• 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