Research on Stock Allocation Scheme Based on Two-step Clustering Algorithm
Mengdan Yu, Tao Chen, Jiayi Yao
Available Online September 2019.
- https://doi.org/10.2991/jahp-19.2019.64How to use a DOI?
- stock allocation; clustering analysis; two-step clustering
- 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.
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 SP - 295 EP - 299 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 -