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Prediction-Based Portfolio Optimization Model for Iran’s Oil Dependent Stocks Using Data Mining Methods

Mohammad Sayadi; Meysam Omidi

Volume 8, Issue 2 , December 2019, , Pages 225-252

https://doi.org/10.22099/ijes.2020.34367.1595

Abstract
  This study applied a prediction-based portfolio optimization model to explore the results of portfolio predicament in the Tehran Stock Exchange. To this aim, first, the data mining approach was used to predict the petroleum products and chemical industry using clustering stock market data. Then, some ...  Read More