Affinity Propagation Clustering for Intelligent Portfolio Diversification and Investment Risk Reduction.
Chu-Chun ChangZhi-Ting LinWai-Wan KocChin ChouSzu-Hao HuangPublished in: CCBD (2016)
Keyphrases
- portfolio management
- investment decisions
- asset allocation
- optimal portfolio
- portfolio optimization
- affinity propagation clustering
- portfolio selection
- decision making
- investment strategies
- affinity propagation
- var model
- risk averse
- sharpe ratio
- market data
- risk aversion
- financial data
- tabu search
- expected utility
- transaction costs
- key factors
- financial markets
- impulse response
- image segmentation
- risk management
- image processing