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Philippine Stock Exchange Portfolio Recommendation Using Forecasting Clustering, and Optimization Techniques 著者: Leynes, Hans Joshua C., Tan, Katrina D.
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関連主題
Autoregressive Integrated Moving Average (ARIMA)
Dynamic Conditional Correlation (DCC)
Forecasting Analysis
Genetic Algorithm
Markowitz Mean-Variance Model
Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH)
Portfolio Optimization
Risk Diversification
Self Organizing Maps (SOM)
Sharpe Ratio