Clustering Market Regimes using the Wasserstein Distance.
Blanka HorvathZacharia IssaAitor MuguruzaPublished in: CoRR (2021)
Keyphrases
- distance metric
- k means
- clustering method
- clustering algorithm
- pointwise
- distance measure
- dissimilarity measure
- spectral clustering
- self organizing maps
- hierarchical clustering
- cluster analysis
- decision making
- categorical data
- outlier detection
- data sets
- information theoretic
- stock market
- data clustering
- euclidean distance
- similarity function
- fuzzy clustering
- unsupervised learning
- data points
- stock price
- inter cluster
- affinity measure