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Clustering Indian stock market data for portfolio management
2010
Expert systems with applications
In this paper a data mining approach for classification of stocks into clusters is presented. After classification, the stocks could be selected from these groups for building a portfolio. It meets the criterion of minimizing the risk by diversification of a portfolio. The clustering approach categorizes stocks on certain investment criteria. We have used stock returns at different times along with their valuation ratios from the stocks of Bombay Stock Exchange for the fiscal year 2007-2008.
doi:10.1016/j.eswa.2010.06.026
fatcat:xupe7zetuvfszcfripoqdsgyhm