基于修剪k-均值聚类的稳健均值方差投资组合选择新方法

IF 0.6 Q4 ENGINEERING, INDUSTRIAL Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI:10.7232/iems.2021.20.4.782
La Gubu, D. Rosadi, Abdurakhman Abdurakhman
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A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering
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来源期刊
CiteScore
2.20
自引率
28.60%
发文量
45
期刊介绍: Industrial Engineering and Management Systems (IEMS) covers all areas of industrial engineering and management sciences including but not limited to, applied statistics & data mining, business & information systems, computational intelligence & optimization, environment & energy, ergonomics & human factors, logistics & transportation, manufacturing systems, planning & scheduling, quality & reliability, supply chain management & inventory systems.
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