Classical portfolio selection with cluster analysis: Comparison between hierarchical complete linkage and Ward algorithm

von Gubu, La
Veröffentlicht in SEAMS UGM International Conference on Mathmatics and Its Applications (8. : 2019 : Yogyakarta) Proceedings of the 8th SEAMS-UGM International Conference on Mathematics and Its Applications 2019 (2019)

Robust mean-variance portfolio selection with time series clustering

von Gubu, La
Veröffentlicht in International Conference on Mathematics, Computational Sciences and Statistics (2020 : Online) International Conference on Mathematics, Computational Sciences and Statistics 2020 (2021)

Statistical characteristics of Jakarta Composite Index (JCI) dynamics based on short term data represented in candles

von Adam, Pasrun
Veröffentlicht in International journal of economics, finance and management sciences (2014)