Long-term Time Series Data Clustering of Stock Prices for Portfolio Selection.
Yukari ShirotaAkane MurakamiPublished in: SOLI (2021)
Keyphrases
- portfolio selection
- stock price
- financial markets
- long term
- portfolio optimization
- stock market data
- stock market
- financial time series
- short term
- technical indicators
- stock exchange
- dow jones
- historical data
- portfolio management
- non stationary
- data points
- financial data
- tft lcd
- exchange rate
- robust optimization
- multiple objectives
- news articles
- unsupervised learning
- optimal portfolio
- multivariate time series
- risk management
- data analysis
- data mining