A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385)
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scientific article; zbMATH DE number 7252620
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| English | A clustering-based portfolio strategy incorporating momentum effect and market trend prediction |
scientific article; zbMATH DE number 7252620 |
Statements
A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (English)
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29 September 2020
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financial network
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cluster algorithm
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portfolio strategy
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momentum effect
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market trend prediction
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0.8544721
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0.85273385
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0.8376708
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0.8284834
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0.82099015
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0.8141408
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