The academic paper utilizes 'constrained K-means clustering' to group stocks showing similar price movements before performing 'within cluster portfolio optimization'.
Example
Using raw data without scaling methods and dimensional reduction methods
python main.py --data_period test --max_cluster_size 75 --scaling_method none --dim_reduction_method none
Using PCA without scaling methods (If PCA_components is not specfied, the default number 3 is used)
python main.py --data_period test --max_cluster_size 75 --scaling_method none --dim_reduction_method PCA
Using t-sne with standard scaling and t-sne components = 10