A hybrid model for portfolio optimization based on stock clustering and different investment strategies
Siamak Goudarzi, Mohammad Javad Jafari, Amir Afsar
| Year of publication: |
2017
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|---|---|
| Authors: | Goudarzi, Siamak ; Jafari, Mohammad Javad ; Afsar, Amir |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 3, p. 602-608
|
| Subject: | Portfolio Optimization | Clustering | Neural Network | Genetic Algorithm | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Neuronale Netze | Neural networks | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822909