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- Title
PORTFOLIO OPTIMIZATION USING CLASSIFICATION AND FUNCTIONAL DATA ANALYSIS TECHNIQUES.
- Authors
Stefanescu, Viorica; Serban, Florentin; Busu, Mihail; Ferrara, Massimiliano
- Abstract
The article presents a study which aims to illustrate the performance of the proposed algorithm for hierarchal classification of shares from Bucharest Stock Exchange in Romania. It mentions an application in Microsoft Visual Studio which categorizes the shares to build a varied portfolio. It notes that the portfolio was acquired at various times using functional data analysis methods. It adds that a numerical experiment is provided to assess the methodology of the study.
- Subjects
BUCHAREST (Romania); ROMANIA; STOCK exchanges; ALGORITHMS; PORTFOLIO management (Investments); FINANCIAL markets
- Publication
Economic Computation & Economic Cybernetics Studies & Research, 2010, Vol 44, Issue 3, p1
- ISSN
0424-267X
- Publication type
Article