Portfolio Management by Time Series Clustering Using Correlation for Stocks.

Arup Mitra Abhra Das Saptarsi Goswami Joy Mustafi A. K. Jalan

Published in: CICBA (2) (2018)

Keyphrases

portfolio management
financial data
sharpe ratio
transaction costs
portfolio optimization
stock market
portfolio selection
stock exchange
bankruptcy prediction
factor analysis
stock price
decision making
statistical analysis
financial time series
optimal solution
signal processing
financial markets
long term