Clustering Stock Markets for Balanced Portfolio Construction.
Omar AlqaryoutiTarek FaroukNur SiyamPublished in: AISI (2018)
Keyphrases
- stock market
- clustering algorithm
- portfolio optimization
- short term
- trading rules
- k means
- stock data
- clustering method
- stock price
- investment strategies
- stock returns
- stock trading
- market data
- financial markets
- garch model
- stock exchange
- stock index futures
- financial data
- financial time series
- categorical data
- decision making
- cluster analysis
- outlier detection
- data analysis
- monetary policy
- training set
- financial news