Author

Rifki Pebriyandi

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Open access Jul 2026

IDX30 Portfolio Construction using K-Means Clustering with MAD Risk Optimization and Sortino Ratio Evaluation

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

Open access Aug 2026

Stock Portfolio Optimization Based on Financial and Risk–Return Clustering and TOPSIS with MVEP–MAD Weighting

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