Proceedings of the 4th International Conference on Economy, Judicature, Administration and Humanitarian Projects (JAHP 2019)

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

Authors
Mengdan Yu, Tao Chen, Jiayi Yao
Corresponding Author
Mengdan Yu
Available Online September 2019.
DOI
https://doi.org/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.
Open Access
This is an open access article distributed under the CC BY-NC license.

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Cite this article

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  - The 4th International Conference on Economy, Judicature, Administration and Humanitarian Projects (JAHP 2019)
PB  - Atlantis Press
SN  - 2352-5428
UR  - https://doi.org/10.2991/jahp-19.2019.64
DO  - https://doi.org/10.2991/jahp-19.2019.64
ID  - Yu2019/09
ER  -