A stock portfolio plays an important role in managing risk and achieving optimal returns in volatile markets. This study proposes an integrated framework that combines K-Means Clustering, Mean Absolute Deviation (MAD), and the Sortino Ratio. The main contribution lies in linking clustering-based asset selection with do...
Rifki Pebriyandi, E. Sulistianingsih, Hendra Perdana et al.· ZERO Jurnal Sains Matematika...· 0 citations
This research aims to construct an optimal stock portfolio from the Kompas100 index using stock performance indicators, fundamental indicators, K-Means, TOPSIS, and portfolio optimization. Of the 100 stocks, only 22 were suitable as candidates for portfolio formation. From these 22 stocks, 4 portfolio candidates were i...
Wirda Andani, Shantika Martha, E. Sulistianingsih et al.· Inferensi· 0 citations
The capital market plays an important role in the economy by providing investment instruments for investors and financing sources for companies. A capital market portfolio consists of a collection of financial assets, such as stocks, constructed to achieve an optimal return while reducing investment risk. Mean-variance...
Anis Faiqo Tuzzainiyah, E. Sulistianingsih, Nurfitri Imro'ah· Jambura Journal of Mathemati...· 0 citations
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