Clustering Algorithms for Risk Management
Ivana P. MarkoviÃ³, Jovica M. StankoviÃ³, Jelena Z. StankoviÃ³, Milos B. StojanoviÃ³
Journal of Multimedia Processing and Technologies, Vol. 11, No. 4, 2020.
DOI: https://doi.org/10.6025/jmpt/2020/11/4/117-123
Link: https://www.dline.info/jmpt/fulltext/v11n4/jmptv11n4_1.pdf
Abstract:
The investments in capital market depends on deeper analysis of yield and risk. The investments depend on the stock market which improve the interest of the people. We intend to study the stock market using cluster algorithms. We found that the cluster algorithms can enable to identify groups of stocks in the existing portfolios and help to the risk diversification.