Open AccessAgglomerative clustering and genetic algorithm in portfolio optimization
Author(s) -
E. Erica,
B. D. Handari,
Gatot Fatwanto Hertono
Publication year - 2018
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.5064214
Subject(s) - portfolio optimization , portfolio , post modern portfolio theory , cluster analysis , computer science , efficient frontier , rate of return on a portfolio , modern portfolio theory , replicating portfolio , diversification (marketing strategy) , econometrics , mathematical optimization , economics , mathematics , financial economics , business , artificial intelligence , marketing
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