Clustering algorithms for Risk-Adjusted Portfolio Construction.
Diego LeónArbey AragónJavier SandovalGermán Jairo HernándezAndrés ArévaloJaime NiñoPublished in: ICCS (2017)
Keyphrases
- clustering algorithm
- portfolio management
- portfolio optimization
- decision making
- risk management
- portfolio theory
- cluster analysis
- density based clustering
- investment strategies
- neural network
- risk assessment
- high risk
- k means
- investment decisions
- data clustering
- hierarchical clustering
- construction process
- decision makers
- risk measures
- market data
- evolutionary clustering