Dynamic portfolio optimization according to market states and diversification using hierarchical clustering

The choice of assets and the state of the market are essential factors to consider in constructing an optimized portfolio for investments. Developments in the research of portfolio optimization techniques introduced models that consider factors such as market state and asset selection. We then explo...

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Bibliographische Detailangaben

Hauptverfasser:	Malabaguio, Andrei Lanz, Pimentel, Ralph Luis Gabriel, Zaballero, Ana Maria Michaela, Go, Clark Kendrick
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Cluster analysis Clustering Correlation Machine learning Optimization Optimization techniques Statistical distributions
Online-Zugang:	Volltext
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