Research on the investment information automation problem based on the clustering analysis method

DOI

10.2991/icitmi-15.2015.54How to use a DOI?

Keywords

Clustering analysis; Investment; China securities market

Abstract

This paper develops a two-step clustering method, and uses the data of China securities market to analyze the factors influencing the portfolio selection, and constructing an investment portfolio based on this clustering method. The results show that the performance of this portfolio based on the two-step clustering method is better than the traditional mean-variance model. The results indicate that this method is very important for the portfolio selection.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wei Gao
AU  - Ruzhen Yan
PY  - 2015/10
DA  - 2015/10
TI  - Research on the investment information automation problem based on the clustering analysis method
BT  - Proceedings of the 4th International Conference on Information Technology and Management Innovation
PB  - Atlantis Press
SP  - 324
EP  - 329
SN  - 2352-538X
UR  - https://doi.org/10.2991/icitmi-15.2015.54
DO  - 10.2991/icitmi-15.2015.54
ID  - Gao2015/10
ER  -