An online portfolio selection algorithm using clustering approaches and considering transaction costs.
Majid KhedmatiPejman AzinPublished in: Expert Syst. Appl. (2020)
Keyphrases
- selection algorithm
- transaction costs
- clustering approaches
- search costs
- portfolio management
- portfolio selection
- subspace clustering
- clustering method
- search algorithm
- stock exchange
- hierarchical clustering
- clustering algorithm
- data sets
- feature subset
- data objects
- document clustering
- semi supervised
- k means
- pattern recognition
- image processing
- genetic algorithm
- information retrieval