Portfolio Management by Time Series Clustering Using Correlation for Stocks
Author:
Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-13-8581-0_11
Reference19 articles.
1. Zolhavarieh, S., Aghabozorgi, S., Teh, Y.W.: A Review of Subsequence Time Series Clustering (2014)
2. Banerjee, D.: Forecasting of Indian stock market-using time-series ARIMA model. In: 2014 2nd International Conference on Business and Information Management (ICBIM), 9 Jan 2014, pp. 131–135. IEEE (2014)
3. Bini, B.S, Mathew, T.: Clustering and regression technoques for stock prediction. In: International Conference on Emerging Trends in Engineering Science and Technology (ICETEST), pp. 1248–1255 (2015)
4. Chevalier, J., Ellison, G.: Risk taking by mutual funds as a response to incentives. J. Polit. Econ. 105(6), 1167–1200 (1997)
5. Kenett, D.Y., Tumminello, M., Maid, A., Gur-Gershgoren, G., Mantegna, R.N.: Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market. PLoSONE 5(12), e15032 (2010). https://doi.org/10.1371/journal.pone.0015032
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