A novel portfolio diversification and risk reduction strategy based on affinity propagation clustering algorithm
碩士 === 國立交通大學 === 資訊管理研究所 === 104 === In this paper, an intelligent portfolio selection method based on Affinity Propagation clustering algorithm is proposed to solve the stable investment problem. The goal of this work is to minimize the volatility of the selected portfolio from the component stock...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61185905112765890814 |