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

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