Philippine Stock Exchange Portfolio Recommendation Using Forecasting Clustering, and Optimization Techniques
ABSTRACT Capital appreciation and capital growth are essential to meet everyday needs this day and age. The passive income from stock investment has significantly grown. But to succeed in stock market, one must choose their investment wisely. Factors such as the volatility of stock returns and th...
| Main Authors: | , |
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| Format: | Thesis |
| Language: | English |
| Subjects: |
Forecasting Analysis
> Risk Diversification
> Portfolio Optimization
> Autoregressive Integrated Moving Average (ARIMA)
> Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH)
> Dynamic Conditional Correlation (DCC)
> Sharpe Ratio
> Self Organizing Maps (SOM)
> Genetic Algorithm
> Markowitz Mean-Variance Model.
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