Selecting and Weighting Mechanisms in Stock Portfolio Design Based on Clustering Algorithm and Price Movement Analysis
The fundamental stages in designing a stock portfolio are each stock’s selection and capital weighting. Selection and weighting must be conducted through diversification and price movement analysis to maximize profits and minimize losses. The problem is how the technical implementations of both are...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-10-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/19/4151 |