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A Cluster Representative Selection Method for Stock Portfolio Based on Efficient Frontier.

Yahui LuMinghao LiXiaochu TangHui Wang
Published in: CSCWD (2021)
Keyphrases
  • clustering method
  • dynamic programming
  • objective function
  • mathematical model
  • decision making
  • clustering algorithm
  • similarity measure
  • search space
  • optimization algorithm
  • differential evolution