EventsThe 2nd International Online Conference on Mathematics and Applications
Event submissions
Published
This submission belongs to the session S3. Statistics and Operational Research of the event The 2nd International Online Conference on Mathematics and Applications
Published date
05 Jun, 2026
Academic Editor
author-avatarXiaobing Feng
Citation
Hafizah Bahaludin, Muhammad Akram Ramadhan Ibrahim, A Network-Tuned Asset Allocation Framework: Integrating TMFG Filtering and Shapley-Valued Stock Selection for Emerging Markets, in Proceedings of The 2nd International Online Conference on Mathematics and Applications, 10 June–12 June 2026, MDPI: Basel, Switzerland
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A Network-Tuned Asset Allocation Framework: Integrating TMFG Filtering and Shapley-Valued Stock Selection for Emerging Markets

Hafizah Bahaludin 1
Muhammad Akram Ramadhan Ibrahim 1
1. Department of Computational and Theoretical Sciences, Kulliyyah of Science, International Islamic University Malaysia, Selangor, Malaysia
Abstract
Keywords
Triangulated Maximally Filtered Graph (TMFG)
Shapley Value
Asset Allocation
Network Topology
Bursa Malaysia
Portfolio Optimization