	PUNCT
bracis-19053	285	16	y.	y.	PROPN
bracis-19053	285	17	,	,	PUNCT
bracis-19053	285	18	kenett	kenett	PROPN
bracis-19053	285	19	,	,	PUNCT
bracis-19053	285	20	d.	d.	PROPN
bracis-19053	285	21	,	,	PUNCT
bracis-19053	285	22	ben	ben	PROPN
bracis-19053	285	23	-	-	PUNCT
bracis-19053	285	24	jacob	jacob	PROPN
bracis-19053	285	25	,	,	PUNCT
bracis-19053	285	26	e.	e.	PROPN
bracis-19053	285	27	:	:	PUNCT
bracis-19053	285	28	the	the	DET
bracis-19053	285	29	index	index	NOUN
bracis-19053	285	30	cohesive	cohesive	ADJ
bracis-19053	285	31	effect	effect	NOUN
bracis-19053	285	32	on	on	ADP
bracis-19053	285	33	stock	stock	NOUN
bracis-19053	285	34	market	market	NOUN
bracis-19053	285	35	correlations	correlation	NOUN
bracis-19053	285	36	.	.	PUNCT
bracis-19053	286	1	eur	eur	ADJ
bracis-19053	286	2	.	.	PUNCT
bracis-19053	286	3	phys	phy	NOUN
bracis-19053	286	4	.	.	PUNCT
bracis-19053	287	1	j.	j.	PROPN
bracis-19053	287	2	b72	b72	PROPN
bracis-19053	287	3	,	,	PUNCT
bracis-19053	287	4	657	657	NUM
bracis-19053	287	5	(	(	PUNCT
bracis-19053	287	6	2009	2009	NUM
bracis-19053	287	7	)	)	PUNCT
bracis-19053	287	8	.	.	PUNCT
bracis-19053	288	1	https://doi.org/10.1140/epjb/e2009-00384-y	https://doi.org/10.1140/epjb/e2009-00384-y	PROPN
bracis-19053	288	2	article	article	PROPN
bracis-19053	288	3	  	  	SPACE
bracis-19053	288	4	math	math	NOUN
bracis-19053	288	5	  	  	SPACE
bracis-19053	288	6	google	google	PROPN
bracis-19053	288	7	scholar	scholar	NOUN
bracis-19053	288	8	  	  	SPACE
bracis-19053	288	9	sharpe	sharpe	PROPN
bracis-19053	288	10	,	,	PUNCT
bracis-19053	288	11	w.	w.	PROPN
bracis-19053	288	12	:	:	PUNCT
bracis-19053	288	13	mutual	mutual	ADJ
bracis-19053	288	14	fund	fund	NOUN
bracis-19053	288	15	performance	performance	NOUN
bracis-19053	288	16	.	.	PUNCT
bracis-19053	289	1	j.	j.	PROPN
bracis-19053	289	2	bus	bus	PROPN
bracis-19053	289	3	.	.	PUNCT
bracis-19053	289	4	39	39	NUM
bracis-19053	289	5	,	,	PUNCT
bracis-19053	289	6	657–669	657–669	NUM
bracis-19053	289	7	(	(	PUNCT
bracis-19053	289	8	1965	1965	NUM
bracis-19053	289	9	)	)	PUNCT
bracis-19053	289	10	google	google	PROPN
bracis-19053	289	11	scholar	scholar	NOUN
bracis-19053	289	12	  	  	SPACE
bracis-19053	289	13	shen	shen	NOUN
bracis-19053	289	14	,	,	PUNCT
bracis-19053	289	15	w.	w.	PROPN
bracis-19053	289	16	,	,	PUNCT
bracis-19053	289	17	wang	wang	PROPN
bracis-19053	289	18	,	,	PUNCT
bracis-19053	289	19	b.	b.	PROPN
bracis-19053	289	20	,	,	PUNCT
bracis-19053	289	21	pu	pu	PROPN
bracis-19053	289	22	,	,	PUNCT
bracis-19053	289	23	j.	j.	PROPN
bracis-19053	289	24	,	,	PUNCT
bracis-19053	289	25	wang	wang	PROPN
bracis-19053	289	26	,	,	PUNCT
bracis-19053	289	27	j.	j.	PROPN
bracis-19053	289	28	:	:	PUNCT
bracis-19053	289	29	the	the	DET
bracis-19053	289	30	kelly	kelly	PROPN
bracis-19053	289	31	growth	growth	VERB
bracis-19053	289	32	optimal	optimal	ADJ
bracis-19053	289	33	portfolio	portfolio	NOUN
bracis-19053	289	34	with	with	ADP
bracis-19053	289	35	ensemble	ensemble	ADJ
bracis-19053	289	36	learning	learning	NOUN
bracis-19053	289	37	.	.	PUNCT
bracis-19053	290	1	in	in	ADP
bracis-19053	290	2	:	:	PUNCT
bracis-19053	290	3	proceedings	proceeding	NOUN
bracis-19053	290	4	of	of	ADP
bracis-19053	290	5	the	the	DET
bracis-19053	290	6	aaai	aaai	PROPN
bracis-19053	290	7	conference	conference	NOUN
bracis-19053	290	8	on	on	ADP
bracis-19053	290	9	artificial	artificial	ADJ
bracis-19053	290	10	intelligence	intelligence	NOUN
bracis-19053	290	11	,	,	PUNCT
bracis-19053	290	12	vol	vol	NOUN
bracis-19053	290	13	.	.	PROPN
bracis-19053	291	1	33	33	NUM
bracis-19053	291	2	,	,	PUNCT
bracis-19053	292	1	pp	pp	ADJ
bracis-19053	292	2	.	.	PUNCT
bracis-19053	293	1	1134–1141	1134–1141	NUM
bracis-19053	293	2	(	(	PUNCT
bracis-19053	293	3	2019	2019	NUM
bracis-19053	293	4	)	)	PUNCT
bracis-19053	293	5	google	google	PROPN
bracis-19053	293	6	scholar	scholar	NOUN
bracis-19053	293	7	  	  	SPACE
bracis-19053	293	8	shen	shen	NOUN
bracis-19053	293	9	,	,	PUNCT
bracis-19053	293	10	w.	w.	PROPN
bracis-19053	293	11	,	,	PUNCT
bracis-19053	293	12	wang	wang	PROPN
bracis-19053	293	13	,	,	PUNCT
bracis-19053	293	14	j.	j.	PROPN
bracis-19053	293	15	:	:	PUNCT
bracis-19053	293	16	portfolio	portfolio	NOUN
bracis-19053	293	17	blending	blend	VERB
bracis-19053	293	18	via	via	ADP
bracis-19053	293	19	thompson	thompson	NOUN
bracis-19053	293	20	sampling	sampling	NOUN
bracis-19053	293	21	.	.	PUNCT
bracis-19053	294	1	in	in	ADP
bracis-19053	294	2	:	:	PUNCT
bracis-19053	294	3	proceedings	proceeding	NOUN
bracis-19053	294	4	of	of	ADP
bracis-19053	294	5	the	the	DET
bracis-19053	294	6	twenty	twenty	NUM
bracis-19053	294	7	-	-	PUNCT
bracis-19053	294	8	fifth	fifth	ADJ
bracis-19053	294	9	international	international	ADJ
bracis-19053	294	10	joint	joint	ADJ
bracis-19053	294	11	conference	conference	NOUN
bracis-19053	294	12	on	on	ADP
bracis-19053	294	13	artificial	artificial	ADJ
bracis-19053	294	14	intelligence	intelligence	NOUN
bracis-19053	294	15	(	(	PUNCT
bracis-19053	294	16	ijcai-16	ijcai-16	PROPN
bracis-19053	294	17	)	)	PUNCT
bracis-19053	294	18	(	(	PUNCT
bracis-19053	294	19	2016	2016	NUM
bracis-19053	294	20	)	)	PUNCT
bracis-19053	294	21	google	google	PROPN
bracis-19053	294	22	scholar	scholar	NOUN
bracis-19053	294	23	  	  	SPACE
bracis-19053	294	24	shen	shen	NOUN
bracis-19053	294	25	,	,	PUNCT
bracis-19053	294	26	w.	w.	PROPN
bracis-19053	294	27	,	,	PUNCT
bracis-19053	294	28	wang	wang	PROPN
bracis-19053	294	29	,	,	PUNCT
bracis-19053	294	30	j.	j.	PROPN
bracis-19053	294	31	,	,	PUNCT
bracis-19053	294	32	jiang	jiang	PROPN
bracis-19053	294	33	,	,	PUNCT
bracis-19053	294	34	y.g	y.g	PROPN
bracis-19053	294	35	.	.	PROPN
bracis-19053	294	36	,	,	PUNCT
bracis-19053	294	37	zha	zha	PROPN
bracis-19053	294	38	,	,	PUNCT
bracis-19053	294	39	h.	h.	NOUN
bracis-19053	294	40	:	:	PUNCT
bracis-19053	294	41	portfolio	portfolio	NOUN
bracis-19053	294	42	choices	choice	NOUN
bracis-19053	294	43	with	with	ADP
bracis-19053	294	44	orthogonal	orthogonal	ADJ
bracis-19053	294	45	bandit	bandit	NOUN
bracis-19053	294	46	learning	learning	NOUN
bracis-19053	294	47	.	.	PUNCT
bracis-19053	295	1	in	in	ADP
bracis-19053	295	2	:	:	PUNCT
bracis-19053	295	3	proceedings	proceeding	NOUN
bracis-19053	295	4	of	of	ADP
bracis-19053	295	5	the	the	DET
bracis-19053	295	6	twenty	twenty	NUM
bracis-19053	295	7	-	-	PUNCT
bracis-19053	295	8	fourth	fourth	ADJ
bracis-19053	295	9	international	international	ADJ
bracis-19053	295	10	joint	joint	ADJ
bracis-19053	295	11	conference	conference	NOUN
bracis-19053	295	12	on	on	ADP
bracis-19053	295	13	artificial	artificial	ADJ
bracis-19053	295	14	intelligence	intelligence	NOUN
bracis-19053	295	15	(	(	PUNCT
bracis-19053	295	16	ijcai-15	ijcai-15	PROPN
bracis-19053	295	17	)	)	PUNCT
bracis-19053	295	18	(	(	PUNCT
bracis-19053	295	19	2015	2015	NUM
bracis-19053	295	20	)	)	PUNCT
bracis-19053	295	21	google	google	PROPN
bracis-19053	295	22	scholar	scholar	NOUN
bracis-19053	295	23	  	  	SPACE
bracis-19053	295	24	uryasev	uryasev	NOUN
bracis-19053	295	25	,	,	PUNCT
bracis-19053	295	26	s.	s.	PROPN
bracis-19053	295	27	,	,	PUNCT
bracis-19053	295	28	krokhmal	krokhmal	PROPN
bracis-19053	295	29	,	,	PUNCT
bracis-19053	295	30	p.	p.	NOUN
bracis-19053	295	31	,	,	PUNCT
bracis-19053	295	32	palmquist	palmquist	NOUN
bracis-19053	295	33	,	,	PUNCT
bracis-19053	295	34	j.	j.	PROPN
bracis-19053	295	35	:	:	PUNCT
bracis-19053	295	36	portfolio	portfolio	NOUN
bracis-19053	295	37	optimization	optimization	NOUN
bracis-19053	295	38	with	with	ADP
bracis-19053	295	39	conditional	conditional	ADJ
bracis-19053	295	40	value	value	NOUN
bracis-19053	295	41	-	-	PUNCT
bracis-19053	295	42	at	at	ADP
bracis-19053	295	43	-	-	PUNCT
bracis-19053	295	44	risk	risk	NOUN
bracis-19053	295	45	objective	objective	NOUN
bracis-19053	295	46	and	and	CCONJ
bracis-19053	295	47	constraints	constraint	NOUN
bracis-19053	295	48	.	.	PUNCT
bracis-19053	296	1	j.	j.	PROPN
bracis-19053	296	2	risk	risk	PROPN
bracis-19053	296	3	7	7	NUM
bracis-19053	296	4	,	,	PUNCT
bracis-19053	296	5	43–68	43–68	NUM
bracis-19053	296	6	(	(	PUNCT
bracis-19053	296	7	2002	2002	NUM
bracis-19053	296	8	)	)	PUNCT
bracis-19053	296	9	google	google	PROPN
bracis-19053	296	10	scholar	scholar	NOUN
bracis-19053	296	11	  	  	SPACE
bracis-19053	296	12	zhang	zhang	PROPN
bracis-19053	296	13	,	,	PUNCT
bracis-19053	296	14	d.	d.	PROPN
bracis-19053	296	15	,	,	PUNCT
bracis-19053	296	16	hu	hu	PROPN
bracis-19053	296	17	,	,	PUNCT
bracis-19053	296	18	m.	m.	NOUN
bracis-19053	296	19	,	,	PUNCT
bracis-19053	296	20	ji	ji	PROPN
bracis-19053	296	21	,	,	PUNCT
bracis-19053	296	22	q.	q.	PROPN
bracis-19053	296	23	:	:	PUNCT
bracis-19053	296	24	financial	financial	ADJ
bracis-19053	296	25	markets	market	NOUN
bracis-19053	296	26	under	under	ADP
bracis-19053	296	27	the	the	DET
bracis-19053	296	28	global	global	ADJ
bracis-19053	296	29	pandemic	pandemic	NOUN
bracis-19053	296	30	of	of	ADP
bracis-19053	296	31	covid-19	covid-19	PROPN
bracis-19053	296	32	.	.	PUNCT
bracis-19053	297	1	finance	finance	NOUN
bracis-19053	297	2	res	re	NOUN
bracis-19053	297	3	.	.	PUNCT
bracis-19053	298	1	lett	lett	PROPN
bracis-19053	298	2	.	.	PUNCT
bracis-19053	299	1	36	36	NUM
bracis-19053	299	2	,	,	PUNCT
bracis-19053	299	3	101528	101528	NUM
bracis-19053	299	4	(	(	PUNCT
bracis-19053	299	5	2020	2020	NUM
bracis-19053	299	6	)	)	PUNCT
bracis-19053	299	7	article	article	NOUN
bracis-19053	299	8	  	  	SPACE
bracis-19053	299	9	google	google	PROPN
bracis-19053	299	10	scholar	scholar	NOUN
bracis-19053	299	11	  	  	SPACE
bracis-19053	299	12	download	download	NOUN
bracis-19053	299	13	references	reference	NOUN
bracis-19053	299	14	author	author	NOUN
bracis-19053	299	15	information	information	NOUN
bracis-19053	299	16	authors	author	NOUN
bracis-19053	299	17	and	and	CCONJ
bracis-19053	299	18	affiliations	affiliation	NOUN
bracis-19053	299	19	school	school	NOUN
bracis-19053	299	20	of	of	ADP
bracis-19053	299	21	technology	technology	NOUN
bracis-19053	299	22	,	,	PUNCT
bracis-19053	299	23	university	university	PROPN
bracis-19053	299	24	of	of	ADP
bracis-19053	299	25	campinas	campinas	PROPN
bracis-19053	299	26	,	,	PUNCT
bracis-19053	299	27	limeira	limeira	PROPN
bracis-19053	299	28	,	,	PUNCT
bracis-19053	299	29	sp	sp	PROPN
bracis-19053	299	30	,	,	PUNCT
bracis-19053	299	31	brazil	brazil	PROPN
bracis-19053	299	32	washington	washington	PROPN
bracis-19053	299	33	burkart	burkart	PROPN
bracis-19053	299	34	freitas	freitas	PROPN
bracis-19053	299	35	 	 	SPACE
bracis-19053	299	36	&	&	CCONJ
bracis-19053	299	37	 	 	SPACE
bracis-19053	299	38	joão	joão	PROPN
bracis-19053	299	39	roberto	roberto	PROPN
bracis-19053	299	40	bertini	bertini	PROPN
bracis-19053	299	41	junior	junior	PROPN
bracis-19053	299	42	authors	authors	PROPN
bracis-19053	299	43	washington	washington	PROPN
bracis-19053	299	44	burkart	burkart	PROPN
bracis-19053	299	45	freitasview	freitasview	PROPN
bracis-19053	299	46	author	author	NOUN
bracis-19053	299	47	publications	publication	NOUN
bracis-19053	299	48	search	search	NOUN
bracis-19053	299	49	author	author	NOUN
bracis-19053	299	50	on	on	ADP
bracis-19053	299	51	:	:	PUNCT
bracis-19053	299	52	pubmed	pubmed	PROPN
bracis-19053	299	53	 	 	SPACE
bracis-19053	299	54	google	google	PROPN
bracis-19053	299	55	scholar	scholar	PROPN
bracis-19053	299	56	joão	joão	PROPN
bracis-19053	299	57	roberto	roberto	PROPN
bracis-19053	299	58	bertini	bertini	PROPN
bracis-19053	299	59	juniorview	juniorview	PROPN
bracis-19053	299	60	author	author	NOUN
bracis-19053	299	61	publications	publication	NOUN
bracis-19053	299	62	search	search	NOUN
bracis-19053	299	63	author	author	NOUN
bracis-19053	299	64	on	on	ADP
bracis-19053	299	65	:	:	PUNCT
bracis-19053	299	66	pubmed	pubmed	PROPN
bracis-19053	299	67	 	 	SPACE
bracis-19053	299	68	google	google	PROPN
bracis-19053	299	69	scholar	scholar	NOUN
bracis-19053	299	70	corresponding	correspond	VERB
bracis-19053	299	71	author	author	NOUN
bracis-19053	299	72	correspondence	correspondence	NOUN
bracis-19053	299	73	to	to	ADP
bracis-19053	299	74	washington	washington	PROPN
bracis-19053	299	75	burkart	burkart	PROPN
bracis-19053	299	76	freitas	freitas	PROPN
bracis-19053	299	77	.	.	PUNCT
bracis-19053	300	1	editor	editor	NOUN
bracis-19053	300	2	information	information	NOUN
bracis-19053	300	3	editors	editor	NOUN
bracis-19053	300	4	and	and	CCONJ
bracis-19053	300	5	affiliations	affiliation	NOUN
bracis-19053	300	6	universidade	universidade	PROPN
bracis-19053	300	7	federal	federal	PROPN
bracis-19053	300	8	de	de	X
bracis-19053	300	9	sergipe	sergipe	PROPN
bracis-19053	300	10	,	,	PUNCT
bracis-19053	300	11	são	são	NOUN
bracis-19053	300	12	cristóvão	cristóvão	PROPN
bracis-19053	300	13	,	,	PUNCT
bracis-19053	300	14	brazil	brazil	PROPN
bracis-19053	300	15	andré	andré	PROPN
bracis-19053	300	16	britto	britto	PROPN
bracis-19053	300	17	universidade	universidade	PROPN
bracis-19053	300	18	de	de	PROPN
bracis-19053	300	19	são	são	PROPN
bracis-19053	300	20	paulo	paulo	PROPN
bracis-19053	300	21	,	,	PUNCT
bracis-19053	300	22	são	são	PROPN
bracis-19053	300	23	paulo	paulo	PROPN
bracis-19053	300	24	,	,	PUNCT
bracis-19053	300	25	brazil	brazil	PROPN
bracis-19053	300	26	karina	karina	PROPN
bracis-19053	300	27	valdivia	valdivia	PROPN
bracis-19053	300	28	delgado	delgado	VERB
bracis-19053	300	29	rights	right	NOUN
bracis-19053	300	30	and	and	CCONJ
bracis-19053	300	31	permissions	permission	NOUN
bracis-19053	300	32	reprints	reprint	NOUN
bracis-19053	300	33	and	and	CCONJ
bracis-19053	300	34	permissions	permission	VERB
bracis-19053	300	35	copyright	copyright	NOUN
bracis-19053	300	36	information	information	NOUN
bracis-19053	300	37	©	©	PROPN
bracis-19053	300	38	2021	2021	NUM
bracis-19053	300	39	springer	springer	NOUN
bracis-19053	300	40	nature	nature	NOUN
bracis-19053	300	41	switzerland	switzerland	PROPN
bracis-19053	300	42	ag	ag	PROPN
bracis-19053	300	43	about	about	ADP
bracis-19053	300	44	this	this	DET
bracis-19053	300	45	paper	paper	NOUN
bracis-19053	300	46	cite	cite	VERB
bracis-19053	300	47	this	this	DET
bracis-19053	300	48	paper	paper	NOUN
bracis-19053	300	49	freitas	freita	NOUN
bracis-19053	300	50	,	,	PUNCT
bracis-19053	300	51	w.b	w.b	PROPN
bracis-19053	300	52	.	.	PROPN
bracis-19053	300	53	,	,	PUNCT
bracis-19053	300	54	bertini	bertini	PROPN
bracis-19053	300	55	junior	junior	PROPN
bracis-19053	300	56	,	,	PUNCT
bracis-19053	300	57	j.r	j.r	PROPN
bracis-19053	300	58	.	.	PROPN
bracis-19053	300	59	(	(	PUNCT
bracis-19053	300	60	2021	2021	NUM
bracis-19053	300	61	)	)	PUNCT
bracis-19053	300	62	.	.	PUNCT
bracis-19053	301	1	tactical	tactical	ADJ
bracis-19053	301	2	asset	asset	NOUN
bracis-19053	301	3	allocation	allocation	NOUN
bracis-19053	301	4	through	through	ADP
bracis-19053	301	5	random	random	ADJ
bracis-19053	301	6	walk	walk	NOUN
bracis-19053	301	7	on	on	ADP
bracis-19053	301	8	stock	stock	NOUN
bracis-19053	301	9	network	network	NOUN
bracis-19053	301	10	.	.	PUNCT
bracis-19053	302	1	in	in	ADP
bracis-19053	302	2	:	:	PUNCT
bracis-19053	302	3	britto	britto	PROPN
bracis-19053	302	4	,	,	PUNCT
bracis-19053	302	5	a.	a.	PROPN
bracis-19053	302	6	,	,	PUNCT
bracis-19053	302	7	valdivia	valdivia	PROPN
bracis-19053	302	8	delgado	delgado	PROPN
bracis-19053	302	9	,	,	PUNCT
bracis-19053	302	10	k.	k.	PROPN
bracis-19053	302	11	(	(	PUNCT
bracis-19053	302	12	eds	eds	PROPN
bracis-19053	302	13	)	)	PUNCT
bracis-19053	302	14	intelligent	intelligent	ADJ
bracis-19053	302	15	systems	system	NOUN
bracis-19053	302	16	.	.	PUNCT
bracis-19053	303	1	bracis	bracis	PROPN
bracis-19053	303	2	2021	2021	NUM
bracis-19053	303	3	.	.	PUNCT
bracis-19053	304	1	lecture	lecture	NOUN
bracis-19053	304	2	notes	note	NOUN
bracis-19053	304	3	in	in	ADP
bracis-19053	304	4	computer	computer	NOUN
bracis-19053	304	5	science	science	NOUN
bracis-19053	304	6	(	(	PUNCT
bracis-19053	304	7	)	)	PUNCT
bracis-19053	304	8	,	,	PUNCT
bracis-19053	304	9	vol	vol	NOUN
bracis-19053	304	10	13073	13073	NUM
bracis-19053	304	11	.	.	PUNCT
bracis-19053	305	1	springer	springer	NOUN
bracis-19053	305	2	,	,	PUNCT
bracis-19053	305	3	cham	cham	PROPN
bracis-19053	305	4	.	.	PUNCT
bracis-19053	306	1	https://doi.org/10.1007/978-3-030-91702-9_35	https://doi.org/10.1007/978-3-030-91702-9_35	PROPN
bracis-19053	306	2	download	download	PROPN
bracis-19053	306	3	citation	citation	NOUN
bracis-19053	306	4	.ris	.ris	PUNCT
bracis-19053	307	1	.enw	.enw	PROPN
bracis-19053	307	2	.bib	.bib	PUNCT
bracis-19053	308	1	doi	doi	PROPN
bracis-19053	308	2	:	:	PUNCT
bracis-19053	308	3	https://doi.org/10.1007/978-3-030-91702-9_35	https://doi.org/10.1007/978-3-030-91702-9_35	PROPN
bracis-19053	308	4	published	publish	VERB
bracis-19053	308	5	:	:	PUNCT
bracis-19053	308	6	28	28	NUM
bracis-19053	308	7	november	november	PROPN
bracis-19053	308	8	2021	2021	NUM
bracis-19053	308	9	publisher	publisher	NOUN
bracis-19053	308	10	name	name	NOUN
bracis-19053	308	11	:	:	PUNCT
bracis-19053	308	12	springer	springer	NOUN
bracis-19053	308	13	,	,	PUNCT
bracis-19053	308	14	cham	cham	PROPN
bracis-19053	308	15	print	print	PROPN
bracis-19053	308	16	isbn	isbn	PROPN
bracis-19053	308	17	:	:	PUNCT
bracis-19053	308	18	978	978	NUM
bracis-19053	308	19	-	-	SYM
bracis-19053	308	20	3	3	NUM
bracis-19053	308	21	-	-	PUNCT
bracis-19053	308	22	030	030	NUM
bracis-19053	308	23	-	-	PUNCT
bracis-19053	308	24	91701	91701	NUM
bracis-19053	308	25	-	-	SYM
bracis-19053	308	26	2	2	NUM
bracis-19053	308	27	online	online	ADJ
bracis-19053	308	28	isbn	isbn	NOUN
bracis-19053	308	29	:	:	PUNCT
bracis-19053	308	30	978	978	NUM
bracis-19053	308	31	-	-	SYM
bracis-19053	308	32	3	3	NUM
bracis-19053	308	33	-	-	PUNCT
bracis-19053	308	34	030	030	NUM
bracis-19053	308	35	-	-	PUNCT
bracis-19053	308	36	91702	91702	NUM
bracis-19053	308	37	-	-	SYM
bracis-19053	308	38	9	9	NUM
bracis-19053	308	39	ebook	ebook	NOUN
bracis-19053	308	40	packages	package	NOUN
bracis-19053	308	41	:	:	PUNCT
bracis-19053	308	42	computer	computer	NOUN
bracis-19053	308	43	sciencecomputer	sciencecomputer	NOUN
bracis-19053	308	44	science	science	NOUN
bracis-19053	308	45	(	(	PUNCT
bracis-19053	308	46	r0	r0	NOUN
bracis-19053	308	47	)	)	PUNCT
bracis-19053	308	48	share	share	VERB
bracis-19053	308	49	this	this	DET
bracis-19053	308	50	paper	paper	NOUN
bracis-19053	308	51	anyone	anyone	PRON
bracis-19053	308	52	you	you	PRON
bracis-19053	308	53	share	share	VERB
bracis-19053	308	54	the	the	DET
bracis-19053	308	55	following	follow	VERB
bracis-19053	308	56	link	link	NOUN
bracis-19053	308	57	with	with	ADP
bracis-19053	308	58	will	will	AUX
bracis-19053	308	59	be	be	AUX
bracis-19053	308	60	able	able	ADJ
bracis-19053	308	61	to	to	PART
bracis-19053	308	62	read	read	VERB
bracis-19053	308	63	this	this	DET
bracis-19053	308	64	content	content	NOUN
bracis-19053	308	65	:	:	PUNCT
bracis-19053	308	66	get	get	VERB
bracis-19053	308	67	shareable	shareable	ADJ
bracis-19053	308	68	linksorry	linksorry	NOUN
bracis-19053	308	69	,	,	PUNCT
bracis-19053	308	70	a	a	DET
bracis-19053	308	71	shareable	shareable	ADJ
bracis-19053	308	72	link	link	NOUN
bracis-19053	308	73	is	be	AUX
bracis-19053	308	74	not	not	PART
bracis-19053	308	75	currently	currently	ADV
bracis-19053	308	76	available	available	ADJ
bracis-19053	308	77	for	for	ADP
bracis-19053	308	78	this	this	DET
bracis-19053	308	79	article	article	NOUN
bracis-19053	308	80	.	.	PUNCT
bracis-19053	309	1	copy	copy	VERB
bracis-19053	309	2	shareable	shareable	ADJ
bracis-19053	309	3	link	link	NOUN
bracis-19053	309	4	to	to	PART
bracis-19053	309	5	clipboard	clipboard	NOUN
bracis-19053	309	6	provided	provide	VERB
bracis-19053	309	7	by	by	ADP
bracis-19053	309	8	the	the	DET
bracis-19053	309	9	springer	springer	NOUN
bracis-19053	309	10	nature	nature	PROPN
bracis-19053	309	11	sharedit	sharedit	PROPN
bracis-19053	309	12	content	content	NOUN
bracis-19053	309	13	-	-	PUNCT
bracis-19053	309	14	sharing	share	VERB
bracis-19053	309	15	initiative	initiative	NOUN
bracis-19053	309	16	keywords	keyword	NOUN
bracis-19053	309	17	tactical	tactical	ADJ
bracis-19053	309	18	asset	asset	NOUN
bracis-19053	309	19	allocation	allocation	NOUN
bracis-19053	309	20	stock	stock	NOUN
bracis-19053	309	21	networks	network	NOUN
bracis-19053	309	22	random	random	ADJ
bracis-19053	309	23	walks	walk	VERB
bracis-19053	309	24	portfolio	portfolio	NOUN
bracis-19053	309	25	management	management	PROPN
bracis-19053	309	26	markowitz	markowitz	PROPN
bracis-19053	309	27	portfolio	portfolio	PROPN
bracis-19053	309	28	publish	publish	VERB
bracis-19053	309	29	with	with	ADP
bracis-19053	309	30	us	us	PROPN
bracis-19053	309	31	policies	policy	NOUN
bracis-19053	309	32	and	and	CCONJ
bracis-19053	309	33	ethics	ethic	NOUN
bracis-19053	309	34	profiles	profile	NOUN
bracis-19053	309	35	washington	washington	PROPN
bracis-19053	309	36	burkart	burkart	PROPN
bracis-19053	309	37	freitas	freitas	PROPN
bracis-19053	309	38	view	view	PROPN
bracis-19053	309	39	author	author	NOUN
bracis-19053	309	40	profile	profile	NOUN
bracis-19053	309	41	search	search	NOUN
bracis-19053	309	42	search	search	NOUN
bracis-19053	309	43	by	by	ADP
bracis-19053	309	44	keyword	keyword	NOUN
bracis-19053	309	45	or	or	CCONJ
bracis-19053	309	46	author	author	NOUN
bracis-19053	309	47	search	search	NOUN
bracis-19053	309	48	navigation	navigation	NOUN
bracis-19053	309	49	find	find	VERB
bracis-19053	309	50	a	a	DET
bracis-19053	309	51	journal	journal	NOUN
bracis-19053	309	52	publish	publish	VERB
bracis-19053	309	53	with	with	ADP
bracis-19053	309	54	us	we	PRON
bracis-19053	309	55	track	track	VERB
bracis-19053	309	56	your	your	PRON
bracis-19053	309	57	research	research	NOUN
bracis-19053	309	58	discover	discover	VERB
bracis-19053	309	59	content	content	NOUN
bracis-19053	309	60	journals	journal	NOUN
bracis-19053	309	61	a	a	DET
bracis-19053	309	62	-	-	PUNCT
bracis-19053	309	63	z	z	NOUN
bracis-19053	309	64	books	book	NOUN
bracis-19053	309	65	a	a	DET
bracis-19053	309	66	-	-	PUNCT
bracis-19053	309	67	z	z	NOUN
bracis-19053	309	68	publish	publish	NOUN
bracis-19053	309	69	with	with	ADP
bracis-19053	309	70	us	us	PROPN
bracis-19053	309	71	journal	journal	PROPN
bracis-19053	309	72	finder	finder	PROPN
bracis-19053	309	73	publish	publish	VERB
bracis-19053	309	74	your	your	PRON
bracis-19053	309	75	research	research	NOUN
bracis-19053	309	76	language	language	NOUN
bracis-19053	309	77	editing	edit	VERB
bracis-19053	309	78	open	open	ADJ
bracis-19053	309	79	access	access	NOUN
bracis-19053	309	80	publishing	publishing	NOUN
bracis-19053	309	81	products	product	NOUN
bracis-19053	309	82	and	and	CCONJ
bracis-19053	309	83	services	service	NOUN
bracis-19053	309	84	our	our	PRON
bracis-19053	309	85	products	product	NOUN
bracis-19053	309	86	librarians	librarian	VERB
bracis-19053	309	87	societies	society	NOUN
bracis-19053	309	88	partners	partner	NOUN
bracis-19053	309	89	and	and	CCONJ
bracis-19053	309	90	advertisers	advertiser	NOUN
bracis-19053	309	91	our	our	PRON
bracis-19053	309	92	brands	brand	NOUN
bracis-19053	309	93	springer	springer	NOUN
bracis-19053	309	94	nature	nature	PROPN
bracis-19053	309	95	portfolio	portfolio	PROPN
bracis-19053	309	96	bmc	bmc	PROPN
bracis-19053	309	97	palgrave	palgrave	PROPN
bracis-19053	309	98	macmillan	macmillan	PROPN
bracis-19053	309	99	apress	apress	PROPN
bracis-19053	309	100	discover	discover	VERB
bracis-19053	309	101	your	your	PRON
bracis-19053	309	102	privacy	privacy	NOUN
bracis-19053	309	103	choices	choice	NOUN
bracis-19053	309	104	/	/	SYM
bracis-19053	309	105	manage	manage	NOUN
bracis-19053	309	106	cookies	cookie	NOUN
bracis-19053	309	107	your	your	PRON
bracis-19053	309	108	us	us	PROPN
bracis-19053	310	1	state	state	NOUN
bracis-19053	310	2	privacy	privacy	NOUN
bracis-19053	310	3	rights	right	NOUN
bracis-19053	310	4	accessibility	accessibility	NOUN
bracis-19053	310	5	statement	statement	NOUN
bracis-19053	310	6	terms	term	NOUN
bracis-19053	310	7	and	and	CCONJ
bracis-19053	310	8	conditions	condition	NOUN
bracis-19053	310	9	privacy	privacy	NOUN
bracis-19053	310	10	policy	policy	NOUN
bracis-19053	310	11	help	help	NOUN
bracis-19053	310	12	and	and	CCONJ
bracis-19053	310	13	support	support	VERB
bracis-19053	310	14	legal	legal	ADJ
bracis-19053	310	15	notice	notice	NOUN
bracis-19053	310	16	cancel	cancel	VERB
bracis-19053	310	17	contracts	contract	NOUN
bracis-19053	310	18	here	here	ADV
bracis-19053	310	19	129.74.145.123	129.74.145.123	NUM
bracis-19053	310	20	hesburgh	hesburgh	PROPN
bracis-19053	310	21	library	library	PROPN
bracis-19053	310	22	er	er	INTJ
bracis-19053	310	23	unit	unit	NOUN
bracis-19053	310	24	(	(	PUNCT
bracis-19053	310	25	3005732405	3005732405	NUM
bracis-19053	310	26	)	)	PUNCT
bracis-19053	310	27	northeast	northeast	ADJ
bracis-19053	310	28	research	research	NOUN
bracis-19053	310	29	libraries	library	NOUN
bracis-19053	310	30	(	(	PUNCT
bracis-19053	310	31	nerl	nerl	PROPN
bracis-19053	310	32	)	)	PUNCT
bracis-19053	310	33	(	(	PUNCT
bracis-19053	310	34	8200828607	8200828607	NUM
bracis-19053	310	35	)	)	PUNCT
bracis-19053	310	36	nerl	nerl	VERB
bracis-19053	310	37	ta	ta	X
bracis-19053	310	38	account	account	NOUN
bracis-19053	310	39	(	(	PUNCT
bracis-19053	310	40	3006206169	3006206169	NUM
bracis-19053	310	41	)	)	PUNCT
bracis-19053	310	42	university	university	NOUN
bracis-19053	310	43	of	of	ADP
bracis-19053	310	44	notre	notre	PROPN
bracis-19053	310	45	dame	dame	PROPN
bracis-19053	310	46	hesburgh	hesburgh	PROPN
bracis-19053	310	47	library	library	NOUN
bracis-19053	310	48	(	(	PUNCT
bracis-19053	310	49	3000184373	3000184373	NUM
bracis-19053	310	50	)	)	PUNCT
bracis-19053	311	1	©	©	ADP
bracis-19053	311	2	2025	2025	NUM
bracis-19053	311	3	springer	springer	NOUN
bracis-19053	311	4	nature	nature	NOUN