Capstone-Project

This capstone project is in the scope of financial markets. Accounting the notion of imitations of "winning" portfolios it is possible to investigate the essence of before-mentioned conceptions. The idea of imitating such portfolios is succeeded by segregating them into statistically independent components. However, the problem is not only limited by the mold. The next step is to identify the segments from the available assets in the financial market, execute pattern mining procedure on time series. Nevertheless, in this paper, the assets are restrained to stocks only.