Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Flavio Gabriel Duarte"'
Publikováno v:
IEEE Access, Vol 8, Pp 110775-110788 (2020)
Over the past years, many approaches to perform asset allocation have been proposed in the literature. Most of them tackle this problem as an optimization task, where the goal is to maximize return, whilst minimizing the risk. However, such approache
Externí odkaz:
https://doaj.org/article/28ee881b9c9543f7a5f0fa43524b4c9d
Publikováno v:
Anais do 15. Congresso Brasileiro de Inteligência Computacional.
This paper proposes a method for asset allocation based on partitional clustering. This method is different from the approaches already proposed in the literature, which essentially use either an optimization-based approach or a hierarchical clusteri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b054c0c52a037222dcf61711060a44fe
https://doi.org/10.21528/cbic2021-49
https://doi.org/10.21528/cbic2021-49
Publikováno v:
CBI (1)
This work proposes the use of a Fuzzy Clustering Algorithm for asset allocation based on their correlation. The objective of the algorithm is to propose the allocation to help investors improve their investment process, suggesting the allocation usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47f0814321d006eb52a33efa97513bad
https://doi.org/10.1109/cbi.2019.00054
https://doi.org/10.1109/cbi.2019.00054