Proceedings of the 4th International Conference on Information Technology and Management Innovation

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

Authors
Wei Gao, Ruzhen Yan
Corresponding Author
Wei Gao
Available Online October 2015.
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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Volume Title
Proceedings of the 4th International Conference on Information Technology and Management Innovation
Series
Advances in Computer Science Research
Publication Date
October 2015
ISBN
978-94-6252-112-4
ISSN
2352-538X
DOI
10.2991/icitmi-15.2015.54How to use a DOI?
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/).

Cite this article

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  -