Stock market optimization amidst the COVID-19 pandemic: Technical analysis, K-means algorithm, and mean-variance model (TAKMV) approach
The Philippine stock market, just like most of its neighbors in the region, was seriously impacted by the global pandemic COVID-19. Investors remain hopeful while continuing to seek great ones in the damaged market. This paper developed a methodology for portfolio selection and optimization with the...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-07-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844023047850 |