3D Subspace Clustering for Value Investing
Autor: | Kelvin Sim, Clifton Phua, Gao Cong, Vivekanand Gopalkrishnan |
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Rok vydání: | 2014 |
Předmět: | |
Zdroj: | IEEE Intelligent Systems. 29:52-59 |
ISSN: | 1941-1294 1541-1672 |
DOI: | 10.1109/mis.2012.24 |
Popis: | Using Graham's rules on picking stocks has been proven to generate profits for value investors. The authors propose using 3D subspace clustering to generate rules to pick potential undervalued stocks; 3D subspace clustering is effective in handling high-dimensional financial data and is adaptive to new data. In addition, its results aren't influenced by human biases and emotions, and are easily interpretable. |
Databáze: | OpenAIRE |
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