A Fuzzy Clustering Algorithm for Portfolio Selection.
Flavio Gabriel DuarteLeandro Nunes de CastroPublished in: CBI (1) (2019)
Keyphrases
- portfolio selection
- fuzzy clustering algorithm
- fuzzy clustering
- fuzzy c means
- financial markets
- robust optimization
- multiple objectives
- optimal portfolio
- computer vision
- clustering method
- knowledge discovery
- clustering algorithm
- watershed algorithm
- fuzzy clustering algorithms
- data analysis
- similarity measure
- fcm algorithm
- machine learning