Unsupervised Stock Clustering Based on Adversarial Learning and Its Application in Quantitative Investment-Reference-Cited by-同舟云学术

Unsupervised Stock Clustering Based on Adversarial Learning and Its Application in Quantitative Investment

Published:2023-07-21 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 2023 14th International Conference on E-business, Management and Economics
language:
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Author:

Ke Jiachen¹^ORCID,Xie Renjie²^ORCID,Xu Wei²^ORCID

Affiliation:

1. Southeast University - Monash University Joint Graduate School, China

2. Southeast University, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3616712.3616765

Reference12 articles.

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4. IDX30 Stocks Clustering with K-Means Algorithm based on Expected Return and Value at Risk;Fawaid Ahmad;International Journal of Quantitative Research and Modeling,2021

5. Bin, Shu. 2020. K-means stock clustering analysis based on historical price movements and financial ratios. B.A. Thesis , Mathematics Department , Claremont McKenna College . Bin, Shu. 2020. K-means stock clustering analysis based on historical price movements and financial ratios. B.A. Thesis, Mathematics Department, Claremont McKenna College.