Stock Portfolio Decision Based on Cluster Analysis and Principal Component Analysis
Available Online June 2019.
- https://doi.org/10.2991/msmi-19.2019.25How to use a DOI?
- Portfolio theory, Diversification, Cluster analysis, Sharpe Ratio, Principal component analysis, Linear regression analysis.
- When determining the stock portfolio, it is necessary to consider factors such as the company's financial indicators, stock price trends, and macroeconomic conditions. In order to simplify the process, the clustering method is used to classify the company according to the financial indicator data, so as to select stocks when diversifying the investment, and then Sharp Ratio is calculated to conduct risk assessment on the selected targets. Finally, the principal component analysis method is used to simplify the obtained data, and then predict the future trend of the stock price by linear regression, and finally an ideal investment portfolio is determined.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Yue Duan PY - 2019/06 DA - 2019/06 TI - Stock Portfolio Decision Based on Cluster Analysis and Principal Component Analysis BT - 6th International Conference on Management Science and Management Innovation (MSMI 2019) PB - Atlantis Press SP - 135 EP - 140 SN - 2352-5428 UR - https://doi.org/10.2991/msmi-19.2019.25 DO - https://doi.org/10.2991/msmi-19.2019.25 ID - Duan2019/06 ER -