Clustering stock market data
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Please refer to this blog post for more information. In this paper a data mining approach for classification of stocks into clusters is presented.
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After classification, the stocks could be selected from these groups for building a portfolio. It meets the criterion of minimizing the risk by diversification of a portfolio.
The clustering approach categorizes stocks on certain investment criteria. We have used stock returns at different times along with their valuation ratios from the stocks of Bombay Stock Exchange for the fiscal year — Results of our analysis show that K -means cluster analysis builds the most compact clusters as compared can you make money off cafepress SOM and Fuzzy C -means for stock classification data.
We then select stocks from the clusters to build a portfolio, minimizing portfolio risk and compare the returns with that of the benchmark index, i. Journals Books Register Sign in Sign in using your ScienceDirect credentials Username.
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JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. Expert Systems with Applications Volume 37, Issue 12DecemberPages Clustering Indian stock market data for portfolio management.
Author links open the author workspace. Opens the author workspace Opens the author workspace Department of Industrial Engineering and Management, Indian Institute of Technology, Kharagpur, West Bengal, India.
Clustering analysis of Dow Stocks
Abstract In this paper a data mining approach for classification of stocks into clusters is presented. Check if you have access through your login credentials or your institution.
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