THEORETICAL DESCRIPTION OF THE POSSIBILITIES OF USING THE CLUSTERIZATION METHOD TO CREATE A DIVERSIFIED PORTFOLIO

Tereshenko Andrey Alekseevich

This article describes the possibility of using the clustering method to create a diversified investment portfolio. Today, from an economic point of view, it is possible to create such portfolios. This is usually done by financiers, but the average user may have difficulties. With the advent and rapid development of neural networks and machine learning, it becomes possible to implement the process of diversification with their help. The presence of a software product will greatly simplify the analysis of various financial instruments for all types of users. At the beginning of the article, the author describes his vision of how the clustering method can be implemented to create diversification. The following describes existing experience and research in this area. At the end, we describe the steps by which this method can theoretically be implemented.

Keywords:Diversification, stock market, clustering, cluster, investment portfolio, machine learning