A new stock portfolio approach based on stock community and skyline query

作者：Gui Xiangquan^*; Hao Xiaohong; Li Li; Chen Zuohan

来源：International Journal of Digital Content Technology and Its Applications, 2012, 6(13): 314-322.

DOI：10.4156/jdcta.vol6.issue13.34

• Community structures
• Complex networks
• Empirical research
• Historical data
• Investment range
• Investment risks
• Research directions
• Skyline query
• Stock community
• Stock portfolio
• Stock price

This paper introduces a new stock portfolio approach, which combines the complex network modeling method, the community structure property, and the skyline query method. The approach is based on analysis of stock historical data. First, stock price correlations are modeled by complex network and stock communities are detected. The stock portfolio across many different stock communities, which can effective reduce investment risk. Then, run skyline query in the communities and get the final stock portfolio, which can reduce investment ranges and find out valuable stocks. At the end of the paper, the availability of the approach is validated through empirical researches, and the further research direction is point out.

• 出版日期2012