Clustering stock exchange data by using evolutionary algorithms for portfolio management

In present paper, imperialist competitive algorithm and ant colony algorithm and particle swarm optimization algorithm have been used to cluster stocks of Tehran stock exchange. Also results of the three algorithms have been compared with three famous clustering models so called k-means, Fcm and Som. After clustering, a portfolio has been made by choosing some stocks from each cluster and using NSGA-II algorithm. Results show superiority of ant colony algorithms and particle swarm optimization algorithm and imperialist competitive to other three methods for clustering stocks. Due to diversification of the portfolio, portfolio risk will be reduced while using data chosen from the clusters. The more efficient the clustering, the lower the risk is. Also, using clustering for portfolio management reduces time of portfolio selection.peer-reviewe

MOCF: A Multi-Objective Clustering Framework using an Improved Particle Swarm Optimization Algorithm

Traditional clustering algorithms, such as K-Means, perform clustering with a single goal in mind. However, in many real-world applications, multiple objective functions must be considered at the same time. Furthermore, traditional clustering algorithms have drawbacks such as centroid selection, local optimal, and convergence. Particle Swarm Optimization (PSO)-based clustering approaches were developed to address these shortcomings. Animals and their social Behaviour, particularly bird flocking and fish schooling, inspire PSO. This paper proposes the Multi-Objective Clustering Framework (MOCF), an improved PSO-based framework. As an algorithm, a Particle Swarm Optimization (PSO) based Multi-Objective Clustering (PSO-MOC) is proposed. It significantly improves clustering efficiency. The proposed framework's performance is evaluated using a variety of real-world datasets. To test the performance of the proposed algorithm, a prototype application was built using the Python data science platform. The empirical results showed that multi-objective clustering outperformed its single-objective counterparts

Evaluation of Implementation Context Based Clustering In Fuzzy Geographically Weighted Clustering-Particle Swarm Optimization Algorithm

This paper contains an evaluation of the implementation Context Based Clustering method into Fuzzy Geographically Weighted Clustering-Particle Swarm Optimization (FGWC-PSO) algorithm on 11 variable from data factors causing the spread of dengue in East Java. Integration of Particle Swarm Optimization as a metaheuristic algorithm makes the computation run longer so, the solution in this paper is FGWC-PSO will be combined with context based clustering to produce a hybrid method (CFGWC-PSO) which can shorten the computational time of the clustering algorithm. Context based clustering in this paper will use 3 ways, namely by using random values, using Fuzzy C-Means (FCM), and using mean and standard deviations. CFGWC-PSO algorithm using number of clusters = 2 and CFGWC-PSO will be evaluated using IFV index, based on processing results found that the best clustering algorithm is CFGWC-PSO using FC

Binary Particle Swarm Optimization based Biclustering of Web usage Data

Web mining is the nontrivial process to discover valid, novel, potentially useful knowledge from web data using the data mining techniques or methods. It may give information that is useful for improving the services offered by web portals and information access and retrieval tools. With the rapid development of biclustering, more researchers have applied the biclustering technique to different fields in recent years. When biclustering approach is applied to the web usage data it automatically captures the hidden browsing patterns from it in the form of biclusters. In this work, swarm intelligent technique is combined with biclustering approach to propose an algorithm called Binary Particle Swarm Optimization (BPSO) based Biclustering for Web Usage Data. The main objective of this algorithm is to retrieve the global optimal bicluster from the web usage data. These biclusters contain relationships between web users and web pages which are useful for the E-Commerce applications like web advertising and marketing. Experiments are conducted on real dataset to prove the efficiency of the proposed algorithms