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

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National Economics University, Hanoi, Viet Nam ^{[1
]}

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Lect. Notes Comput. Sci. | / 129-137期

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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

引用

共 4 条

[1] Non-parametric Dynamic Point Cloud Segmentation System Based on Time Series and Spatial Clustering
Gan, Yun
Liu, Qingjie
Chen, Hongrui
Zhang, Muhua
Wei, Shuang
Qin, Na
Proceedings of 2024 IEEE 13th Data Driven Control and Learning Systems Conference, DDCLS 2024, 2024, : 127 - 132
[2] Operation Energy Consumption Estimation Method of Electric Bus Based on CNN Time Series Prediction
Xing, Yan
Li, Yachao
Liu, Weidong
Li, Wenqing
Meng, Lingxuan
Mathematical Problems in Engineering, 2022, 2022
[3] Output Allocation Optimization Method for the Wind Photovoltaic Energy Storage Power Station in the Multi-time-scale Electricity Spot Market Under Portfolio Theory
Wang, Kai
Yan, Xiaohe
Liu, Nian
Gongcheng Kexue Yu Jishu/Advanced Engineering Sciences, 2023, 55 (01): : 101 - 109
[4] A windowed correlation based feature selection method to improve time series prediction of dengue fever cases
Ferdousi, Tanvir
Cohnstaedt, Lee W.
Scoglio, Caterina M.
arXiv, 2021,

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