Dynamic Portfolio Strategy Using Clustering Approach

• Fei Ren ,

  * E-mail: fren@ecust.edu.cn

  Affiliations School of Business, East China University of Science and Technology, Shanghai 200237, China, Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China

  http://orcid.org/0000-0001-6267-9408

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• Ya-Nan Lu,

  Affiliation School of Business, East China University of Science and Technology, Shanghai 200237, China

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• Sai-Ping Li,

  Affiliation Institute of Physics, Academia Sinica, Taipei 115 Taiwan

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• Xiong-Fei Jiang,

  Affiliation College of Information Engineering, Ningbo Dahongying University, Ningbo 315175, China

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• Li-Xin Zhong,

  Affiliation School of Finance, Zhejiang University of Finance and Economics, Hangzhou 310018, China

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• Tian Qiu

  Affiliation School of Information Engineering, Nanchang Hangkong University, Nanchang 330063, China

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