Dynamic Portfolio Optimization According to Market States and Diversification Using Hierarchical Clustering

• المؤلفون الرئيسيون: Malabaguio, Andrei Lanz, Pimentel, Ralph Luis Gabriel, Zaballero, Ana Maria Michaela, Go, Clark Kendrick C
• التنسيق: text
• منشور في: Archīum Ateneo 2024
• الموضوعات: Applied Mathematics; Data Science; Mathematics; Statistics and Probability
• الوصول للمادة أونلاين: https://archium.ateneo.edu/mathematics-faculty-pubs/298; https://doi.org/10.1063/5.0213407

The choice of assets and the state of the market are essential factors to consider in constructing an optimized portfolio for investments. Developments in the research of portfolio optimization techniques introduced models that consider factors such as market state and asset selection. We then explo...