Portfolio Construction Based on Time Series Clustering Method Evidence in the Vietnamese Stock Market.
The Nguyen ManhHoan Bui QuocPublished in: CSoNet (2023)
Keyphrases
- clustering method
- stock market
- portfolio optimization
- financial time series
- stock price
- short term
- investment strategies
- stock exchange
- stock data
- stock market data
- cluster analysis
- clustering algorithm
- k means
- trading rules
- similarity measure
- portfolio management
- hierarchical clustering
- financial data
- document clustering
- affinity propagation
- stock trading
- financial markets
- subspace clustering
- fuzzy c means
- spectral clustering
- trading strategies
- garch model
- stock returns
- clustering framework
- stock index futures
- financial news
- clustering result
- fuzzy clustering method
- market data
- portfolio selection