DocumentCode :
8729
Title :
3D Subspace Clustering for Value Investing
Author :
Sim, Kihong ; Gopalkrishnan, Vivekanand ; Phua, Clifton ; Cong, Guangwei
Volume :
29
Issue :
2
fYear :
2014
fDate :
Mar.-Apr. 2014
Firstpage :
52
Lastpage :
59
Abstract :
Using Graham´s rules on picking stocks has been proven to generate profits for value investors. The authors propose using 3D subspace clustering to generate rules to pick potential undervalued stocks; 3D subspace clustering is effective in handling high-dimensional financial data and is adaptive to new data. In addition, its results aren´t influenced by human biases and emotions, and are easily interpretable.
Keywords :
cost accounting; investment; stock markets; 3D subspace clustering; Graham rules; high-dimensional financial data; picking stocks; undervalued stocks; value investing; value investors; Clustering algorithms; Current measurement; Intelligent systems; Microwave integrated circuits; Testing; Three dimensional displays; Training; Clustering algorithms; Current measurement; Intelligent systems; Microwave integrated circuits; Testing; Three dimensional displays; Training; financial data mining; intelligent systems; subspace clustering; value investing;
fLanguage :
English
Journal_Title :
Intelligent Systems, IEEE
Publisher :
ieee
ISSN :
1541-1672
Type :
jour
DOI :
10.1109/MIS.2012.24
Filename :
6180158
Link To Document :
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