Portfolio Construction Based on Time Series Clustering Method Evidence in the Vietnamese Stock Market

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作者：
National Economics University, Hanoi, Viet Nam [1 ]
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来源：
Lect. Notes Comput. Sci. | / 129-137期
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Compilation and indexing terms; Copyright 2024 Elsevier Inc;
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摘要：
Clustering methods - Hier-archical clustering - Hierarchical Clustering - Investments portfolios - Machine-learning - Mean variance model - Multiple time series - Portfolio optimization - Time series clustering - Vietnamese
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