Research on Stock Allocation Scheme Based on Two-step Clustering Algorithm

DOI

10.2991/jahp-19.2019.64How to use a DOI?

Keywords

stock allocation; clustering analysis; two-step clustering

Abstract

With the development of economy, the stock market has become an important part of China's capital market, and the investment of stocks has become an important means for people to allocate assets. Therefore, how to select stocks, balance risk and return, and rationally optimize the allocation of stocks are of great significance. This paper chooses the sample data of CSI 300 Index of stock which are more suitable for the analysis of value investment theory, and uses two-step clustering algorithm to subdivide the stocks, so as to provide the direction of decision-making for the allocation of stocks.

Copyright

© 2019, 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/).

Download article (PDF)

TY  - CONF
AU  - Mengdan Yu
AU  - Tao Chen
AU  - Jiayi Yao
PY  - 2019/09
DA  - 2019/09
TI  - Research on Stock Allocation Scheme Based on Two-step Clustering Algorithm
BT  - Proceedings of the 4th International Conference on Economy, Judicature, Administration and Humanitarian Projects (JAHP 2019)
PB  - Atlantis Press
SP  - 295
EP  - 299
SN  - 2352-5428
UR  - https://doi.org/10.2991/jahp-19.2019.64
DO  - 10.2991/jahp-19.2019.64
ID  - Yu2019/09
ER  -