How to Manage Portfolios in Different Clusters? An Unsupervised Machine Learning Approach
(2024)
Preprint / Working Paper
Using the daily data from 2010 to 2023 on global indices for 15 heterogeneous stocks’ prices, this study examines traditional portfolio theory by applying unsupervised machine learning, particularly the K-means clustering algorithm. This algorithm id... Read More about How to Manage Portfolios in Different Clusters? An Unsupervised Machine Learning Approach.