Name
Abstract | ||
|---|---|---|
•A novel strategy to generate diversified stock portfolios is proposed.•The proposed approach relies on itemset mining techniques.•The effectiveness of the approach was validated on real market data.•Different markets and market conditions were analyzed.•The systems performed better than real stock funds on the analyzed data. |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1016/j.eswa.2017.05.051 | Expert Systems with Applications |
Keywords | Field | DocType |
Frequent itemset mining,Stock data analysis | Econometrics,USable,Data mining,Computer science,Exploit,Diversification (marketing strategy),Stock (geology),Data mining algorithm,Market conditions,Stock market | Journal |
Volume | ISSN | Citations |
86 | 0957-4174 | 1 |
PageRank | References | Authors |
0.35 | 24 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Elena Baralis | 1 | 1319 | 186.33 |
| Luca Cagliero | 2 | 285 | 31.63 |
| Paolo Garza | 3 | 426 | 39.13 |