- Article
Mechanisms of Stock Selection and Its Capital Weighing in the Portfolio Design Based on the MACD-K-Means-Mean-VaR Model
- Sukono,
- Dedi Rosadi,
- Di Asih I Maruddani,
- Riza Andrian Ibrahim and
- Muhamad Deni Johansyah
When designing a stock portfolio, investors must select stocks with different characteristics and increasing price trends and weigh each capital. Both are fundamental to diversifying loss and profit. Therefore, the mechanisms that accommodate both ar...