{"id":"https://openalex.org/W2100975771","doi":"https://doi.org/10.1142/s1469026814500114","title":"CLUSTERING STOCK DATA FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION","display_name":"CLUSTERING STOCK DATA FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION","publication_year":2014,"publication_date":"2014-06-01","ids":{"openalex":"https://openalex.org/W2100975771","doi":"https://doi.org/10.1142/s1469026814500114","mag":"2100975771"},"language":"en","primary_location":{"id":"doi:10.1142/s1469026814500114","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s1469026814500114","pdf_url":null,"source":{"id":"https://openalex.org/S206936884","display_name":"International Journal of Computational Intelligence and Applications","issn_l":"1469-0268","issn":["1469-0268","1757-5885"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311754","host_organization_name":"Imperial College Press","host_organization_lineage":["https://openalex.org/P4310311754"],"host_organization_lineage_names":["Imperial College Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Computational Intelligence and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103329539","display_name":"Nguyen Cong Long","orcid":null},"institutions":[{"id":"https://openalex.org/I82828225","display_name":"King Mongkut's University of Technology North Bangkok","ror":"https://ror.org/04fy6jb97","country_code":"TH","type":"education","lineage":["https://openalex.org/I82828225"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"NGUYEN CONG LONG","raw_affiliation_strings":["Faculty of Information Technology, King Mongkut's University of Technology, North Bangkok 10800, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Information Technology, King Mongkut's University of Technology, North Bangkok 10800, Thailand","institution_ids":["https://openalex.org/I82828225"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108413650","display_name":"Nawaporn Wisitpongphan","orcid":null},"institutions":[{"id":"https://openalex.org/I82828225","display_name":"King Mongkut's University of Technology North Bangkok","ror":"https://ror.org/04fy6jb97","country_code":"TH","type":"education","lineage":["https://openalex.org/I82828225"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"NAWAPORN WISITPONGPHAN","raw_affiliation_strings":["Faculty of Information Technology, King Mongkut's University of Technology, North Bangkok 10800, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Information Technology, King Mongkut's University of Technology, North Bangkok 10800, Thailand","institution_ids":["https://openalex.org/I82828225"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048354076","display_name":"Phayung Meesad","orcid":"https://orcid.org/0000-0002-3742-6457"},"institutions":[{"id":"https://openalex.org/I82828225","display_name":"King Mongkut's University of Technology North Bangkok","ror":"https://ror.org/04fy6jb97","country_code":"TH","type":"education","lineage":["https://openalex.org/I82828225"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"PHAYUNG MEESAD","raw_affiliation_strings":["Faculty of Information Technology, King Mongkut's University of Technology, North Bangkok 10800, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Information Technology, King Mongkut's University of Technology, North Bangkok 10800, Thailand","institution_ids":["https://openalex.org/I82828225"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003105685","display_name":"Herwig Unger","orcid":"https://orcid.org/0000-0002-8818-3600"},"institutions":[{"id":"https://openalex.org/I120691247","display_name":"University of Hagen","ror":"https://ror.org/04tkkr536","country_code":"DE","type":"education","lineage":["https://openalex.org/I120691247"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"HERWIG UNGER","raw_affiliation_strings":["Faculty of Mathematics and Computer Science, FernUniversitat in Hagen, Germany"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics and Computer Science, FernUniversitat in Hagen, Germany","institution_ids":["https://openalex.org/I120691247"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5103329539"],"corresponding_institution_ids":["https://openalex.org/I82828225"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.15380947,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"13","issue":"02","first_page":"1450011","last_page":"1450011"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.989799976348877,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.978600025177002,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7912371158599854},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.765653133392334},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7507325410842896},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.6287498474121094},{"id":"https://openalex.org/keywords/rate-of-return-on-a-portfolio","display_name":"Rate of return on a portfolio","score":0.6139092445373535},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.5100591778755188},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.48658502101898193},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4741653501987457},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4741330146789551},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.418049693107605},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.18116497993469238},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1736939251422882},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1635054349899292},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1564697027206421}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7912371158599854},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.765653133392334},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7507325410842896},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.6287498474121094},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.6139092445373535},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.5100591778755188},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.48658502101898193},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4741653501987457},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4741330146789551},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.418049693107605},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.18116497993469238},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1736939251422882},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1635054349899292},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1564697027206421},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s1469026814500114","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s1469026814500114","pdf_url":null,"source":{"id":"https://openalex.org/S206936884","display_name":"International Journal of Computational Intelligence and Applications","issn_l":"1469-0268","issn":["1469-0268","1757-5885"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311754","host_organization_name":"Imperial College Press","host_organization_lineage":["https://openalex.org/P4310311754"],"host_organization_lineage_names":["Imperial College Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Computational Intelligence and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1554263409","https://openalex.org/W1595498733","https://openalex.org/W1639032689","https://openalex.org/W1965024868","https://openalex.org/W1966253115","https://openalex.org/W1988279472","https://openalex.org/W1991005468","https://openalex.org/W1991214761","https://openalex.org/W2000060165","https://openalex.org/W2012313580","https://openalex.org/W2019519002","https://openalex.org/W2025242337","https://openalex.org/W2027995993","https://openalex.org/W2042517615","https://openalex.org/W2068524947","https://openalex.org/W2081546953","https://openalex.org/W2097571405","https://openalex.org/W2100826087","https://openalex.org/W2113076747","https://openalex.org/W2161729785","https://openalex.org/W3023540311","https://openalex.org/W4236670843","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2131638049","https://openalex.org/W2221832056","https://openalex.org/W2367990330","https://openalex.org/W2342245948","https://openalex.org/W3114011295","https://openalex.org/W4387811153","https://openalex.org/W2151303070","https://openalex.org/W3198789915","https://openalex.org/W4243169348","https://openalex.org/W3122820618"],"abstract_inverted_index":{"Portfolio":[0],"selection":[1,17],"is":[2,14,49,57,104,120],"a":[3,40,46,53,63],"vital":[4],"research":[5],"field":[6],"in":[7,21,59,96],"modern":[8],"finance.":[9],"Multi-objective":[10],"portfolio":[11,16,47,108],"optimization":[12,109],"problem":[13],"the":[15,22,28,33,79,88,97,100,123,127],"process":[18],"that":[19,42,48],"results":[20],"highest":[23,111],"expected":[24],"return":[25,76,112],"rate":[26,77,113],"and":[27,78,114],"lowest":[29,115],"identified":[30],"risk":[31],"among":[32],"various":[34],"financial":[35],"assets.":[36],"This":[37],"paper":[38],"proposes":[39],"model":[41,56,119],"can":[43],"efficiently":[44],"suggest":[45],"worth":[50],"investing.":[51],"First,":[52],"cluster":[54],"analysis":[55],"introduced":[58],"order":[60],"to":[61,86,93,106],"categorize":[62],"huge":[64],"amount":[65],"of":[66,91,130],"stock":[67],"data":[68,124],"into":[69],"several":[70],"groups":[71],"based":[72],"on":[73,122],"their":[74],"associated":[75],"risk.":[80,116],"Several":[81],"validity":[82],"indexes":[83],"are":[84],"used":[85,105],"select":[87],"optimal":[89],"number":[90],"clusters/stocks":[92],"be":[94],"included":[95],"portfolio.":[98],"Finally,":[99],"multi-objective":[101],"genetic":[102],"algorithm":[103],"build":[107],"with":[110],"The":[117],"proposed":[118],"tested":[121],"obtained":[125],"from":[126],"Stock":[128],"Exchange":[129],"Thailand.":[131]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
