# Constructing an Investment Fund through Stock Clustering and Integer Programming

arXiv: https://arxiv.org/abs/2407.05912 · HTML: https://mlsanity.com/paper/2407.05912/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 27 Apr 2024.

## Built on by (most cited first, 1 of 1)

- [Enhanced Fault Detection and Cause Identification Using Integrated Attention Mechanism](https://mlsanity.com/paper/2408.00033/) (2024)

## Abstract (arXiv)

This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lowest risk in capital markets. A data-oriented analysis of US stock universe is used to provide portfolio managers a device to track different Exchange Traded Funds. As an example, reconstructing of NASDAQ 100 index fund is presented.