Robust Mean–Variance Portfolio Selection Using Cluster Analysis: A Comparison between Kamila and Weighted K-Mean Clustering
نویسندگان
چکیده
منابع مشابه
Comparison between Standard K-Mean Clustering and Improved K-Mean Clustering
Clustering in data mining is very important to discover distribution patterns and this importance tends to increase as the amount of data grows. It is one of the main analytical methods in data mining and its method influences its results directly. K-means is a typical clustering algorithm[3]. It mainly consists of two phases i.e. initializing random clusters and to find the nearest neighbour. ...
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ژورنال
عنوان ژورنال: Asian Economic and Financial Review
سال: 2020
ISSN: 2305-2147,2222-6737
DOI: 10.18488/journal.aefr.2020.1010.1169.1186