Portfolio Selection of KOMPAS-100 Stocks Index Using B-Spline Based Clustering
نویسندگان
چکیده
منابع مشابه
A Hybrid Grey based Two Steps Clustering and Firefly Algorithm for Portfolio Selection
Considering the concept of clustering, the main idea of the present study is based on the fact that all stocks for choosing and ranking will not be necessarily in one cluster. Taking the mentioned point into account, this study aims at offering a new methodology for making decisions concerning the formation of a portfolio of stocks in the stock market. To meet this end, Multiple-Criteria Decisi...
متن کاملFuzzy Mcdm Approach of Stocks Evaluation and Portfolio Selection
Portfolio selection problems include vague parameters and fuzzy set is a powerful tool to cope with uncertainty caused by both the financial markets and the behavior of the investors’ decisions. This paper presents a fuzzy multi-criteria decision making (MCDM) approach to evaluate nine stocks taken from ISE. The Fuzzy Analytic Hierarchy Process method is applied to determine the weights of crit...
متن کاملPrediction-Based Portfolio Optimization Model for Iran’s Oil Dependent Stocks Using Data Mining Methods
This study applied a prediction-based portfolio optimization model to explore the results of portfolio predicament in the Tehran Stock Exchange. To this aim, first, the data mining approach was used to predict the petroleum products and chemical industry using clustering stock market data. Then, some effective factors, such as crude oil price, exchange rate, global interest rate, gold price, an...
متن کاملUsing the XCS classifier system for portfolio allocation of MSCI index component stocks
In a recent study, Schulenburg and Ross (2001) proposed the LCS for short-term stock forecast. Studley and Bull (2007) proposed the extended classifier system (XCS) agent to model different traders by supplying different input information. Announcement made byMorgan Stanley Capital Investment (MSCI) regarding the additions, removals, and even the weights of the component stocks in its country i...
متن کاملAdaptive B-spline Knots Selection Using Multi-Resolution Basis Set
Adaptive B-spline Knots Selection Using Multi-Resolution Basis Set Yuan Yuan, Nan Chen, Shiyu Zhou a Department of Industrial and Systems Engineering, the University of Wisconsin – Madison b Department of Industrial & Systems Engineering, National University of Singapore c Corresponding author. Email: [email protected] ABSTRACT B-splines are commonly used in the Computer Aided Design (CAD) an...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Procedia Computer Science
سال: 2021
ISSN: 1877-0509
DOI: 10.1016/j.procs.2021.01.019