55446

Автор(ы): 

Сизых Д. С. (ИПУ РАН, Лаборатория 25) НЕАКТУАЛЬНАЯ ЗАПИСЬ
Тюхова Е. М. (Katholieke Universiteit Leuven)

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

The Cluster Analysis Method as an Instrument for Selection of Securities in the Construction of an Investment Portfolio

DOI: 

10.1109/MLSD.2019.8910991

Наименование конференции: 

  • 2019 12th International Conference "Management of Large-Scale System Development" (MLSD)

Наименование источника: 

  • Proceedings of the 12th International Conference "Management of Large-Scale System Development" (MLSD)

Город: 

  • Moscow

Издательство: 

  • IEEE

Год издания: 

2019

Страницы: 

https://ieeexplore.ieee.org/document/8910991
Аннотация
In the paper are presented research results on the application of cluster analysis for the formation of a securities portfolio. There are identified features of cluster analysis applicating various indicators characterizing shares: share prices, share prices movement, and various market multipliers of issuers. It is shown the application possibility of cluster analysis in the Robo-Advisors' algorithm.

Библиографическая ссылка: 

Сизых Д.С., Тюхова Е.М. The Cluster Analysis Method as an Instrument for Selection of Securities in the Construction of an Investment Portfolio / Proceedings of the 12th International Conference "Management of Large-Scale System Development" (MLSD). Moscow: IEEE, 2019. С. https://ieeexplore.ieee.org/document/8910991.