Clustering Stock Data for Multi-objective portfolio Optimization.
Nguyen Cong LongNawaporn WisitpongphanPhayung MeesadHerwig UngerPublished in: Int. J. Comput. Intell. Appl. (2014)
Keyphrases
- portfolio optimization
- multi objective
- stock data
- stock market
- bi objective
- stock price
- multi objective optimization
- evolutionary algorithm
- multiple objectives
- optimization algorithm
- clustering algorithm
- clustering method
- stock exchange
- portfolio selection
- k means
- problems involving
- genetic algorithm
- objective function
- nsga ii
- efficient solutions
- historical data
- short term
- particle swarm optimization
- outlier detection
- factor analysis
- cluster analysis
- network design
- non stationary
- trend analysis
- machine learning
- document clustering
- risk management
- robust optimization
- financial data
- high dimensional data
- financial time series
- text categorization
- linear programming