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Using k-means and PCA in construction of a stock portfolio
Mälardalen University, School of Education, Culture and Communication.
2016 (English)Independent thesis Advanced level (degree of Master (One Year)), 60 credits / 90 HE creditsStudent thesis
Abstract [en]

There is a various analysis that has been presented on the issues that pertain to risk when constructing

stock portfolios in the financial market. The information given by most researchers

is insufficient to warrant conclusions on the issues of conditional volatility and unconditional

volatility hence the need for the study. The operations that take place in the financial market

often rely on the different instruments like stocks, bonds, funds, and commodities. With this

paper, we are using

K-mean clustering and PCA (principal component analysis) in order to try

to minimize risk when constructing Stock Portfolio. Results of both methods will be evaluated

and compared experimentally (by implementing the methods and looking at the resulting

portfolio).

Place, publisher, year, edition, pages
2016. , 60 p.
National Category
Natural Sciences
Identifiers
URN: urn:nbn:se:mdh:diva-35002OAI: oai:DiVA.org:mdh-35002DiVA: diva2:1079232
Presentation
2016-06-10, Mälardalens högskola, Box 883, 721 23 Västerås, Sweden, Västerås, 20:39
Supervisors
Examiners
Available from: 2017-03-08 Created: 2017-03-07 Last updated: 2017-03-08Bibliographically approved

Open Access in DiVA

fulltext(375 kB)44 downloads
File information
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b1ec5df1681563370cf1195cdd0545a9c5bc15504e19303be83fdf1e6b4ed629607538ce5fd710ceb6eb2007f5561e730f365e242862cf7739f27c18f578127e
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Jeng, Alagie Malicjk
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf