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Portfolio Optimization from Risk Tolerance by K-mean Clustering |
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| รหัสดีโอไอ | |
| Creator | Sutthirak Sookkhasem |
| Title | Portfolio Optimization from Risk Tolerance by K-mean Clustering |
| Publisher | MSMIS Thammasat University |
| Publication Year | 2564 |
| Journal Title | Journal of information systems in Business JISB |
| Journal Vol. | 7 |
| Journal No. | 1 |
| Page no. | 6 |
| Keyword | Portfolio optimization, Risk tolerance, K-mean clustering |
| URL Website | http://www.jisb.tbs.tu.ac.th |
| ISSN | 2465-4264 |
| Abstract | This research studied stock segmentation by K-Mean Clustering by applying data from SET100. SET100 has stocks with high registered capital and high liquidity. |
