A controllable portfolio stock selection method based on an AP clustering algorithm

An AP clustering and controllable technology, which is applied in computing, computer parts, character and pattern recognition, etc., can solve the problems of reducing risks, not considering the investment value of the portfolio, and can not be really applied, so as to improve independence, The effect of reducing investment risk
CN109544346AInactive Publication Date: 2019-03-29GUANGDONG UNIV OF TECH
0 Cites 6 Cited by

Patent Information

Authority / Receiving Office
CN Β· China
Patent Type
Applications(China)
Current Assignee / Owner
GUANGDONG UNIV OF TECH
Publication Date
2019-03-29
Estimated Expiration
Not applicable Β· inactive patent

Smart Images

  • Figure 1
    Figure 1
  • Figure 2
    Figure 2
  • Figure 3
    Figure 3
Patent Text Reader

Abstract

The invention discloses a controllable portfolio stock selection method based on an AP clustering algorithm, The steps include: acquiring stock pool data for a fixed period of time, calculating a return rate of each stock in the acquired stock pool over the fixed period of time, setting controllable parameters, wherein the AP clustering algorithm is used to cluster the time series, and the similarity matrix, attraction matrix and belonging matrix of each stock in the stock pool are calculated, and the clustering results are obtained, and judged by combining the controllable parameters until the clustering results satisfy the controllable parameters. According to the clustering results, the clustering centers in each cluster are selected as the investment portfolio for investment analysis.By adopting controllable AP clustering for stock selection, the invention greatly controls the problem that the number of clusters in the AP clustering is too much / too little to carry out correct portfolio, improves the independence of each stock in the selected portfolio and reduces the investment risk.
Need to check novelty before this filing date? Find Prior Art

Description

Technical field

[0001] The present invention relates to the field of investment strategy, and more specifically, to a controllable portfolio stock selection method based on AP clustering algorithm. Background technique

[0002] Investors invest their assets in two or more financial products as investment portfolios. The investment portfolio idea is to diversify the wealth of investors into multiple shares to reduce the investment risk of investors, so that investors will not cause unnecessary losses due to extreme market fluctuations. In the selection process of the investment portfolio, due to the large number of individual stocks and the greater impact of the stock market correlation, it is not easy to find the optimal portfolio candidate stocks in the process of stock selection. Therefore, it is impossible to circumvent the factor one in the actual investment portfolio. The loss of assets caused by the risk of multiple shares affecting multiple shares is a huge challenge for ...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More