3D Subspace Clustering for Value Investing

Autor: Kelvin Sim, Clifton Phua, Gao Cong, Vivekanand Gopalkrishnan
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